9 papers · 1 filter
A Unified Control-Theoretic Framework for Saddle-Point Dynamics in Constrained Optimization
Veronica Centorrino, Rawan Hoteit, Efe C. Balta +1
This paper studies equality-constrained minimization problems through the lens of feedback control. We introduce a unified control-theoretic framework by showing that a PID feedbac…
Semismooth Newton Methods for Risk-Averse Markov Decision Processes
Matilde Gargiani, Francesco Micheli, Anastasios Tsiamis +1
Inspired by semismooth Newton methods, we propose a general framework for designing solution methods with convergence guarantees for risk-averse Markov decision processes. Our appr…
Operator Splitting for Convex Constrained Markov Decision Processes
Panagiotis D. Grontas, Anastasios Tsiamis, John Lygeros
We consider finite Markov decision processes (MDPs) with convex constraints and known dynamics. In principle, this problem is amenable to off-the-shelf convex optimization solvers,…
BP-MPC: Optimizing the Closed-Loop Performance of MPC using BackPropagation
Riccardo Zuliani, Efe C. Balta, John Lygeros
Model predictive control (MPC) is pervasive in research and industry. However, designing the cost function and the constraints of the MPC to maximize closed-loop performance remain…
Computing Optimal Joint Chance Constrained Control Policies
Niklas Schmid, Marta Fochesato, Sarah H. Q. Li +2
We consider the problem of optimally controlling stochastic, Markovian systems subject to joint chance constraints over a finite-time horizon. For such problems, standard Dynamic P…
Interconnection of (Q,S,R)-Dissipative Systems in Discrete Time
Andrea Martinelli, Ahmed Aboudonia, John Lygeros
Discrete-time systems cannot be passive unless there is a direct feedthrough from the input to the output. For passivity-based control to be exploited nevertheless, some authors in…