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Stochastic optimal control, which has the goal of driving the behavior of noisy systems, is broadly applicable in science, engineering and artificial intelligence. Our work introduces Stochastic Optimal Control Matching (SOCM), a novel…

Optimization and Control · Mathematics 2024-10-14 Carles Domingo-Enrich , Jiequn Han , Brandon Amos , Joan Bruna , Ricky T. Q. Chen

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…

Optimization and Control · Mathematics 2023-04-06 Caroline Geiersbach , Teresa Scarinci

In this paper, the parallel multi-extended state observers (ESOs) based active disturbance rejection control approach is proposed to achieve desired tracking performance by automatically selecting the estimation values leading to the least…

Systems and Control · Electrical Eng. & Systems 2024-12-23 Guojie Tang , Wenchao Xue , Hao Peng , Yanlong Zhao , Zhijun Yang

This paper proposes a control strategy consisting of a robust controller and an Echo State Network (ESN) based control law for stabilizing a class of uncertain nonlinear discrete-time systems subject to persistent disturbances. Firstly, the…

Systems and Control · Electrical Eng. & Systems 2024-10-31 A. Banderchuk , D. Coutinho , E. Camponogara

We present a nonlinear model predictive control (MPC) scheme for tracking of dynamic target signals. The scheme combines stabilization and dynamic trajectory planning in one layer, thus ensuring constraint satisfaction irrespective of…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

We develop an adaptive feedback control technique that combines an extremum-seeking-based command generator (ECG) with indirect adaptive control. In particular, ECG is used to generate commands that asymptotically optimize a cost function…

Optimization and Control · Mathematics 2026-05-07 Jhon Manuel Portella Delgado , Aidan Rice , Jacob C. Vander Schaaf , Dennis S. Bernstein

We propose a new method for the problem of controlling linear dynamical systems under partial observation and adversarial disturbances. Our new algorithm, Double Spectral Control (DSC), matches the best known regret guarantees while…

Machine Learning · Computer Science 2025-05-28 Anand Brahmbhatt , Gon Buzaglo , Sofiia Druchyna , Elad Hazan

Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…

Optimization and Control · Mathematics 2020-01-03 Chao Shang , Fengqi You

Cross-entropy method model predictive control (CEM--MPC) is a powerful gradient-free technique for nonlinear optimal control, but its performance is often limited by the reliance on random sampling. This conventional approach can lead to…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Markus Walker , Daniel Frisch , Uwe D. Hanebeck

Efficient traffic signal control (TSC) has been one of the most useful ways for reducing urban road congestion. Key to the challenge of TSC includes 1) the essential of real-time signal decision, 2) the complexity in traffic dynamics, and…

Artificial Intelligence · Computer Science 2023-06-16 Wanyuan Wang , Tianchi Qiao , Jinming Ma , Jiahui Jin , Zhibin Li , Weiwei Wu , Yichuan Jian

This paper studies a stochastic extremum seeking method to steer a nonholonomic vehicle to the unknown source of a static spatially distributed filed in a plane. The key challenge lies in the lack of vehicle's position information and the…

Optimization and Control · Mathematics 2016-11-16 Jinbiao Lin , Shiji Song , Keyou You , Miroslav Krstic

Extremum seeking (ES) optimization approach has been very popular due to its non-model based analysis and implementation. This approach has been mostly used with gradient based search algorithms. Since least squares (LS) algorithms are…

Systems and Control · Electrical Eng. & Systems 2020-03-10 Nursefa Zengin , Baris Fidan

This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a common case when tracking maneuvering targets. The approach…

Computation · Statistics 2015-10-12 Christopher Nemeth , Paul Fearnhead , Lyudmila Mihaylova

In this work, we derive a region-based self-triggered control (STC) scheme for nonlinear systems with bounded disturbances and model uncertainties. The proposed STC scheme is able to guarantee different performance specifications (e.g.…

Systems and Control · Electrical Eng. & Systems 2022-06-09 Giannis Delimpaltadakis , Manuel Mazo

Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…

Multiagent Systems · Computer Science 2017-12-12 Yang Yang , Gesualdo Scutari , Daniel P. Palomar , Marius Pesavento

Stochastic Model Predictive Control has proved to be an efficient method to plan trajectories in uncertain environments, e.g., for autonomous vehicles. Chance constraints ensure that the probability of collision is bounded by a predefined…

Systems and Control · Electrical Eng. & Systems 2021-05-17 Tim Brüdigam , Fulvio di Luzio , Lucia Pallottino , Dirk Wollherr , Marion Leibold

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

We introduce and analyze the stability of a class of event-triggered extremum-seeking algorithms designed to solve resource-aware, model-free, optimization problems. Leveraging recent advances in Lie-Bracket Averaging for hybrid systems, we…

Optimization and Control · Mathematics 2025-12-11 Mahmoud Abdelgalil , Jorge I. Poveda

Parameterized feedforward control is at the basis of many successful control applications with varying references. The aim of this paper is to develop an efficient data-driven approach to learn the feedforward parameters for MIMO systems.…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Leontine Aarnoudse , Tom Oomen

Stacked intelligent metasurface (SIM) is an emerging technology that uses multiple reconfigurable surface layers to enable flexible wave-based beamforming. In this paper, we focus on an \ac{SIM}-assisted multi-user multiple-input…

Signal Processing · Electrical Eng. & Systems 2025-04-22 Nipuni Ginige , Prathapasinghe Dharmawansa , Arthur Sousa de Sena , Nurul Huda Mahmood , Nandana Rajatheva , Matti Latva-aho
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