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This paper contrasts recursive state space models and direct multi-step predictors for linear predictive control. We provide a tutorial exposition for both model structures to solve the following problems: 1. stochastic optimal control; 2.…

Optimization and Control · Mathematics 2023-10-09 Johannes Köhler , Kim P. Wabersich , Julian Berberich , Melanie N. Zeilinger

The "scenario approach" provides an intuitive method to address chance constrained problems arising in control design for uncertain systems. It addresses these problems by replacing the chance constraint with a finite number of sampled…

Optimization and Control · Mathematics 2015-08-05 Xiaojing Zhang , Sergio Grammatico , Georg Schildbach , Paul Goulart , John Lygeros

We consider a stochastic linear system and address the design of a finite horizon control policy that is optimal according to some average cost criterion and accounts also for probabilistic constraints on both the input and state variables.…

Optimization and Control · Mathematics 2016-10-21 Luca Deori , Simone Garatti , Maria Prandini

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

Trajectory planning for autonomous driving is challenging because the unknown future motion of traffic participants must be accounted for, yielding large uncertainty. Stochastic Model Predictive Control (SMPC)-based planners provide…

Systems and Control · Electrical Eng. & Systems 2024-07-31 Tommaso Benciolini , Michael Fink , Nehir Güzelkaya , Dirk Wollherr , Marion Leibold

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Optimization and Control · Mathematics 2024-04-12 Francesco Cordiano , Bart De Schutter

Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

Numerical Analysis · Mathematics 2022-03-03 Giacomo Albi , Roberto Chignola , Federica Ferrarese

This paper considers the optimal distributed control problem for a linear stochastic multi-agent system (MAS). Due to the distributed nature of MAS network, the information available to an individual agent is limited to its vicinity. From…

Systems and Control · Electrical Eng. & Systems 2021-06-15 Hojin Lee , Cheolhyeon Kwon

Improving the predictive accuracy of a dynamics model is crucial to obtaining good control performance and safety from Model Predictive Controllers (MPC). One approach involves learning unmodelled (residual) dynamics, in addition to nominal…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Leroy D'Souza , Yash Vardhan Pant , Sebastian Fischmeister

Efficiently computing the optimal control policy concerning a complicated future with stochastic disturbance has always been a challenge. The predicted stochastic future disturbance can be represented by a scenario tree, but solving the…

Systems and Control · Electrical Eng. & Systems 2021-08-31 Ran Jing , Xiangrui Zeng

Recently, we and several other authors have written about the possibilities of using stochastic approximation techniques for fitting variational approximations to intractable Bayesian posterior distributions. Naive implementations of…

Computation · Statistics 2014-01-14 Tim Salimans , David A. Knowles

We propose a learning-based, distributionally robust model predictive control approach towards the design of adaptive cruise control (ACC) systems. We model the preceding vehicle as an autonomous stochastic system, using a hybrid model with…

Systems and Control · Electrical Eng. & Systems 2020-05-07 Mathijs Schuurmans , Alexander Katriniok , Hongtei Eric Tseng , Panagiotis Patrinos

We analyze the dynamics of multi-agent collective behavior models and their control theoretical properties. We first derive a large population limit to parabolic diffusive equations. We also show that the non-local transport equations…

Analysis of PDEs · Mathematics 2019-02-12 Umberto Biccari , Dongnam Ko , Enrique Zuazua

A probabilistic performance-oriented control design optimization approach is introduced for flight systems. Aiming at estimating rare-event probabilities accurately and efficiently, subset simulation is combined with surrogate modeling…

Systems and Control · Electrical Eng. & Systems 2021-04-20 Dalong Shi , Florian Holzapfel

This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…

Systems and Control · Computer Science 2018-07-27 Karthik Elamvazhuthi , Piyush Grover , Spring Berman

This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject to controlled stochastic differential equations. The…

Optimization and Control · Mathematics 2025-07-15 Shaolin Ji , Rundong Xu

Stochastic model predictive control has been a successful and robust control framework for many robotics tasks where the system dynamics model is slightly inaccurate or in the presence of environment disturbances. Despite the successes, it…

Robotics · Computer Science 2022-04-07 Rel Guzman , Rafael Oliveira , Fabio Ramos

Modeling and control of agent-based models is twice cursed by the dimensionality of the problem, as both the number of agents and their state space dimension can be large. Even though the computational barrier posed by a large ensemble of…

Optimization and Control · Mathematics 2025-07-16 Giacomo Albi , Sara Bicego , Dante Kalise

This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower…

Optimization and Control · Mathematics 2025-01-17 Jiaqi Lei , Sanjay Mehrotra

We propose a fully distributed control system architecture, amenable to in-vehicle implementation, that aims to safely coordinate connected and automated vehicles (CAVs) at road intersections. For control purposes, we build upon a fully…

Optimization and Control · Mathematics 2022-03-25 Alexander Katriniok , Benedikt Rosarius , Petri Mähönen