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The paper describes a receding horizon control design framework for continuous-time stochastic nonlinear systems subject to probabilistic state constraints. The intention is to derive solutions that are implementable in real-time on…

Systems and Control · Computer Science 2012-11-20 Shridhar K. Shah , Herbert G. Tanner , Chetan D. Pahlajani

In this paper we address the problem of designing receding horizon control algorithms for linear discrete-time systems with parametric uncertainty. We do not consider presence of stochastic forcing or process noise in the system. It is…

Optimization and Control · Mathematics 2014-02-20 Raktim Bhattacharya , James Fisher

In this article, we consider a receding horizon control of discrete-time state-dependent jump linear systems, particular kind of stochastic switching systems, subject to possibly unbounded random disturbances and probabilistic state…

Systems and Control · Computer Science 2014-07-25 Shaikshavali Chitraganti , Samir Aberkane , Christophe Aubrun , Guillermo Valencia-Palomo , Vasile Dragan

This paper presents a data-driven receding horizon control framework for discrete-time linear systems that guarantees robust performance in the presence of bounded disturbances. Unlike the majority of existing data-driven predictive control…

Optimization and Control · Mathematics 2025-10-08 Jian Zheng , Sahand Kiani , Mario Sznaier , Constantino Lagoa

This paper presents a quasi time optimal receding horizon control algorithm. The proposed algorithm generates near time optimal control when the state of the system is far from the target. When the state attains a certain neighbourhood of…

Optimization and Control · Mathematics 2007-05-23 Piotr Bania

In this paper, we develop a provably correct optimal control strategy for a finite deterministic transition system. By assuming that penalties with known probabilities of occurrence and dynamics can be sensed locally at the states of the…

Robotics · Computer Science 2013-03-15 Mária Svoreňová , Ivana Černá , Calin Belta

We propose a distributed data-based predictive control scheme to stabilize a network system described by linear dynamics. Agents cooperate to predict the future system evolution without knowledge of the dynamics, relying instead on learning…

Optimization and Control · Mathematics 2020-12-02 Ahmed Allibhoy , Jorge Cortés

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

We study the stability of receding horizon control for continuous-time non-linear stochastic differential equations. We illustrate the results with a simulation example in which we employ receding horizon control to design an investment…

Optimization and Control · Mathematics 2012-08-21 Fajin Wei , Andrea Lecchini-Visintini

In control and engineering community, models generally contain a number of parameters which are unknown or roughly known. A complete knowledge of these parameters is critical to describe and analyze the dynamics of the system. This paper…

Optimization and Control · Mathematics 2015-01-30 Fei Sun , Kamran Turkoglu

We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…

Optimization and Control · Mathematics 2023-06-12 Vasanth Reddy , Hoda Eldardiry , Almuatazbellah Boker

This paper investigates the data-driven predictive control problems for a class of continuous-time industrial processes with completely unknown dynamics. The proposed approach employs the data-driven technique to get the system matrices…

Optimization and Control · Mathematics 2020-12-08 Yuanqiang Zhou , Dewei Li , Yugeng Xi

We present a stochastic model predictive control framework for nonlinear systems subject to unbounded process noise with closed-loop guarantees. First, we provide a conceptual shrinking-horizon framework that utilizes general probabilistic…

Systems and Control · Electrical Eng. & Systems 2025-06-06 Johannes Köhler , Melanie N. Zeilinger

This paper considers receding horizon control of finite deterministic systems, which must satisfy a high level, rich specification expressed as a linear temporal logic formula. Under the assumption that time-varying rewards are associated…

Optimization and Control · Mathematics 2012-03-14 Xuchu Ding , Mircea Lazar , Calin Belta

We propose a receding horizon control strategy that readily handles systems that exhibit interval-wise total energy constraints on the input control sequence. The approach is based on a variable optimization horizon length and contractive…

Systems and Control · Computer Science 2012-03-22 Eduardo Arvelo , Nuno C. Martins

We provide a solution to the problem of receding horizon control for stochastic discrete-time systems with bounded control inputs and imperfect state measurements. For a suitable choice of control policies, we show that the finite-horizon…

Optimization and Control · Mathematics 2010-04-15 Peter Hokayem , Eugenio Cinquemani , Debasish Chatterjee , Federico Ramponi , John Lygeros

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…

Optimization and Control · Mathematics 2024-03-04 Deyue Li

This paper presents an iterative learning control (ILC) scheme for continuously operated repetitive systems for which no initial condition reset exists. To accomplish this, we develop a lifted system representation that accounts for the…

Systems and Control · Electrical Eng. & Systems 2021-08-17 Maxwell Wu , Mitchell Cobb , James Reed , Kirti Mishra , Chris Vermillion , Kira Barton

We propose a data-driven receding-horizon control method dealing with the chance-constrained output-tracking problem of unknown stochastic linear time-invariant (LTI) systems with partial state observation. The proposed method takes into…

Systems and Control · Electrical Eng. & Systems 2025-11-13 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith
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