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We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

The paper considers constrained linear systems with stochastic additive disturbances and noisy measurements transmitted over a lossy communication channel. We propose a model predictive control (MPC) law that minimizes a discounted cost…

Optimization and Control · Mathematics 2020-05-08 Shuhao Yan , Mark Cannon , Paul Goulart

This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…

Systems and Control · Computer Science 2018-12-03 Monimoy Bujarbaruah , Xiaojing Zhang , Francesco Borrelli

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

We provide a functional view of distributional robustness motivated by robust statistics and functional analysis. This results in two practical computational approaches for approximate distributionally robust nonlinear optimization based on…

Systems and Control · Electrical Eng. & Systems 2021-10-27 Yassine Nemmour , Bernhard Schölkopf , Jia-Jie Zhu

This paper presents a new safety specification method that is robust against errors in the probability distribution of disturbances. Our proposed distributionally robust safe policy maximizes the probability of a system remaining in a…

Optimization and Control · Mathematics 2018-10-05 Insoon Yang

In this paper, an optimization problem with uncertain constraint coefficients is considered. Possibility theory is used to model the uncertainty. Namely, a joint possibility distribution in constraint coefficient realizations, called…

Optimization and Control · Mathematics 2023-09-07 Romain Guillaume , Adam Kasperski , Pawel Zielinski

The integration of various power sources, including renewables and electric vehicles, into smart grids is expanding, introducing uncertainties that can result in issues like voltage imbalances, load fluctuations, and power losses. These…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Qi Li , Ye Shi , Yuning Jiang , Yuanming Shi , Haoyu Wang , H. Vincent Poor

In this paper, a risk-aware motion control scheme is considered for mobile robots to avoid randomly moving obstacles when the true probability distribution of uncertainty is unknown. We propose a novel model predictive control (MPC) method…

Robotics · Computer Science 2020-01-15 Astghik Hakobyan , Insoon Yang

We propose a novel approach to design a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertain system is modeled as linear parameter varying with additive disturbance. Set bounds for the system…

Systems and Control · Electrical Eng. & Systems 2022-08-11 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R Stürz , Xiaojing Zhang , Francesco Borrelli

We analyse the conservatism and regret of distributionally robust (DR) stochastic model predictive control (SMPC) when using moment-based ambiguity sets for modeling unknown uncertainties. To quantify the conservatism, we compare the…

Systems and Control · Electrical Eng. & Systems 2024-03-15 Maik Pfefferkorn , Venkatraman Renganathan , Rolf Findeisen

A robust Learning Model Predictive Controller (LMPC) for uncertain systems performing iterative tasks is presented. At each iteration of the control task the closed-loop state, input and cost are stored and used in the controller design.…

Systems and Control · Electrical Eng. & Systems 2021-07-06 Ugo Rosolia , Xiaojing Zhang , Francesco Borrelli

This work studies the distributionally robust evaluation of expected values over temporal data. A set of alternative measures is characterized by the causal optimal transport. We prove the strong duality and recast the causality constraint…

Mathematical Finance · Quantitative Finance 2025-06-18 Bingyan Han

This paper presents a novel distributed robust optimization scheme for steering distributions of multi-agent systems under stochastic and deterministic uncertainty. Robust optimization is a subfield of optimization which aims to discover an…

Robotics · Computer Science 2025-01-31 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

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

Robots must satisfy safety-critical state and input constraints despite disturbances and model mismatch. We introduce a robust model predictive control (RMPC) formulation that is fast, scalable, and compatible with real-time implementation.…

Optimization and Control · Mathematics 2025-09-24 Antoine P. Leeman , Johannes Köhler , Melanie N. Zeilinger

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

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

We develop a novel data-driven robust model predictive control (DDRMPC) approach for automatic control of irrigation systems. The fundamental idea is to integrate both mechanistic models, which describe dynamics in soil moisture variations,…

Systems and Control · Computer Science 2020-06-16 Chao Shang , Wei-Han Chen , Abraham Duncan Stroock , Fengqi You

This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…

Optimization and Control · Mathematics 2026-02-05 Chung-Han Hsieh