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This paper considers a risk-constrained motion planning problem and aims to find the solution combining the concepts of iterative model predictive control (MPC) and data-driven distributionally robust (DR) risk-constrained optimization. In…

Optimization and Control · Mathematics 2023-10-09 Alireza Zolanvari , Ashish Cherukuri

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…

Optimization and Control · Mathematics 2024-02-06 Alessandro Balata , Michael Ludkovski , Aditya Maheshwari , Jan Palczewski

We propose a Stochastic MPC (SMPC) approach for autonomous driving which incorporates multi-modal, interaction-aware predictions of surrounding vehicles. For each mode, vehicle motion predictions are obtained by a control model described…

Systems and Control · Electrical Eng. & Systems 2022-08-09 Siddharth H. Nair , Vijay Govindarajan , Theresa Lin , Yan Wang , Eric H. Tseng , Francesco Borrelli

This paper presents a novel approach to stochastic economic model predictive control (SEMPC) that minimizes average economic cost while satisfying an empirical expected shortfall (EES) constraint to manage risk. A new scenario-based problem…

Systems and Control · Electrical Eng. & Systems 2025-10-31 Alireza Arastou , Algo Carè , Ye Wang , Marco Campi , Erik Weyer

This paper presents a new supervised representation learning framework, namely structured probabilistic coding (SPC), to learn compact and informative representations from input related to the target task. SPC is an encoder-only…

Computation and Language · Computer Science 2024-05-03 Dou Hu , Lingwei Wei , Yaxin Liu , Wei Zhou , Songlin Hu

In this paper, a supervised clustering based-heuristic is proposed for the real-time implementation of approximate solutions to stochastic nonlinear model predictive control frameworks. The key idea is to update on-line a low cardinality…

Systems and Control · Computer Science 2018-11-26 Mazen Alamir

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

For discrete-time linear systems subject to parametric uncertainty described by random variables, we develop a sampling-based Stochastic Model Predictive Control algorithm. Unlike earlier results employing a scenario approximation, we…

Systems and Control · Computer Science 2016-06-21 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

In this paper, we investigate the problem of Model Predictive Control (MPC) of dynamic systems for high-level specifications described by Signal Temporal Logic (STL) formulae. Recent works show that MPC has the great potential in handling…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Xinyi Yu , Chuwei Wang , Dingran Yuan , Shaoyuan Li , Xiang Yin

The scenario approach is widely used in robust control system design and chance-constrained optimization, maintaining convexity without requiring assumptions about the probability distribution of uncertain parameters. However, the approach…

Optimization and Control · Mathematics 2024-12-10 Jaeseok Choi , Anand Deo , Constantino Lagoa , Anirudh Subramanyam

We present an output feedback stochastic model predictive controller (SMPC) for constrained linear time-invariant systems. The system is perturbed by additive Gaussian disturbances on state and additive Gaussian measurement noise on output.…

Systems and Control · Electrical Eng. & Systems 2023-11-29 Eunhyek Joa , Monimoy Bujarbaruah , Francesco Borrelli

Chance constraints are widely used in stochastic model predictive control (MPC) to enforce probabilistic state and input constraints in the presence of unbounded disturbances. However, they only restrict violation probabilities and do not…

Optimization and Control · Mathematics 2026-04-14 Jonas Schießl , Ruchuan Ou , Michael H. Baumann , Timm Faulwasser , Lars Grüne

This paper introduces a novel nonlinear stochastic model predictive control path integral (MPPI) method, which considers chance constraints on system states. The proposed belief-space stochastic MPPI (BSS-MPPI) applies Monte-Carlo sampling…

Robotics · Computer Science 2024-08-16 Ji Yin , Panagiotis Tsiotras , Karl Berntorp

This paper demonstrates the applicability of the safe model predictive control (SMPC) framework to autonomous driving scenarios, focusing on the design of adaptive cruise control (ACC) and automated lane-change systems. Building on the SMPC…

Systems and Control · Electrical Eng. & Systems 2025-05-12 Francesco Prignoli , Ying Shuai Quan , Mohammad Jeddi , Jonas Sjöberg , Paolo Falcone

We propose a Model Predictive Control (MPC) with a single-step prediction horizon to approximate the solution of infinite horizon optimal control problems with the expected sum of convex stage costs for constrained linear uncertain systems.…

Optimization and Control · Mathematics 2025-04-24 Eunhyek Joa , Francesco Borrelli

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Anilkumar Parsi , Panagiotis Anagnostaras , Andrea Iannelli , Roy S. Smith

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

This paper proposes tackling safety-critical stochastic Reinforcement Learning (RL) tasks with a sample-based, model-based approach. At the core of the method lies a Model Predictive Control (MPC) scheme that acts as function approximation,…

Systems and Control · Electrical Eng. & Systems 2025-07-30 Filippo Airaldi , Bart De Schutter , Azita Dabiri

This paper proposes to decouple performance optimization and enforcement of asymptotic convergence in Model Predictive Control (MPC) so that convergence to a given terminal set is achieved independently of how much performance is optimized…

Systems and Control · Computer Science 2015-03-02 Alberto Bemporad , Daniele Bernardini , Panagiotis Patrinos