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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

Sample average approximation--based stochastic dynamic programming (SDP) and model predictive control (MPC) are two different methods for approaching multistage stochastic optimization. In this paper we investigate the conditions under…

Optimization and Control · Mathematics 2026-02-10 Dominic S. T. Keehan , Andrew B. Philpott , Edward J. Anderson

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

In this paper, we provide a generalized framework for Variational Inference-Stochastic Optimal Control by using thenon-extensive Tsallis divergence. By incorporating the deformed exponential function into the optimality likelihood function,…

Machine Learning · Computer Science 2021-04-02 Ziyi Wang , Oswin So , Jason Gibson , Bogdan Vlahov , Manan S. Gandhi , Guan-Horng Liu , Evangelos A. Theodorou

Long prediction horizons in Model Predictive Control (MPC) often prove to be efficient, however, this comes with increased computational cost. Recently, a Robust Model Predictive Control (RMPC) method has been proposed which exploits models…

Systems and Control · Electrical Eng. & Systems 2021-05-17 Tim Brüdigam , Johannes Teutsch , Dirk Wollherr , Marion Leibold

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

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

Model Predictive Control (MPC) is among the most widely adopted and reliable methods for robot control, relying critically on an accurate dynamics model. However, existing dynamics models used in the gradient-based MPC are limited by…

Robotics · Computer Science 2025-08-11 Jan Węgrzynowski , Piotr Kicki , Grzegorz Czechmanowski , Maciej Krupka , Krzysztof Walas

Model Predictive Control (MPC) is a versatile approach capable of accommodating diverse control requirements that holds significant promise for a broad spectrum of industrial applications. Noteworthy challenges associated with MPC include…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Ryuta Moriyasu , Sho Kawaguchi , Kenji Kashima

Motion planning for autonomous driving must account for multi-modal uncertainty in both the intentions and trajectories of surrounding vehicles. Handling uncertainty in a worst-case manner guarantees robustness but often leads to excessive…

Robotics · Computer Science 2026-05-22 Zekun Xing , Ramkrishna Chaudhari , Marion Leibold , Dirk Wollherr , Martin Buss

This paper proposes a form of MPC in which the control variables are moved asynchronously. This contrasts with most MIMO control schemes, which assume that all variables are updated simultaneously. MPC outperforms other control strategies…

Systems and Control · Computer Science 2015-03-17 K. V. Ling , J. M. Maciejowski , A. G. Richards , B-F. Wu

Stochastic model-predictive control (SMPC) has evolved to a powerful framework for the control of stochastic dynamical systems. SMPC utilizes a probabilistic uncertainty description to provide a systematic trade-off between the control…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Bendegúz Györök , Roland Tóth , Maarten Schoukens , Tamás Péni

In this paper, we revisit the computation of controlled invariant sets for linear discrete-time systems through a trajectory-based viewpoint. We begin by introducing the notion of convex feasible points, which provides a new…

Optimization and Control · Mathematics 2026-05-06 Emmanuel Junior Wafo Wembe , Adnane Saoud

This paper presents a tutorial and survey on Probabilistic Inference-based Model Predictive Control (PI-MPC). PI-MPC reformulates finite-horizon optimal control as inference over an optimal control distribution expressed as a Boltzmann…

Robotics · Computer Science 2026-04-09 Kohei Honda

Model predictive control (MPC) is a powerful technique for solving dynamic control tasks. In this paper, we show that there exists a close connection between MPC and online learning, an abstract theoretical framework for analyzing online…

Robotics · Computer Science 2019-10-10 Nolan Wagener , Ching-An Cheng , Jacob Sacks , Byron Boots

Automated vehicles require efficient and safe planning to maneuver in uncertain environments. Largely this uncertainty is caused by other traffic participants, e.g., surrounding vehicles. Future motion of surrounding vehicles is often…

Systems and Control · Electrical Eng. & Systems 2022-06-09 Tim Brüdigam , Michael Olbrich , Dirk Wollherr , Marion Leibold

Model predictive control (MPC) has been successful in applications involving the control of complex physical systems. This class of controllers leverages the information provided by an approximate model of the system's dynamics to simulate…

Machine Learning · Computer Science 2020-10-09 Rel Guzman , Rafael Oliveira , Fabio Ramos

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

We propose a novel Stochastic Model Predictive Control (MPC) for uncertain linear systems subject to probabilistic constraints. The proposed approach leverages offline learning to extract key features of affine disturbance feedback…

Systems and Control · Electrical Eng. & Systems 2024-11-22 Hotae Lee , Francesco Borrelli

An approach to resilient planning and control of autonomous vehicles in multi-vehicle traffic scenarios is proposed. The proposed method is based on model predictive control (MPC), where alternative predictions of the surrounding traffic…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Victor Fors , Björn Olofsson , Erik Frisk