Related papers: Risk-averse model predictive control
Considering nonlinear processes which are subject to unknown but measurable disturbances, we provide both stability and feasibility proofs for nonlinear model predictive controllers with abstract updates without the use of stabilizing…
Robust optimal or min-max model predictive control (MPC) approaches aim to guarantee constraint satisfaction over a known, bounded uncertainty set while minimizing a worst-case performance bound. Traditionally, these methods compute a…
Model predictive control (MPC) is pervasive in research and industry. However, designing the cost function and the constraints of the MPC to maximize closed-loop performance remains an open problem. To achieve optimal tuning, we propose a…
The optimal operation of water reservoir systems is a challenging task involving multiple conflicting objectives. The main source of complexity is the presence of the water inflow, which acts as an exogenous, highly uncertain disturbance on…
Model mismatch and process noise are two frequently occurring phenomena that can drastically affect the performance of model predictive control (MPC) in practical applications. We propose a principled way to tune the cost function and the…
We study finite-horizon budget allocation as a closed-loop economic control problem and evaluate receding-horizon Model Predictive Control (MPC) relative to reactive budgeting policies. Budgets are allocated periodically under execution…
We show that Funnel MPC, a novel Model Predictive Control (MPC) scheme, allows tracking of smooth reference signals with prescribed performance for nonlinear multi-input multi-output systems of relative degree one with stable internal…
In this paper, we propose a new model predictive control (MPC) formulation for autonomous driving. The novelty of our MPC stems from the following results. Firstly, we adopt an alternating minimization approach wherein linear velocities and…
We propose an adaptive Model Predictive Safety Certification (MPSC) scheme for learning-based control of linear systems with bounded disturbances and uncertain parameters where the true parameters are contained within an a priori known set…
Event-triggered control strategy is capable of significantly reducing the number of control task executions without sacrificing control performance. In this paper, we propose a novel learning-based approach towards an event-triggered model…
In this paper, a novel tube-based economic Model Predictive Control (MPC) scheme for uncertain systems that uses neither terminal costs nor terminal constraints is investigated. We show that the results from the undisturbed case can be…
The optimal performance of robotic systems is usually achieved near the limit of state and input bounds. Model predictive control (MPC) is a prevalent strategy to handle these operational constraints, however, safety still remains an open…
In this paper, we consider solving discounted Markov Decision Processes (MDPs) under the constraint that the resulting policy is stabilizing. In practice MDPs are solved based on some form of policy approximation. We will leverage recent…
Computing the receding horizon optimal control of nonlinear hybrid systems is typically prohibitively slow, limiting real-time implementation. To address this challenge, we propose a layered Model Predictive Control (MPC) architecture for…
The aim of this paper is to show that in some cases risk averse multistage stochastic programming problems can be reformulated in a form of risk neutral setting. This is achieved by a change of the reference probability measure making…
We consider a control problem for a finite-state Markov system whose performance is evaluated by a coherent Markov risk measure. For each policy, the risk of a state is approximated by a function of its features, thus leading to a…
Many practical applications of optimal control are subject to real-time computational constraints. When applying model predictive control (MPC) in these settings, respecting timing constraints is achieved by limiting the number of…
Safe motion planning in uncertain, time-varying environments is challenging because the safe region can change unpredictably across planning steps, often causing a loss of recursive feasibility. In this work, we present a Probabilistic…
Reference tracking and obstacle avoidance rank among the foremost challenging aspects of autonomous driving. This paper proposes control designs for solving reference tracking problems in autonomous driving tasks while considering static…
We consider nonlinear model predictive control (MPC) with multiple competing cost functions. In each step of the scheme, a multiobjective optimal control problem with a nonlinear system and terminal conditions is solved. We propose an…