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We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

This paper studies a data-driven predictive control for a class of control-affine systems which is subject to uncertainty. With the accessibility to finite sample measurements of the uncertain variables, we aim to find controls which are…

Optimization and Control · Mathematics 2021-05-03 Dan Li , Dariush Fooladivanda , Sonia Martinez

In this paper, we present a data-driven distributed model predictive control (MPC) scheme to stabilise the origin of dynamically coupled discrete-time linear systems subject to decoupled input constraints. The local optimisation problems…

Systems and Control · Electrical Eng. & Systems 2023-08-14 Matthias Köhler , Julian Berberich , Matthias A. Müller , Frank Allgöwer

Many machine learning applications require operating on a spatially distributed dataset. Despite technological advances, privacy considerations and communication constraints may prevent gathering the entire dataset in a central unit. In…

Machine Learning · Statistics 2024-01-30 Alexandros E. Tzikas , Licio Romao , Mert Pilanci , Alessandro Abate , Mykel J. Kochenderfer

A new distributed MPC algorithm for the regulation of dynamically coupled subsystems is presented in this paper. The current control action is computed via two robust controllers working in a nested fashion. The inner controller builds a…

Systems and Control · Computer Science 2017-03-29 Bernardo Hernandez , Paul Trodden

We study the problem of finite-time constrained optimal control of unknown stochastic linear time-invariant systems, which is the key ingredient of a predictive control algorithm -- albeit typically having access to a model. We propose a…

Optimization and Control · Mathematics 2021-07-22 Jeremy Coulson , John Lygeros , Florian Dörfler

In this paper we introduce an iterative Jacobi algorithm for solving distributed model predictive control (DMPC) problems, with linear coupled dynamics and convex coupled constraints. The algorithm guarantees stability and persistent…

Optimization and Control · Mathematics 2008-09-23 Dang Doan , Tamas Keviczky , Ion Necoara , Moritz Diehl

A data-driven MPC scheme is proposed to safely control constrained stochastic linear systems using distributionally robust optimization. Distributionally robust constraints based on the Wasserstein metric are imposed to bound the state…

Optimization and Control · Mathematics 2021-05-19 Zhengang Zhong , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis

In this paper, a novel distributed model predictive control (MPC) scheme with asymmetric adaptive terminal sets is developed for the regulation of large-scale systems with a distributed structure. Similar to typical MPC schemes, a…

Systems and Control · Electrical Eng. & Systems 2020-05-11 Ahmed Aboudonia , Annika Eichler , John Lygeros

This paper develops a distributed model predictive control (DMPC) strategy for a class of discrete-time linear systems with consideration of globally coupled constraints. The DMPC under study is based on the dual problem concerning all…

Optimization and Control · Mathematics 2019-07-25 Yanxu Su , Yang Shi , Changyin Sun

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

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

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…

Systems and Control · Computer Science 2016-05-13 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

In this work, we propose a distributionally robust stochastic model predictive control (DR-SMPC) algorithm to address the problem of two-sided chance constrained discrete-time linear system corrupted by additive noise. The prevalent…

Systems and Control · Electrical Eng. & Systems 2022-03-17 Yuan Tan , Jun Yang , Wen-Hua Chen , Shihua Li

In recent years, the increasing interest in Stochastic model predictive control (SMPC) schemes has highlighted the limitation arising from their inherent computational demand, which has restricted their applicability to slow-dynamics and…

Systems and Control · Electrical Eng. & Systems 2020-05-22 Martina Mammarella , Teodoro Alamo , Fabrizio Dabbene , Matthias Lorenzen

This paper proposes a novel robust Model Predictive Control (MPC) scheme for linear discrete-time systems affected by model uncertainty described by interval matrices. The key feature of the proposed method is a bound on the uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-02-20 Renato Quartullo , Andrea Garulli , Mirko Leomanni

This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…

Optimization and Control · Mathematics 2023-08-23 Alireza Zolanvari , Ashish Cherukuri

While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Victor Gaßmann , Dirk Wollherr , Marion Leibold

Standard model predictive control strategies imply the online computation of control inputs at each sampling instance, which traditionally limits this type of control scheme to systems with slow dynamics. This paper focuses on distributed…

Optimization and Control · Mathematics 2013-02-26 Ion Necoara , Dragos N. Clipici , Sorin Olaru

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