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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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175351526701 · Jun 202019922001200920172026
48 results for Robust Control Theory

Unified control theory and machine learning for safety in uncertain systems.

problem Safety guarantees for systems with measurement model uncertainty.
method Measurement-Robust Control Barrier Functions (MR-CBFs) for control synthesis.
result MR-CBFs ensure safety in perception systems with measurement model uncertainty.

Paper analyzes a generalized EM algorithm for Gaussian mixtures in control systems.

problem Parametric distribution-based clustering in unsupervised learning.
method Proposes a generalized EM (GEM) algorithm for Gaussian mixture models, analyzing its convergence properties using control theory.
result GEM algorithm can be understood as a linear time-invariant system with feedback nonlinearity.

New estimator improves ATT estimation efficiency with external controls.

problem Reduced efficiency when incorporating external controls into ATT estimation.
method Proposes a novel doubly robust estimator for ATT that maintains higher efficiency than standard approaches.
result Demonstrates improved efficiency of the new estimator compared to standard approaches, even under model misspecification.

New method handles robust and adaptive control of linear systems with non-convex costs.

problem Robust and adaptive control of linear systems with unknown parameters.
method Combining non-asymptotic linear regression, interval prediction, and tree-based planning.
result First end-to-end suboptimality analysis for robust and adaptive MPC with non-convex costs.

Tackles bridging machine learning and control theory for safety-critical systems.

problem Ensuring reliability and safety in machine learning applications for safety-critical systems.
method Review of recent advances in learning and control theory, historical context.
result Importance of control theorists joining the conversation on learning-related problems.

This paper tackles robust control of LQR systems with multiplicative noise using policy gradient methods.

problem Robustness in reinforcement learning control of complex systems with multiplicative noise.
method Policy gradient algorithms with gradient domination property for non-convex cost functions.
result Global convergence of policy gradient algorithms to the globally optimum control policy.

Study robustness of conformal prediction to label noise in regression and classification.

problem Robustness of conformal prediction to label noise in regression and classification.
method Characterized robustness of conformal prediction for both regression and classification problems, extending theory to control general loss functions.
result Conformal prediction and risk-controlling techniques can achieve conservative risk over clean ground truth labels with noisy labels.

End-to-end algorithm for controlling bilinear systems with probabilistic noise.

problem Controlling bilinear systems with noisy data.
method Proposes an end-to-end algorithm using statistical learning theory and robust controller design.
result Derived finite sample identification error bounds and structurally suitable for control.

The paper analyzes deep neural networks using control theory to set a time limit for their convergence.

problem Understanding the finite-time convergence of deep neural networks.
method Lyapunov based analysis of the loss function, control theory framework, finite-time control of non-linear systems.
result A priori guarantees of finite-time convergence for deep neural networks are provided.

Optimal Control Theory optimizes neural networks, improving robustness and efficiency.

problem Optimizing deep neural networks (DNNs) for better performance and efficiency.
method Integrating Optimal Control Theory with Backpropagation to develop a new optimizer.
result Optimal Control Theoretic Neural Optimizer (OCNOpt) improves upon existing methods in robustness and efficiency.

Paper certifies neural network control policies against persistent adversarial perturbations.

problem Neural networks' fragility to adversarial perturbations in control systems.
method Combining neural network certification tools with robust control theory.
result Certifies neural network policies in a control loop under l-infinity norm bounded adversarial perturbations.

Paper proposes online optimization for uncertain systems using machine learning and DRO.

problem Optimization of uncertain dynamical systems with distributional uncertainty.
method Combines machine learning with Distributional Robust Optimization (DRO) to handle uncertainty.
result Online solutions with probabilistic regret bounds for uncertain systems.

A framework integrates machine learning with robust control for safer, more reliable systems.

problem Combining machine learning with robust control for systems with stringent safety and reliability requirements.
method Integrates Gaussian Process Regression and state-of-the-art robust controller synthesis within a framework that provides rigorous guarantees.
result Demonstrated improved performance with more data while maintaining rigorous guarantees.

