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This paper proposes a novel robust model predictive control (RMPC) method for the stabilization of constrained systems subject to additive disturbance (AD) and multiplicative disturbance (MD). Concentric containers are introduced to…

Systems and Control · Electrical Eng. & Systems 2024-12-05 Shibo Han , Yuhao Zhang , Xiaotong Shi , Xingwei Zhao

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Elisa Andina , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

We study an extension of contextual stochastic linear optimization (CSLO) that, in contrast to most of the existing literature, involves inequality constraints that depend on uncertain parameters predicted by a machine learning model. To…

Machine Learning · Computer Science 2025-05-30 Hyungki Im , Wyame Benslimane , Paul Grigas

Adaptive robust optimization (ARO) extends static robust optimization by allowing decisions to depend on the realized uncertainty - weakly dominating static solutions within the modeled uncertainty set. However, ARO makes previous…

Optimization and Control · Mathematics 2025-11-20 Karl Zhu , Dimitris Bertsimas

Despite the modeling power for problems under uncertainty, robust optimization (RO) and adaptive robust optimization (ARO) can exhibit too conservative solutions in terms of objective value degradation compared to the nominal case. One of…

Optimization and Control · Mathematics 2025-04-14 Dimitris Bertsimas , Liangyuan Na , Bartolomeo Stellato , Irina Wang

Robust motion planning entails computing a global motion plan that is safe under all possible uncertainty realizations, be it in the system dynamics, the robot's initial position, or with respect to external disturbances. Current approaches…

Robotics · Computer Science 2022-11-02 Albert Wu , Thomas Lew , Kiril Solovey , Edward Schmerling , Marco Pavone

Machine learning-based forecasting models are commonly used in Intelligent Transportation Systems (ITS) to predict traffic patterns and provide city-wide services. However, most of the existing models are susceptible to adversarial attacks,…

Machine Learning · Computer Science 2023-06-27 Fan Liu , Weijia Zhang , Hao Liu

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

We consider linear programs involving uncertain parameters and propose a new tractable robust counterpart which contains and generalizes several other models including the existing Affinely Adjustable Robust Counterpart and the Fully…

Optimization and Control · Mathematics 2016-04-12 Walid Ben-Ameur , Adam Ouorou , Guanglei Wang , Mateusz Żotkiewicz

We study object importance-based vision risk object identification (Vision-ROI), a key capability for hazard detection in intelligent driving systems. Existing approaches make deterministic decisions and ignore uncertainty, which could lead…

Computer Vision and Pattern Recognition · Computer Science 2026-03-26 Kai-Yu Fu , Yi-Ting Chen

Reliability-based design optimization (RBDO) is an active field of research with an ever increasing number of contributions. Numerous methods have been proposed for the solution of RBDO, a complex problem that combines optimization and…

Methodology · Statistics 2019-01-11 M. Moustapha , B. Sudret

A new topology optimization method called the Proportional Topology Optimization (PTO) is presented. As a non-gradient method, PTO is simple to understand, easy to implement, and is also efficient and accurate at the same time. It is…

Computational Engineering, Finance, and Science · Computer Science 2016-05-30 Emre Biyikli , Albert C. To

Balancing safety and efficiency when planning in crowded scenarios with uncertain dynamics is challenging where it is imperative to accomplish the robot's mission without incurring any safety violations. Typically, chance constraints are…

Robotics · Computer Science 2023-02-22 Khaled A. Mustafa , Oscar de Groot , Xinwei Wang , Jens Kober , Javier Alonso-Mora

This paper presents an efficient methodology for the robust optimisation of Continuous Flow Polymerase Chain Reaction (CFPCR) devices. It enables the effects of uncertainties in device geometry, due to manufacturing tolerances, on the…

Computational Engineering, Finance, and Science · Computer Science 2021-06-02 Yongxing Wang , Hazim A. Hamad , Jochen Voss , Harvey M. Thompson

Stochastic Optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. As the latter is often unknown, Distributionally Robust…

Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…

Statistical Finance · Quantitative Finance 2025-10-15 Daniel Cunha Oliveira , Grover Guzman , Nick Firoozye

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

Robust optimization is one of the fundamental approaches to deal with uncertainty in combinatorial optimization. This paper considers the robust spanning tree problem with interval data, which arises in a variety of telecommunication…

Artificial Intelligence · Computer Science 2013-01-07 Ionut Aron , Pascal Van Hentenryck

This paper studies network resilience against structured additive perturbations to its topology. We consider dynamic networks modeled as linear time-invariant systems subject to perturbations of bounded energy satisfying specific sparsity…

Systems and Control · Electrical Eng. & Systems 2021-05-18 Shenyu Liu , Sonia Martinez , Jorge Cortes

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