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arxiveess.SY2026-07-15

Non-asymptotic Bounds of Learning-based Linear MPC With Input Constraints and Unbounded Stochastic Noise

Changyi Lei, Seth Siriya, Dragan Nešić, Ye Pu

This paper studies learning-based model predictive control (MPC) for stabilizing unknown discrete-time linear systems with hard input constraints and additive unbounded sub-Gaussian disturbances. We adopt a certainty-equivalence (CE) design that combines a switching MPC control law with online regularized least-squares (RLS) parameter estimation. The resulting switching control law blends the MPC with a saturated deadbeat controller, ensuring global closed-loop stability. Building upon non-asymptotic error bound of least-squares, we derive non-asymptotic, high-probability stability bounds for the closed-loop system under the proposed switching controller. Numerical experiments illustrate and support the theoretical findings.

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arxiveess.SY2026-07-19

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arxiveess.SYcs.AI2026-07-17

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arxiveess.SY2026-07-22

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arxivmath.OCeess.SY2026-07-31

Admissible Set for Linear Systems under Linear State Constraints

Jean Lévine, Philipp Rumschinski, Franz Rußwurm, Stefan Streif

This paper presents a method for computing inner polytopic approximations of admissible sets for continuous-time linear control systems subject to affine state constraints. Building upon barrier theory and the explicit solution of linear systems, a structured sampling procedure i…

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arxivcs.LGeess.SYmath.OC2026-07-20

Concentration and Mean-Square Bounds for Contractive Stochastic Approximation: A Unified Elementary Approach

Siddharth Chandak

We establish mean-square and concentration bounds for stochastic approximation (SA) with arbitrary norm contractive mappings, under a multiplicative noise model where the noise may scale affinely with the norm of the iterates, and the iterates are potentially unbounded. These set…

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