New robust control method for uncertain systems using bootstrapped noise.

problem Designing controllers robust to model uncertainties in finite data.
method Least-squares model estimator, bootstrap resampling, multiplicative noise LQR.
result Significantly outperforms certainty equivalent controllers in numerical tests.

New method improves neural network robustness to adversarial attacks.

problem Improving adversarial robustness of neural networks.
method Inspired by adaptive control theory, the approach uses persistency of excitation to constrain gradient descent updates.
result Networks trained with the PoE-motivated learning rate schedule are significantly more robust to adversarial attacks.

This work uses Lyapunov theory to improve the robustness of deep neural networks against adversarial attacks.

problem Vulnerability of deep neural networks to subtle adversarial perturbations.
method Treated each layer as a nonlinear dynamical system and used Lyapunov theory for stability and robustness.
result Developed empirically tight bounds on adversarial perturbations and proved stability and robustness globally.

Survey of theoretical foundations for policy optimization in control.

problem Understanding the theoretical properties of gradient-based methods in control and reinforcement learning.
method Interdisciplinary review of optimization landscape, convergence, and sample complexity for various control problems.
result Recent theoretical results on stability and robustness in learning-based control.

This paper examines how data affects risk measures in uncertain distributions.

problem How does distributional ambiguity affect risk measures?
method Formulated and derived simpler dual problems for infinite and finite dimensional robust moment problems.
result Developed theory and conducted experiments in inventory control and portfolio management.

VAEs analyzed using harmonic analysis, showing how variance controls frequency content and robustness.

problem Understanding and optimizing VAEs for robustness and frequency control.
method Viewing VAE latent space as Gaussian space, deriving results on variance and frequency content, and demonstrating soft Lipschitz constraints.
result Increasing encoder variance reduces high frequency content and improves adversarial robustness.

Nonparametric adaptive robust control tackles model uncertainty in stochastic processes.

problem Model uncertainty in stochastic processes.
method Adaptive robust control methodology using online learning and uncertainty reduction, empirical distribution, and Lagrangian duality.
result Nonparametric adaptive robust control approach is preferable to traditional robust frameworks.

Framework for robust RL in continuous control with model misspecification.

problem Model misspecification in reinforcement learning for continuous control.
method Integrates robustness into MPO algorithm through worst-case expected return objective and entropy regularization.
result Robust and soft-robust policies outperform non-robust policies in various domains.

The paper introduces Robust Correlated Equilibrium for games with time-varying costs and proposes an algorithm to achieve it.

problem Games with time-varying costs and disturbances.
method Proposes Robust Correlated Equilibrium and a decentralized algorithm to learn optimal strategies.
result The algorithm converges to the Robust Correlated Equilibrium, showing no regret for each controller.

New method reduces over-pessimism in Bayesian control under parameter uncertainty.

problem Over-pessimism in Bayesian control due to misspecified priors.
method Distributionally robust Bayesian control (DRBC) with strong duality and optimization.
result Validated algorithm on synthetic and real data, reducing over-pessimism.

In this paper we propose a new methodology for solving an uncertain stochastic Markovian control problem in discrete time. We call the proposed methodology the adaptive robust control. We demonstrate that the uncertain control problem under consideration can be solved in terms of associated adaptive robust Bellman equa…

2017-06-07abs ↗pdf ↗

We study the out-of-sample properties of robust empirical optimization problems with smooth φφ-divergence penalties and smooth concave objective functions, and develop a theory for data-driven calibration of the non-negative "robustness parameter" δδ that controls the size of the deviations from the nominal model. Bu…

2017-11-17abs ↗pdf ↗

Statistical learning improves reactive power control in distribution systems.

problem Challenges in reactive power control due to renewable energy sources and flexible loads.
method A deep neural network parameterizes the input-output relationship between grid states and optimal reactive power control. Unknown weights are learned offline to minimize power loss, and inference is fast with matrix-vector multiplications.
result Computational efficiency and robustness to random input perturbations demonstrated in a 47-bus distribution network.

