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We study the regret guarantee for risk-sensitive reinforcement learning (RSRL) via distributional reinforcement learning (DRL) methods. In particular, we consider finite episodic Markov decision processes whose objective is the entropic…

机器学习 · 计算机科学 2024-01-26 Hao Liang , Zhi-Quan Luo

Ensuring safe navigation in human-populated environments is crucial for autonomous mobile robots. Although recent advances in machine learning offer promising methods to predict human trajectories in crowded areas, it remains unclear how…

机器人学 · 计算机科学 2024-03-11 Kanghyun Ryu , Negar Mehr

Autonomous systems with machine learning-based perception can exhibit unpredictable behaviors that are difficult to quantify, let alone verify. Such behaviors are convenient to capture in probabilistic models, but probabilistic model…

计算机科学中的逻辑 · 计算机科学 2022-03-17 Matthew Cleaveland , Ivan Ruchkin , Oleg Sokolsky , Insup Lee

Distributionally Robust Optimization (DRO) is a popular framework for decision-making under uncertainty, but its adversarial nature can lead to overly conservative solutions. To address this, we study ex-ante Distributionally Robust Regret…

最优化与控制 · 数学 2025-04-22 Lukas-Benedikt Fiechtner , Jose Blanchet

Domain randomization (DR) is widely used in policy learning to improve robustness to modeling error, but remains underexplored in contact-rich sampling-based predictive control (SPC), where rollout quality is highly sensitive to…

机器人学 · 计算机科学 2026-05-06 Sergio A. Esteban , Junheng Li , Vince Kurtz , Aaron D. Ames

Data-Driven Predictive Control (DDPC) has been recently proposed as an effective alternative to traditional Model Predictive Control (MPC), in that the same constrained optimization problem can be addressed without the need to explicitly…

系统与控制 · 电气工程与系统科学 2025-05-14 Valentina Breschi , Marco Fabris , Simone Formentin , Alessandro Chiuso

We investigate the Distributionally Robust Regret-Optimal (DR-RO) control of discrete-time linear dynamical systems with quadratic cost over an infinite horizon. Regret is the difference in cost obtained by a causal controller and a…

系统与控制 · 电气工程与系统科学 2024-01-01 Taylan Kargin , Joudi Hajar , Vikrant Malik , Babak Hassibi

Model predictive control (MPC) is an effective approach to control multivariable dynamic systems with constraints. Most real dynamic models are however affected by plant-model mismatch and process uncertainties, which can lead to…

系统与控制 · 电气工程与系统科学 2022-11-29 Zhengang Zhong , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

最优化与控制 · 数学 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

Automated vehicles require efficient and safe planning to maneuver in uncertain environments. Largely this uncertainty is caused by other traffic participants, e.g., surrounding vehicles. Future motion of surrounding vehicles is often…

系统与控制 · 电气工程与系统科学 2022-06-09 Tim Brüdigam , Michael Olbrich , Dirk Wollherr , Marion Leibold

This paper proposes a novel robust model predictive control (RMPC) method for the stabilization of constrained systems subject to additive disturbance (AD) and multiplicative disturbance (MD). Concentric containers are introduced to…

系统与控制 · 电气工程与系统科学 2024-12-05 Shibo Han , Yuhao Zhang , Xiaotong Shi , Xingwei Zhao

We establish a collection of closed-loop guarantees and propose a scalable optimization algorithm for distributionally robust model predictive control (DRMPC) applied to linear systems, convex constraints, and quadratic costs. Via standard…

最优化与控制 · 数学 2024-11-13 Robert D. McAllister , Peyman Mohajerin Esfahani

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…

系统与控制 · 电气工程与系统科学 2023-06-30 Guanru Pan , Timm Faulwasser

Robot navigation around humans can be a challenging problem since human movements are hard to predict. Stochastic model predictive control (MPC) can account for such uncertainties and approximately bound the probability of a collision to…

机器人学 · 计算机科学 2024-07-22 Yunfan Gao , Florian Messerer , Niels van Duijkeren , Moritz Diehl

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

系统与控制 · 电气工程与系统科学 2022-07-19 Henning Schlüter , Frank Allgöwer

Many practical applications of control require that constraints on the inputs and states of the system be respected, while optimizing some performance criterion. In the presence of model uncertainties or disturbances, for many control…

最优化与控制 · 数学 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Christoph Frei , Manfred Morari

This paper proposes a novel approach to construct data-driven online solutions to optimization problems (P) subject to a class of distributionally uncertain dynamical systems. The introduced framework allows for the simultaneous learning of…

系统与控制 · 电气工程与系统科学 2024-07-23 Dan Li , Dariush Fooladivanda , Sonia Martinez

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

系统与控制 · 电气工程与系统科学 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

Distributionally robust control (DRC) aims to effectively manage distributional ambiguity in stochastic systems. While most existing works address inaccurate distributional information in fully observable settings, we consider a partially…

系统与控制 · 电气工程与系统科学 2022-12-23 Astghik Hakobyan , Insoon Yang

This paper presents a Model-Inspired Distributionally Robust Data-enabled Predictive Control (MDR-DeePC) framework for systems with partially known and uncertain dynamics. The proposed method integrates model-based equality constraints for…

系统与控制 · 电气工程与系统科学 2025-07-01 Shihao Li , Jiachen Li , Christopher Martin , Soovadeep Bakshi , Dongmei Chen