Related papers: Stochastic Model Predictive Control for Constraine…
We develop a tracking model predictive control (MPC) scheme for nonlinear systems using the linearized dynamics at the current state as a prediction model. Under reasonable assumptions on the linearized dynamics, we prove that the proposed…
In this work, we consider the problem of steering the first two moments of the uncertain state of an unknown discrete-time stochastic nonlinear system to a given terminal distribution in finite time. Toward that goal, first, a…
Model Predictive Control (MPC) is a powerful control strategy; however, its reliance on online optimization poses significant challenges for implementation on systems with limited computational resources. One possible approach to address…
Model predictive control (MPC) is a powerful control method that allows to directly include state and input constraints into the controller design. However, errors in the model, e.g., caused by unknown disturbances, can lead to constraint…
Decision making under uncertainty is critical to real-world, autonomous systems. Model Predictive Control (MPC) methods have demonstrated favorable performance in practice, but remain limited when dealing with complex probability…
Over the last few years, sampling-based stochastic optimal control (SOC) frameworks have shown impressive performances in reinforcement learning (RL) with applications in robotics. However, such approaches require a large amount of samples…
Model predictive control (MPC) is an optimal control method that predicts the future states of the system being controlled and estimates the optimal control inputs that drive the predicted states to the required reference. The computations…
In this paper, we derive a novel procedure for set-membership estimation of dynamical systems affected by stochastic noise with unbounded support. Employing a bound on the sample covariance matrix, we are able to provide a finite- sample…
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…
In this paper we present an information theoretic approach to stochastic optimal control problems for systems with compound Poisson noise. We generalize previous work on information theoretic path integral control to discontinuous dynamics…
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…
We present a novel data-driven model predictive control (MPC) approach to control unknown nonlinear systems using only measured input-output data with closed-loop stability guarantees. Our scheme relies on the data-driven system…
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…
This paper proposes a stabilising model predictive control (MPC) scheme with preview information of disturbance for nonlinear systems. The proposed MPC algorithm is able to not only reject disturbance by making use of disturbance preview…
A centralized model predictive controller (MPC), which is unaware of local uncertainties, for an affine discrete time nonlinear system is presented. The local uncertainties are assumed to be matched, bounded and structured. In order to…
This paper proposes a novel framework for addressing the challenge of autonomous overtaking and obstacle avoidance, which incorporates the overtaking path planning into Gaussian Process-based model predictive control (GPMPC). Compared with…
We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…
Data-driven controllers design is an important research problem, in particular when data is corrupted by the noise. In this paper, we propose a data-driven min-max model predictive control (MPC) scheme using noisy input-state data for…
Designing controllers for systems affected by model uncertainty can prove to be a challenge, especially when seeking the optimal compromise between the conflicting goals of identification and control. This trade-off is explicitly taken into…
This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…