Framework for robust control in cooperative systems with uncertain common noise.

problem Optimizing collective behavior of agents in the presence of uncertain common noise.
method Proposes a robust mean-field control framework and proves existence of optimal controls.
result Existence of optimal open-loop controls linked to a lifted robust Markov decision problem.

The paper solves TIC LQ control problems using stochastic differential games.

problem Time-inconsistent linear-quadratic stochastic control problems.
method Stochastic differential games, spike variation approach.
result Achieves Nash equilibrium for TIC problems, demonstrating impact of ambiguity aversion.

Defense strategy improves controller robustness against adversarial attacks.

problem Adversarial attacks on learning-enabled controllers in CPS.
method Two-stage defense strategy treating controller and environment as black-boxes with unknown dynamics.
result Defense strategy effectively improves controller robustness in realistic control domains.

The paper tackles robust control with uncertain dependence using data-driven methods.

problem Nonparametric robust control under dependence uncertainty in multi-period stochastic systems.
method Nonparametric adaptive robust control framework using stochastic gradient descent ascent algorithm.
result The controller benefits from knowing more about the uncertain model.

A geometric theory explains loss functions for robust representation learning.

problem Treats robustness, domain adaptation, and sensor drift as separate literatures.
method Estimates covariance Sigma_task and uses it to pin Jacobian penalties.
result Proves optimality and necessity of range coverage for penalty matrices.

Unified approach to stochastic control, filtering, and stopping using rough paths.

problem Addressing gaps in classical problems of stochastic control, filtering, and stopping.
method Combining rough path theory with controlled rough paths to provide a pathwise deterministic framework.
result Established rigorous connection between candidate solutions and Hamilton-Jacobi-Bellman equation.

Study robust control for systems with continuous states using adversarial perturbations.

problem Fragile policies in Markov control models under internal or external perturbations.
method Distributionally robust stochastic control with adaptive adversarial perturbations.
result Optimal robust policies for continuous state systems with uniform learning guarantees.

This paper addresses the optimal control problem known as the Linear Quadratic Regulator in the case when the dynamics are unknown. We propose a multi-stage procedure, called Coarse-ID control, that estimates a model from a few experimental trials, estimates the error in that model with respect to the truth, and then d…

2017-10-04abs ↗pdf ↗

Framework learns robust control policies from expert demonstrations.

problem Adversarial robustness and closed-loop generalization in feedback control policies.
method Lipschitz-constrained loss minimization for certified robustness and generalization.
result Finite sample bound on policy learning error and robust closed-loop stability.

A framework for robust exploration in reinforcement learning under ambiguity.

problem Optimal stopping under ambiguity in reinforcement learning.
method Continuous-time robust reinforcement learning framework using gg-expectation and backward stochastic differential equations.
result Constructs a robust exploratory stopping time approximating the optimal stopping time under ambiguity.

Paper tackles robust control of SDEs with ambiguity, proving value function existence and applying to investment problems.

problem Robust control of SDEs with ambiguity parameters and non-Lipschitz coefficients.
method Existence and uniqueness of value function established through BSDEs with non-linear growth conditions.
result Existence and uniqueness of value function in proper space, verified through BSDEs.

Paper tackles robust classification under class-dependent domain shift.

problem Class-dependent domain shift in machine learning.
method Defined a simple optimization problem with an information theoretic constraint and solved it using neural networks.
result Demonstrated that the proposed method can learn robust classifiers that generalize well to unseen domains.

Paper develops a framework to test deep RL traffic controllers under various uncertainties.

problem Developing robust deep RL traffic controllers for dynamic urban areas.
method Open-source callback-based framework for evaluating deep RL configurations in a traffic simulation.
result Deep RL controllers perform well under demand surges, incidents, and sensor failures.

A machine learning method optimizes portfolio and hedging under uncertain market parameters.

problem Optimizing portfolios and hedging under drift and volatility uncertainty.
method Machine learning approach solving adaptive robust control problems.
result Demonstrates financial advantages of adaptive robust framework.