3 papers
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…
eess.SY2025
A Framework for Adaptive Stabilisation of Nonlinear Stochastic Systems
Seth Siriya, Jingge Zhu, Dragan Nešić +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…
eess.SY2024
Non-Asymptotic Bounds for Closed-Loop Identification of Sub-Exponentially Growing Nonlinear Stochastic Systems
Seth Siriya, Jingge Zhu, Dragan Nešić +1
We investigate the problem of least squares parameter estimation from single-trajectory data for discrete-time, unstable, closed-loop nonlinear stochastic systems. Specifically, we…