Related papers: Stochastic Model Predictive Control with Discounte…
Model predictive control (MPC) achieves stability and constraint satisfaction for general nonlinear systems, but requires computationally expensive online optimization. This paper studies approximations of such MPC controllers via neural…
In this paper, we consider the problem of periodic optimal control of nonlinear systems subject to online changing and periodically time-varying economic performance measures using model predictive control (MPC). The proposed economic MPC…
This paper investigates the combination of model predictive control (MPC) concepts and posterior sampling techniques and proposes a simple constraint tightening technique to introduce cautiousness during explorative learning episodes. The…
This paper proposes a new sampling-based nonlinear model predictive control (MPC) algorithm, with a bound on complexity quadratic in the prediction horizon N and linear in the number of samples. The idea of the proposed algorithm is to use…
Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…
In this paper, we present a distributed model predictive control (DMPC) scheme for dynamically decoupled systems which are subject to state constraints, coupling state constraints and input constraints. In the proposed control scheme,…
This paper presents a distributionally robust stochastic model predictive control (SMPC) approach for linear discrete-time systems subject to unbounded and correlated additive disturbances. We consider hard input constraints and state…
We present a learning model predictive control (MPC) scheme for chance-constrained Markov jump systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…
Adaptive model predictive control (MPC) robustly ensures safety while reducing uncertainty during operation. In this paper, a distributed version is proposed to deal with network systems featuring multiple agents and limited communication.…
Model Predictive Control (MPC) is an optimal control algorithm with strong stability and robustness guarantees. Despite its popularity in robotics and industrial applications, the main challenge in deploying MPC is its high computation…
When dealing with real-world optimization problems, decision-makers usually face high levels of uncertainty associated with partial information, unknown parameters, or complex relationships between these and the problem decision variables.…
In this paper we present a stochastic scenario-based model predictive control (MPC) approach for the operation of islanded microgrids with high share of renewable energy sources. We require that the stored energy remains within given bounds…
We study the impact of predictions in online Linear Quadratic Regulator control with both stochastic and adversarial disturbances in the dynamics. In both settings, we characterize the optimal policy and derive tight bounds on the minimum…
This paper presents a stochastic, model predictive control (MPC) algorithm that leverages short-term probabilistic forecasts for dispatching and rebalancing Autonomous Mobility-on-Demand systems (AMoD, i.e. fleets of self-driving vehicles).…
We address control synthesis of stochastic discrete-time linear multi-agent systems under jointly chance-constrained collaborative signal temporal logic specifications in a distribution-free manner using available disturbance samples, which…
In this paper, we present an equivalent convex optimization formulation for discrete-time stochastic linear systems subject to linear chance constraints, alongside a tight convex relaxation for quadratic chance constraints. By lifting the…
We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…
Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…
In this paper, we focus on the problem of shrinking-horizon Model Predictive Control (MPC) in uncertain dynamic environments. We consider controlling a deterministic autonomous system that interacts with uncontrollable stochastic agents…
This paper deals with the problem of formulating an adaptive Model Predictive Control strategy for constrained uncertain systems. We consider a linear system, in presence of bounded time varying additive uncertainty. The uncertainty is…