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This paper studies distributional model risk in marginal problems, where each marginal measure is assumed to lie in a Wasserstein ball centered at a fixed reference measure with a given radius. Theoretically, we establish several…

Optimization and Control · Mathematics 2023-07-04 Yanqin Fan , Hyeonseok Park , Gaoqian Xu

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

We address the challenge of enabling bipedal robots to traverse rough terrain by developing probabilistically safe planning and control strategies that ensure dynamic feasibility and centroidal robustness under terrain uncertainty.…

Robotics · Computer Science 2025-10-10 Kasidit Muenprasitivej , Ye Zhao , Glen Chou

We design an model predictive control (MPC) approach for planning and control of non-holonomic mobile robots. Linearizing the system dynamics around the pre-computed reference trajectory gives a time-varying LQ MPC problem. We analytically…

Robotics · Computer Science 2022-10-12 Xinjie Liu , Vassil Atanassov

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

Systems and Control · Electrical Eng. & Systems 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

Implementing obstacle avoidance in dynamic environments is a challenging problem for robots. Model predictive control (MPC) is a popular strategy for dealing with this type of problem, and recent work mainly uses control barrier function…

Robotics · Computer Science 2024-04-10 Zetao Lu , Kaijun Feng , Jun Xu , Haoyao Chen , Yunjiang Lou

We revisit Markowitz's mean-variance portfolio selection model by considering a distributionally robust version, where the region of distributional uncertainty is around the empirical measure and the discrepancy between probability measures…

Methodology · Statistics 2018-02-15 Jose Blanchet , Lin Chen , Xun Yu Zhou

Model Predictive Control (MPC) has shown to be a successful method for many applications that require control. Especially in the presence of prediction uncertainty, various types of MPC offer robust or efficient control system behavior. For…

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

Performativity means that the deployment of a predictive model incentivizes agents to strategically adapt their behavior, thereby inducing a model-dependent distribution shift. Practitioners often repeatedly retrain the model on data…

Optimization and Control · Mathematics 2026-02-09 Siyi Wang , Zifan Wang , Karl H. Johansson

Safely deploying robots in uncertain and dynamic environments requires a systematic accounting of various risks, both within and across layers in an autonomy stack from perception to motion planning and control. Many widely used motion…

Systems and Control · Electrical Eng. & Systems 2020-02-10 Venkatraman Renganathan , Iman Shames , Tyler H. Summers

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

We present a novel $Q$-learning algorithm tailored to solve distributionally robust Markov decision problems where the corresponding ambiguity set of transition probabilities for the underlying Markov decision process is a Wasserstein ball…

Machine Learning · Computer Science 2024-06-21 Ariel Neufeld , Julian Sester

To address the issue of inaccurate distributions in practical stochastic systems, a minimax linear-quadratic control method is proposed using the Wasserstein metric. Our method aims to construct a control policy that is robust against…

Systems and Control · Electrical Eng. & Systems 2021-02-26 Kihyun Kim , Insoon Yang

Recent advances in quadrupedal locomotion have focused on improving stability and performance across diverse environments. However, existing methods often lack adequate safety analysis and struggle to adapt to varying payloads and complex…

Robotics · Computer Science 2024-11-07 Ananya Trivedi , Sarvesh Prajapati , Mark Zolotas , Michael Everett , Taskin Padir

Model predictive control (MPC) schemes have a proven track record for delivering aggressive and robust performance in many challenging control tasks, coping with nonlinear system dynamics, constraints, and observational noise. Despite their…

Robotics · Computer Science 2024-01-24 Lucas Barcelos , Alexander Lambert , Rafael Oliveira , Paulo Borges , Byron Boots , Fabio Ramos

Safety in terms of collision avoidance for multi-robot systems is a difficult challenge under uncertainty, non-determinism and lack of complete information. This paper aims to propose a collision avoidance method that accounts for both…

Robotics · Computer Science 2020-12-09 Wenhao Luo , Wen Sun , Ashish Kapoor

Robust optimization is a tractable and expressive technique for decision-making under uncertainty, but it can lead to overly conservative decisions when pessimistic assumptions are made on the uncertain parameters. Wasserstein…

Optimization and Control · Mathematics 2026-04-07 Irina Wang , Cole Becker , Bart Van Parys , Bartolomeo Stellato

Robust estimation for modern portfolio selection on a large set of assets becomes more important due to large deviation of empirical inference on big data. We propose a distributionally robust methodology for high-dimensional mean-variance…

Methodology · Statistics 2024-09-12 Ruike Wu , Yanrong Yang , Han Lin Shang , Huanjun Zhu

Robotic tasks which involve uncertainty--due to variation in goal, environment configuration, or confidence in task model--may require human input to instruct or adapt the robot. In tasks with physical contact, several existing methods for…

Robotics · Computer Science 2026-02-17 Kevin Haninger , Christian Hegeler , Luka Peternel

Collision-free planning is essential for bipedal robots operating within unstructured environments. This paper presents a real-time Model Predictive Control (MPC) framework that addresses both body and foot avoidance for dynamic bipedal…

Robotics · Computer Science 2025-05-21 Tianze Wang , Christian Hubicki