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In this paper, we investigate how to achieve the unpredictability against malicious inferences for linear systems. The key idea is to add stochastic control inputs, named as unpredictable control, to make the outputs irregular. The future…

系统与控制 · 电气工程与系统科学 2025-08-21 Chendi Qu , Jianping He , Jialun Li , Xiaoming Duan

We propose a novel Stochastic Model Predictive Control (MPC) for uncertain linear systems subject to probabilistic constraints. The proposed approach leverages offline learning to extract key features of affine disturbance feedback…

系统与控制 · 电气工程与系统科学 2024-11-22 Hotae Lee , Francesco Borrelli

In recent years, stabilizing unknown dynamical systems has became a critical problem in control systems engineering. Addressing this for linear time-invariant (LTI) systems is an essential fist step towards solving similar problems for more…

最优化与控制 · 数学 2025-08-08 Xinpei Zhang , Guangyan Jia

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

投资组合管理 · 定量金融 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

系统与控制 · 电气工程与系统科学 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

系统与控制 · 电气工程与系统科学 2025-03-20 Dongdong Li , Jiuxiang Dong

This text presents an introduction to an emerging paradigm in control of dynamical systems and differentiable reinforcement learning called online nonstochastic control. The new approach applies techniques from online convex optimization…

机器学习 · 计算机科学 2026-04-28 Elad Hazan , Karan Singh

We propose a comprehensive framework for policy gradient methods tailored to continuous time reinforcement learning. This is based on the connection between stochastic control problems and randomised problems, enabling applications across…

最优化与控制 · 数学 2024-05-01 Robert Denkert , Huyên Pham , Xavier Warin

In this work, we introduce a novel strategy for tackling constrained optimization problems through a modified penalty method. Conventional penalty methods convert constrained problems into unconstrained ones by incorporating constraints…

最优化与控制 · 数学 2024-09-05 Shilin Ma , Yukun Yue

We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…

最优化与控制 · 数学 2023-11-07 David Ohlin , Emma Tegling , Anders Rantzer

We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system…

系统与控制 · 电气工程与系统科学 2024-12-10 Eleftherios E. Vlahakis , Lars Lindemann , Pantelis Sopasakis , Dimos V. Dimarogonas

In this work, we address the problem of learning provably stable neural network policies for stochastic control systems. While recent work has demonstrated the feasibility of certifying given policies using martingale theory, the problem of…

机器学习 · 计算机科学 2022-05-25 Đorđe Žikelić , Mathias Lechner , Krishnendu Chatterjee , Thomas A. Henzinger

We consider the problem of online reinforcement learning for the Stochastic Shortest Path (SSP) problem modeled as an unknown MDP with an absorbing state. We propose PSRL-SSP, a simple posterior sampling-based reinforcement learning…

机器学习 · 计算机科学 2021-06-11 Mehdi Jafarnia-Jahromi , Liyu Chen , Rahul Jain , Haipeng Luo

The optimal control of sustainable energy supply systems, including renewable energies and energy storage, takes a central role in the decarbonization of industrial systems. However, the use of fluctuating renewable energies leads to…

最优化与控制 · 数学 2025-12-18 Eric Pilling , Martin Bähr , Ralf Wunderlich

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

最优化与控制 · 数学 2021-03-10 E. Bradford , L. Imsland

We propose a neural network approach to model general interaction dynamics and an adjoint based stochastic gradient descent algorithm to calibrate its parameters. The parameter calibration problem is considered as optimal control problem…

最优化与控制 · 数学 2021-02-01 Simone Göttlich , Claudia Totzeck

We consider numerical approaches for deterministic, finite-dimensional optimal control problems whose dynamics depend on unknown or uncertain parameters. We seek to amortize the solution over a set of relevant parameters in an offline stage…

最优化与控制 · 数学 2024-02-16 Deepanshu Verma , Nick Winovich , Lars Ruthotto , Bart van Bloemen Waanders

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

数值分析 · 数学 2019-09-17 Darko Volkov

In this work we seek for an approach to integrate safety in the learning process that relies on a partly known state-space model of the system and regards the unknown dynamics as an additive bounded disturbance. We introduce a framework for…

机器学习 · 计算机科学 2018-11-12 Stanislav Fedorov , Antonio Candelieri

This paper is concerned with model predictive control (MPC) of discrete-time linear systems subject to bounded additive disturbance and mixed constraints on the state and input, whereas the true disturbance set is unknown. Unlike most…

最优化与控制 · 数学 2024-05-22 Yulong Gao , Shuhao Yan , Jian Zhou , Mark Cannon , Alessandro Abate , Karl H. Johansson