English
Related papers

Related papers: Optimal Receding Horizon Control for Finite Determ…

200 papers

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

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

Existing results on finite-time model predictive control (MPC) often rely on terminal equality constraint, switching inside one-step region, or terminal cost with short control horizon, leading to limited initial feasibility. This paper…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Bing Zhu , Xiaozhuoer Yuan , Zewei Zheng , Zongyu Zuo

This paper introduces a receding horizon like control scheme for localizable distributed systems, in which the effect of each local disturbance is limited spatially and temporally. We characterize such systems by a set of linear equality…

Systems and Control · Computer Science 2014-09-24 Yuh-Shyang Wang , Nikolai Matni , John C. Doyle

This work analyzes how the trade-off between the modeling error, the terminal value function error, and the prediction horizon affects the performance of a nominal receding-horizon linear quadratic (LQ) controller. By developing a novel…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Shengling Shi , Anastasios Tsiamis , Bart De Schutter

This article considers the stochastic optimal control of discrete-time linear systems subject to (possibly) unbounded stochastic disturbances, hard constraints on the manipulated variables, and joint chance constraints on the states. A…

Optimization and Control · Mathematics 2017-06-23 Joel A. Paulson , Edward A. Buehler , Richard D. Braatz , Ali Mesbah

Autonomous systems often have logical constraints arising, for example, from safety, operational, or regulatory requirements. Such constraints can be expressed using temporal logic specifications. The system state is often partially…

Artificial Intelligence · Computer Science 2024-06-21 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

To dynamically traverse challenging terrain, legged robots need to continually perceive and reason about upcoming features, adjust the locations and timings of future footfalls and leverage momentum strategically. We present a pipeline that…

Robotics · Computer Science 2021-04-20 Oliwier Melon , Romeo Orsolino , David Surovik , Mathieu Geisert , Ioannis Havoutis , Maurice Fallon

We consider a problem of optimal control of an infinite horizon system governed by forward-backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial information in…

Optimization and Control · Mathematics 2013-12-09 Nacira Agram , Bernt Øksendal

In this paper, based on real-time nonlinear receding horizon control methodology, a novel approach is developed for parameter estimation of time invariant and time varying nonlinear dynamical systems in chaotic environments. Here, the…

Optimization and Control · Mathematics 2016-11-21 Fei Sun , Kamran Turkoglu

Although a number of solutions exist for the problems of coverage, search and target localization---commonly addressed separately---whether there exists a unified strategy that addresses these objectives in a coherent manner without being…

Robotics · Computer Science 2017-08-29 Anastasia Mavrommati , Emmanouil Tzorakoleftherakis , Ian Abraham , Todd D. Murphey

Output-Feedback Stochastic Model Predictive Control based on Stochastic Optimal Control for nonlinear systems is computationally intractable because of the need to solve a Finite Horizon Stochastic Optimal Control Problem. However, solving…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

In this paper, we consider the problem of deploying a robot from a specification given as a temporal logic statement about some properties satisfied by the regions of a large, partitioned environment. We assume that the robot has noisy…

Robotics · Computer Science 2012-02-24 Xu Chu Ding , Jing Wang , Morteza Lahijanian , Ioannis Ch. Paschalidis , Calin A. Belta

We address the multi-agent persistent monitoring problem defined on a set of nodes (targets) interconnected over a network topology. A measure of mean overall node state uncertainty evaluated over a finite period is to be minimized by…

Systems and Control · Electrical Eng. & Systems 2020-10-06 Shirantha Welikala , Christos G. Cassandras

We introduce a novel data-driven method to mitigate the risk of cascading failures in delayed discrete-time Linear Time-Invariant (LTI) systems. Our approach involves formulating a distributionally robust finite-horizon optimal control…

Optimization and Control · Mathematics 2023-10-19 Guangyi Liu , Arash Amini , Vivek Pandey , Nader Motee

This work presents an efficient method to solve a class of continuous-time, continuous-space stochastic optimal control problems of robot motion in a cluttered environment. The method builds upon a path integral representation of the…

Systems and Control · Computer Science 2016-03-10 Jung-Su Ha , Han-Lim Choi

The present work is concerned with the stabilization of a general class of time-varying linear parabolic equations by means of a finite-dimensional receding horizon control (RHC). The stability and suboptimality of the unconstrained…

Optimization and Control · Mathematics 2019-01-09 Behzad Azmi , Karl Kunisch

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…

Optimization and Control · Mathematics 2025-06-02 Renzi Wang , Mathijs Schuurmans , Panagiotis Patrinos

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

In this paper we provide provable regret guarantees for an online meta-learning receding horizon control algorithm in an iterative control setting. We consider the setting where, in each iteration the system to be controlled is a linear…

Systems and Control · Electrical Eng. & Systems 2022-11-02 Deepan Muthirayan , Pramod P. Khargonekar