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Model predictive control (MPC) is a popular strategy for urban traffic management that is able to incorporate physical and user defined constraints. However, the current MPC methods rely on finite horizon predictions that are unable to…

Systems and Control · Computer Science 2016-02-03 Sadra Sadraddini , Calin Belta

Uncertainty sets are at the heart of robust optimization (RO) because they play a key role in determining the RO models' tractability, robustness, and conservativeness. Different types of uncertainty sets have been proposed that model…

Optimization and Control · Mathematics 2021-07-13 Meysam Cheramin , Richard Li-Yang Chen , Jianqiang Cheng , Ali Pinar

This paper presents the open-source stochastic model predictive control framework GRAMPC-S for nonlinear uncertain systems with chance constraints. It provides several uncertainty propagation methods to predict stochastic moments of the…

Systems and Control · Electrical Eng. & Systems 2025-07-25 Daniel Landgraf , Andreas Völz , Knut Graichen

This study addresses the stochastic Model Predictive Control (MPC) problem for linear time-invariant systems subjected to unknown disturbance distributions. By leveraging the most recent disturbance data, we construct a set of distributions…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Xu Chen , Lorenz Dörschel

In this paper, we propose a distributionally robust control synthesis for an agent with stochastic dynamics that interacts with other agents under uncertainties and constraints expressed by signal temporal logic (STL). We formulate the…

Systems and Control · Electrical Eng. & Systems 2025-03-14 Arash Bahari Kordabad , Eleftherios E. Vlahakis , Lars Lindemann , Sebastien Gros , Dimos V. Dimarogonas , Sadegh Soudjani

The problem of achieving a good trade-off in Stochastic Model Predictive Control between the competing goals of improving the average performance and reducing conservativeness, while still guaranteeing recursive feasibility and low…

Optimization and Control · Mathematics 2016-06-21 Matthias Lorenzen , Frank Allgöwer , Fabrizio Dabbene , Roberto Tempo

We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…

Systems and Control · Computer Science 2019-01-23 Lukas Hewing , Kim P. Wabersich , Melanie N. Zeilinger

The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

In this work, we exploit an offline-sampling based strategy for the constrained data-driven predictive control of an unknown linear system subject to random measurement noise. The strategy uses only past measured, potentially noisy data in…

Systems and Control · Electrical Eng. & Systems 2024-09-26 Johannes Teutsch , Sebastian Kerz , Tim Brüdigam , Dirk Wollherr , Marion Leibold

We present a stochastic model predictive control (SMPC) framework for linear systems subject to possibly unbounded disturbances. State of the art SMPC approaches with closed-loop chance constraint satisfaction recursively initialize the…

Systems and Control · Electrical Eng. & Systems 2022-06-22 Johannes Köhler , Melanie N. Zeilinger

Model Predictive Control (MPC) is effective at generating safe control strategies in constrained scenarios, at the cost of computational complexity. This is especially the case in robots that require high sampling rates and have limited…

In this paper we propose a constrained guaranteed cost robust model predictive controller (GCMPC) for uncertain discrete time systems. This controller was developed based on a quadratic cost functional and guarantee robustness with respect…

Optimization and Control · Mathematics 2018-09-21 Carlos M. Massera , Marco H. Terra , Denis F. Wolf

The scenario-based optimization approach (`scenario approach') provides an intuitive way of approximating the solution to chance-constrained optimization programs, based on finding the optimal solution under a finite number of sampled…

Optimization and Control · Mathematics 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Manfred Morari

We present Shrinking Horizon Model Predictive Control (SHMPC) for discrete-time linear systems with Signal Temporal Logic (STL) specification constraints under stochastic disturbances. The control objective is to maximize an optimization…

Systems and Control · Computer Science 2017-05-08 Samira S. Farahani , Rupak Majumdar , Vinayak Prabhu , Sadegh Esmaeil Zadeh Soudjani

Microgrids are integrated systems that gather and operate energy production units to satisfy consumers demands. This paper details different mathematical methods to design the Energy Management System (EMS) of domestic microgrids. We…

Optimization and Control · Mathematics 2018-01-22 François Pacaud , Pierre Carpentier , Jean-Philippe Chancelier , Michel De Lara

Stochastic Model Predictive Control has proved to be an efficient method to plan trajectories in uncertain environments, e.g., for autonomous vehicles. Chance constraints ensure that the probability of collision is bounded by a predefined…

Systems and Control · Electrical Eng. & Systems 2021-05-17 Tim Brüdigam , Fulvio di Luzio , Lucia Pallottino , Dirk Wollherr , Marion Leibold

This article presents a robust control strategy using Time-Optimal Model Predictive Control (TOMPC) for a two-level quantum system subject to bounded uncertainties. In this method, the control field is optimized over a finite horizon using…

Quantum Physics · Physics 2024-02-13 Yunyan Lee , Ian R. Petersen , Daoyi Dong

Automated synthesis of correct-by-construction controllers for autonomous systems is crucial for their deployment in safety-critical scenarios. Such autonomous systems are naturally modeled as stochastic dynamical models. The general…

Systems and Control · Electrical Eng. & Systems 2023-11-17 Thom Badings , Nils Jansen , Licio Romao , Alessandro Abate

We introduce a simple but effective method for managing risk in model-based reinforcement learning with trajectory sampling that involves probabilistic safety constraints and balancing of optimism in the face of epistemic uncertainty and…

Machine Learning · Computer Science 2023-09-12 Marin Vlastelica , Sebastian Blaes , Cristina Pineri , Georg Martius

We present Self-Tuning Tube-based Model Predictive Control (STT-MPC), an adaptive robust control algorithm for uncertain linear systems with additive disturbances based on the least-squares estimator and polytopic tubes. Our algorithm…

Systems and Control · Electrical Eng. & Systems 2022-10-04 Damianos Tranos , Alessio Russo , Alexandre Proutiere