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In this paper we discuss distributional robustness in the context of stochastic model predictive control (SMPC) for linear time-invariant systems. We derive a simple approximation of the MPC problem under an additive zero-mean i.i.d. noise…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

Wasserstein distributionally robust control (WDRC) is an effective method for addressing inaccurate distribution information about disturbances in stochastic systems. It provides various salient features, such as an out-of-sample…

Systems and Control · Electrical Eng. & Systems 2022-09-08 Astghik Hakobyan , Insoon Yang

We consider a discrete time stochastic Markovian control problem under model uncertainty. Such uncertainty not only comes from the fact that the true probability law of the underlying stochastic process is unknown, but the parametric family…

Optimization and Control · Mathematics 2022-03-23 Erhan Bayraktar , Tao Chen

We study model predictive control (MPC) problems for stochastic LTI systems, where the noise distribution is unknown, compactly supported, and only observable through a limited number of i.i.d. noise samples. Building upon recent results in…

Optimization and Control · Mathematics 2023-04-25 Liviu Aolaritei , Marta Fochesato , John Lygeros , Florian Dörfler

We propose a distributionally robust data-driven predictive control framework for stochastic linear time-invariant systems with unknown dynamics and disturbance distributions. We use an offline trajectory to fit the subspace predictive…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Mirhan Urkmez , Shahab Heshmati-Alamdari

This paper presents a novel approach to addressing the distributionally robust nonlinear model predictive control (DRNMPC) problem. Current literature primarily focuses on the static Wasserstein distributionally robust optimal control…

Optimization and Control · Mathematics 2023-04-18 Zhengang Zhong , Jia-Jie Zhu

In the realm of maritime transportation, autonomous vessel navigation in natural inland waterways faces persistent challenges due to unpredictable natural factors. Existing scheduling algorithms fall short in handling these uncertainties,…

Industrial manipulators are normally operated in cluttered environments, making safe motion planning important. Furthermore, the presence of model-uncertainties make safe motion planning more difficult. Therefore, in practice the speed is…

Robotics · Computer Science 2026-02-16 Bernhard Wullt , Johannes Köhler , Per Mattsson , Mikeal Norrlöf , Thomas B. Schön

One of the critical challenges in automated driving is ensuring safety of automated vehicles despite the unknown behavior of the other vehicles. Although motion prediction modules are able to generate a probability distribution associated…

Systems and Control · Electrical Eng. & Systems 2024-03-28 Luyao Zhang , George Pantazis , Shaohang Han , Sergio Grammatico

Safe corridor-based Trajectory Optimization (TO) presents an appealing approach for collision-free path planning of autonomous robots, offering global optimality through its convex formulation. The safe corridor is constructed based on the…

Robotics · Computer Science 2024-10-30 Shaohang Xu , Haolin Ruan , Wentao Zhang , Yian Wang , Lijun Zhu , Chin Pang Ho

This paper proposes a new structured method for a moving agent to predict the paths of dynamically moving obstacles and avoid them using a risk-aware model predictive control (MPC) scheme. Given noisy measurements of the a priori unknown…

Robotics · Computer Science 2022-03-29 Skylar X. Wei , Anushri Dixit , Shashank Tomar , Joel W. Burdick

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

We present a methodology for predictable and safe covariance steering control of uncertain nonlinear stochastic processes. The systems under consideration are subject to general uncertainties, which include unbounded random disturbances…

Systems and Control · Electrical Eng. & Systems 2025-09-08 Aditya Gahlawat , Vivek Khatana , Duo Wang , Sambhu H. Karumanchi , Naira Hovakimyan , Petros Voulgaris

We consider stochastic programs where the distribution of the uncertain parameters is only observable through a finite training dataset. Using the Wasserstein metric, we construct a ball in the space of (multivariate and non-discrete)…

Optimization and Control · Mathematics 2017-06-14 Peyman Mohajerin Esfahani , Daniel Kuhn

In this paper, we formulate a novel trajectory optimization scheme that takes into consideration the state uncertainty of the robot and obstacle into its collision avoidance routine. The collision avoidance under uncertainty is modeled here…

Optimization and Control · Mathematics 2018-06-27 Dhaivat Bhatt , Akash Garg , Bharath Gopalakrishnan , K. Madhava Krishna

We investigate the problem of synthesizing distributionally robust control policies for stochastic systems under safety and reach-avoid specifications. Using a game-theoretical framework, we consider the setting where the probability…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Yu Chen , Yuda Li , Shaoyuan Li , Xiang Yin

We propose a distributionally robust return-risk model for Markov decision processes (MDPs) under risk and reward ambiguity. The proposed model optimizes the weighted average of mean and percentile performances, and it covers the…

Machine Learning · Computer Science 2023-01-05 Haolin Ruan , Zhi Chen , Chin Pang Ho

This paper considers a risk-constrained infinite-horizon optimal control problem and proposes to solve it in an iterative manner. Each iteration of the algorithm generates a trajectory from the starting point to the target equilibrium state…

Optimization and Control · Mathematics 2021-11-29 Alireza Zolanvari , Ashish Cherukuri

Markov decision process (MDP) is a decision making framework where a decision maker is interested in maximizing the expected discounted value of a stream of rewards received at future stages at various states which are visited according to…

Optimization and Control · Mathematics 2022-12-19 Hoang Nam Nguyen , Abdel Lisser , Vikas Vikram Singh

This paper proposes a novel safety specification tool, called the distributionally robust risk map (DR-risk map), for a mobile robot operating in a learning-enabled environment. Given the robot's position, the map aims to reliably assess…

Robotics · Computer Science 2021-05-04 Astghik Hakobyan , Insoon Yang