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We propose a stochastic Model Predictive Control (MPC) framework that ensures closed-loop chance constraint satisfaction for linear systems with general sub-Gaussian process and measurement noise. By considering sub-Gaussian noise, we can…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Yunke Ao , Johannes Köhler , Manish Prajapat , Yarden As , Melanie Zeilinger , Philipp Fürnstahl , Andreas Krause

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Eleftherios E. Vlahakis , Lars Lindemann , Pantelis Sopasakis , Dimos V. Dimarogonas

The paper describes a receding horizon control design framework for continuous-time stochastic nonlinear systems subject to probabilistic state constraints. The intention is to derive solutions that are implementable in real-time on…

Systems and Control · Computer Science 2012-11-20 Shridhar K. Shah , Herbert G. Tanner , Chetan D. Pahlajani

This paper deals with the problem of formulating an adaptive Model Predictive Control strategy for constrained uncertain systems. We consider a linear system, in presence of bounded time varying additive uncertainty. The uncertainty is…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Monimoy Bujarbaruah , Xiaojing Zhang , Marko Tanaskovic , Francesco Borrelli

While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Victor Gaßmann , Dirk Wollherr , Marion Leibold

Many chemical processes exhibit diverse timescale dynamics with a strong coupling between timescale sensitive variables. Model predictive control with a non-uniformly spaced optimisation horizon is an effective approach to multi-timescale…

Systems and Control · Electrical Eng. & Systems 2022-05-11 Ryan McCloy , Lai Wei , Jie Bao

The paper presents a data-driven predictive control framework based on an implicit input-output mapping derived directly from the signal matrix of collected data. This signal matrix model is derived by maximum likelihood estimation with…

Systems and Control · Electrical Eng. & Systems 2021-11-10 Mingzhou Yin , Andrea Iannelli , Roy S. Smith

Designing controllers for systems affected by model uncertainty can prove to be a challenge, especially when seeking the optimal compromise between the conflicting goals of identification and control. This trade-off is explicitly taken into…

Systems and Control · Electrical Eng. & Systems 2019-12-30 Elena Arcari , Lukas Hewing , Max Schlichting , Melanie N. Zeilinger

In this work we propose a Model Predictive Control (MPC) formulation that splits constraints in two different types. Motivated by safety considerations, the first type of constraint enforces a control-invariant set, while the second type…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Allan Andre do Nascimento , Han Wang , Antonis Papachristodoulou , Kostas Margellos

In this paper, we revisit energy-based concepts of controllability and reformulate them for control-affine nonlinear systems perturbed by white noise. Specifically, we discuss the relation between controllability of deterministic systems…

Optimization and Control · Mathematics 2021-08-03 Carsten Hartmann , Lara Neureither , Markus Strehlau

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

Dual control explicitly addresses the problem of trading off active exploration and exploitation in the optimal control of partially unknown systems. While the problem can be cast in the framework of stochastic dynamic programming, exact…

Systems and Control · Electrical Eng. & Systems 2019-11-12 Elena Arcari , Lukas Hewing , Melanie N. Zeilinger

In this paper, we investigate how to achieve the unpredictability against malicious inferences for linear systems. The key idea is to add stochastic control inputs, named as unpredictable control, to make the outputs irregular. The future…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Chendi Qu , Jianping He , Jialun Li , Xiaoming Duan

Nonlinear model predictive control has become a popular approach to deal with highly nonlinear and unsteady state systems, the performance of which can however deteriorate due to unaccounted uncertainties. Model predictive control is…

Optimization and Control · Mathematics 2021-03-02 Eric Bradford , Lars Imsland

We consider sampled-data Model Predictive Control (MPC) of nonlinear continuous-time control systems. We derive sufficient conditions to guarantee recursive feasibility and asymptotic stability without stabilising costs and/or constraints.…

Optimization and Control · Mathematics 2021-03-03 Willem Esterhuizen , Karl Worthmann , Stefan Streif

We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…

Machine Learning · Computer Science 2020-01-22 Elad Hazan , Sham M. Kakade , Karan Singh

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Anilkumar Parsi , Panagiotis Anagnostaras , Andrea Iannelli , Roy S. Smith

In this work we analyze and bound the effect of modeling errors on the stabilization of pure states or subspaces for quantum stochastic evolutions. Different approaches are used for open-loop and feedback control protocols. For both, we…

Quantum Physics · Physics 2024-09-27 Weichao Liang , Kentaro Ohki , Francesco Ticozzi

For systems with uncertain linear models, bounded additive disturbances and state and control constraints, a robust model predictive control algorithm incorporating online model adaptation is proposed. Sets of model parameters are…

Optimization and Control · Mathematics 2020-07-16 Xiaonan Lu , Mark Cannon , Denis Koksal-Rivet
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