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model predictive control 2parameter estimation 2input constraints 1learning-based control 1linear systems 1non-asymptotic analysis 1robust control 1stochastic disturbances 1tube MPC 1

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20242026
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math.OC2026

A PAC-Bayes Approach for Controlling Unknown Linear Discrete-time Systems

Yujia Luo, Ye Pu, Jonathan H. Manton +1

This paper presents a PAC-Bayes framework for learning controllers for unknown stochastic linear discrete-time systems, where the system parameters are drawn from a fixed but unkno…