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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

We present a receding-horizon optimal control for nonlinear continuous-time systems subject to state constraints. The cost is a quadratic finite-horizon integral. The key enabling technique is a new constrained approximate dynamic…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Ricardo Gutierrez , Jesse B. Hoagg

A novel robust nonlinear model predictive control strategy is proposed for systems with nonlinear dynamics and convex state and control constraints. Using a sequential convex approximation approach and a difference of convex functions…

Optimization and Control · Mathematics 2025-01-28 Yana Lishkova , Mark Cannon

In this paper, we develop a provably correct optimal control strategy for a finite deterministic transition system. By assuming that penalties with known probabilities of occurrence and dynamics can be sensed locally at the states of the…

Robotics · Computer Science 2013-03-15 Mária Svoreňová , Ivana Černá , Calin Belta

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

This article is concerned with stability and performance of controlled stochastic processes under receding horizon policies. We carry out a systematic study of methods to guarantee stability under receding horizon policies via appropriate…

Systems and Control · Computer Science 2017-11-27 Debasish Chatterjee , John Lygeros

This paper presents a quasi time optimal receding horizon control algorithm. The proposed algorithm generates near time optimal control when the state of the system is far from the target. When the state attains a certain neighbourhood of…

Optimization and Control · Mathematics 2007-05-23 Piotr Bania

This paper presents a data-driven receding horizon control framework for discrete-time linear systems that guarantees robust performance in the presence of bounded disturbances. Unlike the majority of existing data-driven predictive control…

Optimization and Control · Mathematics 2025-10-08 Jian Zheng , Sahand Kiani , Mario Sznaier , Constantino Lagoa

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

A disturbance-aware predictive control policy is proposed for DC-AC power inverters with the receding horizon optimization approach. First, a discrete event-driven hybrid automaton model has been constructed for the nonlinear inverter…

Systems and Control · Electrical Eng. & Systems 2020-12-23 Zhengxi Chen , Xun Shen

We provide a solution to the problem of receding horizon control for stochastic discrete-time systems with bounded control inputs and imperfect state measurements. For a suitable choice of control policies, we show that the finite-horizon…

Optimization and Control · Mathematics 2010-04-15 Peter Hokayem , Eugenio Cinquemani , Debasish Chatterjee , Federico Ramponi , John Lygeros

This paper presents an optimization-based receding horizon trajectory planning algorithm for dynamical systems operating in unstructured and cluttered environments. The proposed approach is a two-step procedure that uses a motion planning…

Optimization and Control · Mathematics 2019-12-12 Kristoffer Bergman , Oskar Ljungqvist , Torkel Glad , Daniel Axehill

We study the stability of receding horizon control for continuous-time non-linear stochastic differential equations. We illustrate the results with a simulation example in which we employ receding horizon control to design an investment…

Optimization and Control · Mathematics 2012-08-21 Fajin Wei , Andrea Lecchini-Visintini

This paper studies the problem of risk-averse receding horizon motion planning for agents with uncertain dynamics, in the presence of stochastic, dynamic obstacles. We propose a model predictive control (MPC) scheme that formulates the…

Systems and Control · Electrical Eng. & Systems 2024-04-02 Anushri Dixit , Mohamadreza Ahmadi , Joel W. Burdick

In this work, solution of the finite horizon hybrid optimal control problem as the central element of the receding horizon optimal control (model predictive control) is investigated based on the indirect approach. The response of a hybrid…

Systems and Control · Computer Science 2020-09-24 Babak Tavassoli

This paper considers the problem of localizing a set of nodes in a wireless sensor network when both their positions and the parameters of the communication model are unknown. We assume that a single agent moves through the environment,…

Systems and Control · Electrical Eng. & Systems 2024-02-20 Yancheng Zhu , Sean B. Andersson

Standard formulations of prescribed worst-case disturbance energy-gain control policies for linear time-varying systems depend on all forward model data. In discrete time, this dependence arises through a backward Riccati recursion. This…

Optimization and Control · Mathematics 2026-05-22 Jintao Sun , Michael Cantoni

In this letter, we study a wireless communication system with a fixed-wing unmanned aerial vehicle (UAV) employed to collect information from a group of ground nodes (GNs). Our objective is to maximize the UAV's energy efficiency (EE),…

Information Theory · Computer Science 2019-07-25 Jingwei Zhang , Yong Zeng , Rui Zhang

In this article, we consider a receding horizon control of discrete-time state-dependent jump linear systems, particular kind of stochastic switching systems, subject to possibly unbounded random disturbances and probabilistic state…

Systems and Control · Computer Science 2014-07-25 Shaikshavali Chitraganti , Samir Aberkane , Christophe Aubrun , Guillermo Valencia-Palomo , Vasile Dragan

The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Jintao Sun , Michael Cantoni
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