Horizon-Uniform Sensitivity Certificates for Finite-Horizon Pontryagin Systems

PAC-Bayesian bounds provide finite-sample guarantees for data-dependent randomized predictors, but applying them to learning-based control is difficult because the natural objective is a quadratic trajectory cost. Such losses are unbounded, non-Lipschitz , and lead to response-dependent Chernoff terms. We employ System Level Synthesis parameterization, which exposes the closed-loop trajectory map of a linear system directly and makes the quadratic control loss amenable to explicit certification. Moreover, we provide a set of PAC-Bayes-Chernoff certificates for posterior distributions over feasible closed-loop responses. For Gaussian disturbance trajectories with arbitrary covariance, we derive an exact one-sided Gaussian transform and a tractable quadratic upper bound expressed through closed-loop sensitivity quantities. We also derive a posterior-localized surrogate for settings where pointwise closed-loop response certificates are unavailable or have support related admissibility issues. Although PAC-Bayes certifies a non-degenerate posterior, the convex quadratic form of the SLS loss transfers the certificate to the posterior mean response. We present a deterministic mean response deployment result that is particularly suitable for control while retaining the stochastic posterior in the bound. Additionally, we provide a data-driven bound for this deployment, transitioning away from an oracle bound. Minimizing this bound naturally results in a learning algorithm for control selection from data. Numerical experiments on a double integrator show that the algorithm acts as a sensitivity-aware finite-sample regularizer, improving held-out cost and reducing closed-loop sensitivity in the low-data regime

We establish finite-sample closed-loop stability guarantees for Model Predictive Path Integral (MPPI) control applied to discrete-time Linear Time-Invariant (LTI) systems with additive Gaussian process disturbances. The key observation is that, for unconstrained LTI/quadratic systems with the DARE terminal cost, the exact finite-horizon MPC law has the same first control action as the infinite-horizon LQR law for every planning horizon. Thus, finite-sample MPPI can be analyzed as a stochastic perturbation of LQR. First, we show that the MPPI control law approximates the LQR feedback with high probability. The approximation error decomposes into a Monte Carlo term that decreases with the sample count and an infinite-sample temperature bias that persists at finite temperature but vanishes as the temperature is reduced. The resulting constants are written in terms of the horizon-dependent stacked cost matrices, making explicit that the finite-sample certificate is parametrized by the selected planning horizon. Second, we use a Lyapunov perturbation argument to prove practical exponential stability in expectation. On sample paths that remain in a compact Lyapunov sublevel set over a finite operating horizon, the expected state norm decays exponentially up to three residual floors: a process-noise floor, an MPPI approximation floor, and a confidence floor from the per-step sampling failure probability. The sufficient sample threshold is explicit and computable from the DARE solution, LQR stability margin, MPPI sampling parameters, temperature, and planning horizon. In the joint limit of infinite samples and vanishing temperature bias, the result recovers the stochastic LQR stability bound.

Implicit neural controllers (INCs) are static feedback laws that are evaluated through an algebraic fixed point {equation}; they include as special cases neural network controllers. We propose a so-called implicit representation of neural networks as a key enabling device that exposes the controller as a trainable linear interconnection closed through a known static activation map, thereby making well-posedness and Lyapunov/IQC analysis mathematically easy to handle. For finite-dimensional LTI plants, we first develop a rigorous analysis theory for a given INC, including Perron--Frobenius and norm conditions for well posedness, LMI/IQC certificates for exponential stability, and LMIs for discounted infinite-horizon quadratic performance. We then formulate synthesis as a certification-compatible heuristic search: training is carried out under explicit well-posedness constraints, implicit-differentiation formulas provide gradients, and the resulting controller is accepted only after independent post-training LMIs or regional admissibility checks are feasible. Finally, we establish constrained-control separation results: for a specific scalar unstable plant with hard actuator bounds, an INC achieves a strictly smaller discounted infinite-horizon cost than any admissible finite-order dynamic linear controller. Additional results cover quadratic state-input costs, comparison with linear static output feedback, and computable upper/lower-bound certificates. Numerical examples illustrate the mechanism and the resulting certified performance.