This paper considers risk-sensitive model predictive control for stochastic systems with a decision-dependent distribution. This class of systems is commonly found in human-robot interaction scenarios. We derive computationally tractable convex upper bounds to both the objective function, and to frequently used penalty terms for collision avoidance, allowing us to efficiently solve the generally nonconvex optimal control problem as a sequence of convex problems. Simulations of a robot navigating a corridor demonstrate the effectiveness and the computational advantage of the proposed approach.
@article{arxiv.2503.14328,
title = {Risk-Sensitive Model Predictive Control for Interaction-Aware Planning -- A Sequential Convexification Algorithm},
author = {Renzi Wang and Mathijs Schuurmans and Panagiotis Patrinos},
journal= {arXiv preprint arXiv:2503.14328},
year = {2025}
}