中文
相关论文

相关论文: Performance guarantees for optimization-based stat…

200 篇论文

Deploying autonomous systems in safety critical settings necessitates methods to verify their safety properties. This is challenging because real-world systems may be subject to disturbances that affect their performance, but are unknown a…

系统与控制 · 电气工程与系统科学 2024-02-15 Nicholas Rober , Karan Mahesh , Tyler M. Paine , Max L. Greene , Steven Lee , Sildomar T. Monteiro , Michael R. Benjamin , Jonathan P. How

Real-time remote estimation is critical for mission-critical applications including industrial automation, smart grid and tactile Internet. In this paper, we propose a hybrid automatic repeat request (HARQ)-based real-time remote estimation…

信息论 · 计算机科学 2024-10-30 Kang Huang , Wanchun Liu , Mahyar Shirvanimoghaddam , Yonghui Li , Branka Vucetic

Proximal causal inference provides a framework for estimating the average treatment effect (ATE) in the presence of unmeasured confounding by leveraging outcome and treatment proxies. Identification in this framework relies on the existence…

统计方法学 · 统计学 2025-12-29 Chunrong Ai , Jiawei Shan

This paper is devoted to analysing the explicit slow decay rate and turnpike in the infinite-horizon linear quadratic optimal control problems for hyperbolic systems. Assume that some weak observability or controllability are satisfied, by…

最优化与控制 · 数学 2021-08-24 Zhong-Jie Han , Enrique Zuazua

This work considers the problem of optimal lane changing in a structured multi-agent road environment. A novel motion planning algorithm that can capture long-horizon dependencies as well as short-horizon dynamics is presented. Pivotal to…

机器人学 · 计算机科学 2024-05-07 Rudolf Reiter , Armin Nurkanovic , Daniele Bernadini , Moritz Diehl , Alberto Bemporad

This paper presents robust fault diagnosis and estimation for the calibrated airspeed and angle-of-attack sensor faults in the RECONFIGURE benchmark. We adopt a low-order longitudinal model augmented with wind dynamics. In order to enhance…

系统与控制 · 计算机科学 2016-06-07 Yiming Wan , Tamas Keviczky

We consider off-policy policy evaluation when the trajectory data are generated by multiple behavior policies. Recent work has shown the key role played by the state or state-action stationary distribution corrections in the infinite…

机器学习 · 计算机科学 2019-10-14 Xinyun Chen , Lu Wang , Yizhe Hang , Heng Ge , Hongyuan Zha

The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…

最优化与控制 · 数学 2014-01-16 Philipp Braun , Jürgen Pannek , Karl Worthmann

This paper presents analyses for the maximum hands-off control using the geometric methods developed for the theory of turnpike in optimal control. First, a sufficient condition is proved for the existence of the maximum hands-off control…

最优化与控制 · 数学 2020-05-01 Noboru Sakamoto , Masaaki Nagahara

We consider the problem of optimally stopping a general one-dimensional stochastic differential equation (SDE) with generalised drift over an infinite time horizon. First, we derive a complete characterisation of the solution to this…

概率论 · 数学 2019-09-26 Mihail Zervos , Neofytos Rodosthenous , Pui Chan Lon , Thomas Bernhardt

This paper presents extensions of finite-time stability results to some prototypical adaptive control and estimation frameworks. First, we present a novel scheme of online parameter estimation that guarantees convergence of the estimation…

最优化与控制 · 数学 2020-10-20 Kunal Garg , Parag Bobade , Dimitra Panagou

We present a methodology for obtaining explicit solutions to infinite time horizon optimal stopping problems involving general, one-dimensional, It\^o diffusions, payoff functions that need not be smooth and state-dependent discounting.…

计算金融 · 定量金融 2012-10-10 Timothy C. Johnson

The accuracy of moving horizon estimation (MHE) suffers significantly in the presence of measurement outliers. Existing methods address this issue by treating measurements leading to large MHE cost function values as outliers, which are…

系统与控制 · 电气工程与系统科学 2023-10-04 Wenhan Cao , Chang Liu , Zhiqian Lan , Shengbo Eben Li , Wei Pan , Angelo Alessandri

We establish the turnpike property for linear quadratic control problems for which the control operator is admissible and may be unbounded, under quite general and natural assumptions. The turnpike property has been well studied for bounded…

最优化与控制 · 数学 2025-06-03 Hoai-Minh Nguyen , Emmanuel Trélat

This study presents a robust optimization algorithm for automated highway merge. The merging scenario is one of the challenging scenes in automated driving, because it requires adjusting ego vehicle's speed to match other vehicles before…

机器人学 · 计算机科学 2025-03-20 Takeru Goto , Kosuke Toda , Takayasu Kumano

We investigate optimal control of linear port-Hamiltonian systems with control constraints, in which one aims to perform a state transition with minimal energy supply. Decomposing the state space into dissipative and non-dissipative (i.e.…

最优化与控制 · 数学 2021-04-13 Manuel Schaller , Friedrich Philipp , Timm Faulwasser , Karl Worthmann , Bernhard Maschke

Full-field traffic state information (i.e., flow, speed, and density) is critical for the successful operation of Intelligent Transportation Systems (ITS) on freeways. However, incomplete traffic information tends to be directly collected…

机器学习 · 计算机科学 2023-04-13 Zhao Zhang , Ding Zhao , Xianfeng Terry Yang

This paper investigates optimal control problems for delayed systems governed by Infinitely Anticipated Backward Stochastic Differential Equations (IABSDEs). Unlike existing frameworks limited to bounded delays, we introduce a generalized…

最优化与控制 · 数学 2025-12-22 Guanwei Cheng

Recently, suboptimality estimates for model predictive controllers (MPC) have been derived for the case without additional stabilizing endpoint constraints or a Lyapunov function type endpoint weight. The proposed methods yield a posteriori…

最优化与控制 · 数学 2015-03-19 Thomas Jahn , Jürgen Pannek

Turnpike phenomena of nonlinear port-Hamiltonian descriptor systems under minimal energy supply are studied. Under assumptions on the smoothness of the system nonlinearities, it is shown that the optimal control problem is dissipative with…

最优化与控制 · 数学 2023-01-24 Attila Karsai