7 papers
Value iteration with stopping criterion: finite iterations, stability, and near-optimality guarantees
Mathieu Granzotto, Romain Postoyan, Dragan NeÅ¡iÄ +2
Value iteration (VI) is a cornerstone of dynamic programming that allows computing near-optimal feedback laws for general plant dynamics and cost functions. In practice, however, i…
Discounted MPC and infinite-horizon optimal control under plant-model mismatch: Stability and suboptimality
Robert H. Moldenhauer, Karl Worthmann, Romain Postoyan +2
We study closed-loop stability and suboptimality for MPC and infinite-horizon optimal control solved using a surrogate model that differs from the real plant. We employ a unified f…
A Framework for Adaptive Stabilisation of Nonlinear Stochastic Systems
Seth Siriya, Jingge Zhu, Dragan NeÅ¡iÄ +1
We consider the adaptive control problem for discrete-time, nonlinear stochastic systems with linearly parameterised uncertainty. Assuming access to a parameterised family of contr…
Discounted LQR: stabilizing (near-)optimal state-feedback laws
Jonathan de Brusse, Jamal Daafouz, Mathieu Granzotto +2
We study deterministic, discrete linear time-invariant systems with infinite-horizon discounted quadratic cost. It is well-known that standard stabilizability and detectability pro…
An optimistic planning algorithm for switched discrete-time LQR
Mathieu Granzotto, Romain Postoyan, Dragan NeÅ¡iÄ +2
We introduce TROOP, a tree-based Riccati optimistic online planner, that is designed to generate near-optimal control laws for discrete-time switched linear systems with switched q…
Robust Recurrence of Discrete-Time Infinite-Horizon Stochastic Optimal Control with Discounted Cost
Robert H. Moldenhauer, Dragan NeÅ¡iÄ, Mathieu Granzotto +2
We analyze the stability of general nonlinear discrete-time stochastic systems controlled by optimal inputs that minimize an infinite-horizon discounted cost. Under a novel stochas…