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This paper studies Markov Decision Processes under parameter uncertainty. We adapt the distributionally robust optimization framework, and assume that the uncertain parameters are random variables following an unknown distribution, and…

Systems and Control · Computer Science 2015-05-14 Pengqian Yu , Huan Xu

The goal of this paper is to address finite-horizon minimum variance and covariance steering problems for discrete-time stochastic (Gaussian) linear systems. On the one hand, the minimum variance problem seeks for a control policy that will…

Optimization and Control · Mathematics 2020-11-12 Efstathios Bakolas

This paper presents the design and robustness analysis of fractional and integer order PID controllers for the control of a non-linear industrial process in the presence of parametric uncertainness and external disturbances. The nonlinear…

Systems and Control · Computer Science 2018-10-31 J. Viola , L. Angel

This paper studies optimal control problems of unknown linear systems subject to stochastic disturbances of uncertain distribution. Uncertainty about the stochastic disturbances is usually described via ambiguity sets of probability…

Systems and Control · Electrical Eng. & Systems 2023-06-30 Guanru Pan , Timm Faulwasser

This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…

Optimization and Control · Mathematics 2019-08-12 Danylo Malyuta , Behcet Acikmese , Martin Cacan

One approach to robust control for linear plants with structured uncertainty as well as for linear parameter-varying (LPV) plants (where the controller has on-line access to the varying plant parameters) is through…

Optimization and Control · Mathematics 2008-08-20 J. A. Ball , Q. Fang , G. J. Groenewald , S. ter Horst

Control of multi-level quantum systems is sensitive to implementation errors in the control field and uncertainties associated with system Hamiltonian parameters. A small variation in the control field spectrum or the system Hamiltonian can…

Quantum Physics · Physics 2015-06-23 Andy Koswara , Raj Chakrabarti

Recent low-thrust space missions have highlighted the importance of designing trajectories that are robust against uncertainties. In its complete form, this process is formulated as a nonlinear constrained stochastic optimal control…

Optimization and Control · Mathematics 2022-02-25 Naoya Ozaki , Stefano Campagnola , Ryu Funase

State estimation in the presence of uncertain or data-driven noise distributions remains a critical challenge in control and robotics. Although the Kalman filter is the most popular choice, its performance degrades significantly when…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Minhyuk Jang , Astghik Hakobyan , Insoon Yang

Stein operators are differential operators which arise within the so-called Stein's method for stochastic approximation. We propose a new mechanism for constructing such operators for arbitrary (continuous or discrete) parametric…

Probability · Mathematics 2013-05-23 Christophe Ley , Yvik Swan

In this paper, we propose a distributionally robust control synthesis for an agent with stochastic dynamics that interacts with other agents under uncertainties and constraints expressed by signal temporal logic (STL). We formulate the…

Systems and Control · Electrical Eng. & Systems 2025-03-14 Arash Bahari Kordabad , Eleftherios E. Vlahakis , Lars Lindemann , Sebastien Gros , Dimos V. Dimarogonas , Sadegh Soudjani

Many Imitation and Reinforcement Learning approaches rely on the availability of expert-generated demonstrations for learning policies or value functions from data. Obtaining a reliable distribution of trajectories from motion planners is…

Robotics · Computer Science 2021-07-13 Alexander Lambert , Byron Boots

Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…

Optimization and Control · Mathematics 2024-08-02 Dongping Qi , Adam Dhillon , Alexander Vladimirsky

End-to-end engineering design pipelines, in which designs are evaluated using concurrently defined optimal controllers, are becoming increasingly common in practice. To discover designs that perform well even under the misspecification of…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Yash Patel , Sahana Rayan , Ambuj Tewari

This paper introduces a novel stabilization control strategy for linear time-invariant systems affected by known time-varying measurement delays and matched unknown nonlinear disturbances, which may encompass actuator faults. It is…

Optimization and Control · Mathematics 2025-07-30 Hardy Pinto , Tiago Roux Oliveira , Liu Hsu

We develop an indirect-adaptive model predictive control algorithm for uncertain linear systems subject to constraints. The system is modeled as a polytopic linear parameter varying system where the convex combination vector is constant but…

Systems and Control · Computer Science 2015-09-25 Stefano Di Cairano

Design under uncertainty is a challenging problem, as a systems performance can be highly sensitive to variations in input parameters and model uncertainty. A conventional approach to addressing such problems is robust optimization, which…

Systems and Control · Electrical Eng. & Systems 2025-09-18 Maryam Ghasemzadeh , H M Dilshad Alam Digonta , Anand Balu Nellippallil , Anton van Beek

We examine robust output feedback control of discrete-time nonlinear systems with bounded uncertainties affecting the dynamics and measurements. Specifically, we demonstrate how to construct semi-infinite programs that produce gains to…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Jad Wehbeh , Eric C. Kerrigan

Dynamic control via optimized, piecewise-constant pulses is a common paradigm for open-loop control to implement quantum gates. While numerous methods exist for the synthesis of such controls, there are many open questions regarding the…

Quantum Physics · Physics 2024-06-25 S. P. O'Neil , C. A. Weidner , E. A. Jonckheere , F. C. Langbein , S. G. Schirmer

This paper studies robust time-inconsistent (TIC) linear-quadratic stochastic control problems, formulated by stochastic differential games. By a spike variation approach, we derive sufficient conditions for achieving the Nash equilibrium,…

Optimization and Control · Mathematics 2025-04-29 Bingyan Han , Chi Seng Pun , Hoi Ying Wong