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Sampling-based methods have become a cornerstone of contemporary approaches to Model Predictive Control (MPC), as they make no restrictions on the differentiability of the dynamics or cost function and are straightforward to parallelize.…

Robotics · Computer Science 2022-12-07 Jacob Sacks , Byron Boots

This paper presents a simulation-based framework for sequential inference from partially and discretely observed point process (PP's) models with static parameters. Taking on a Bayesian perspective for the static parameters, we build upon…

Methodology · Statistics 2012-01-24 James S. Martin , Ajay Jasra , Emma McCoy

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

This paper investigates methods for estimating the optimal stochastic control policy for a Markov Decision Process with unknown transition dynamics and an unknown reward function. This form of model-free reinforcement learning comprises…

Machine Learning · Computer Science 2019-12-06 Brandon Trabucco , Albert Qu , Simon Li , Ganeshkumar Ashokavardhanan

Gradient flow in the 2-Wasserstein space is widely used to optimize functionals over probability distributions and is typically implemented using an interacting particle system with $n$ particles. Analyzing these algorithms requires showing…

Machine Learning · Computer Science 2026-03-27 Chandan Tankala , Dheeraj M. Nagaraj , Anant Raj

We present a learning model predictive control (MPC) scheme for chance-constrained Markov jump systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…

Optimization and Control · Mathematics 2023-01-06 Mathijs Schuurmans , Panagiotis Patrinos

The accuracy of the underlying model predictions is crucial for the success of model predictive control (MPC) applications. If the model is unable to accurately analyze the dynamics of the controlled system, the performance and stability…

Machine Learning · Computer Science 2024-04-16 Qi Zhang , Lei Wang , Weihua Xu , Hongye Su , Lei Xie

We propose a Stochastic MPC (SMPC) formulation for path planning with autonomous vehicles in scenarios involving multiple agents with multi-modal predictions. The multi-modal predictions capture the uncertainty of urban driving in distinct…

Robotics · Computer Science 2023-11-01 Siddharth H. Nair , Hotae Lee , Eunhyek Joa , Yan Wang , H. Eric Tseng , Francesco Borrelli

We provide a comprehensive review and practical implementation of a recently developed model predictive control (MPC) framework for controlling unknown systems using only measured data and no explicit model knowledge. Our approach relies on…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…

Systems and Control · Electrical Eng. & Systems 2024-10-25 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

This paper formally develops a novel hierarchical planning and control framework for robust payload transportation by quadrupedal robots, integrating a model predictive control (MPC) algorithm with a gradient-descent-based adaptive updating…

A dual adaptive model predictive control (MPC) algorithm is presented for linear, time-invariant systems subject to bounded disturbances and parametric uncertainty in the state-space matrices. Online set-membership identification is…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

This paper investigates the problem of designing data-driven stochastic Model Predictive Control (MPC) for linear time-invariant systems under additive stochastic disturbance, whose probability distribution is unknown but can be partially…

Optimization and Control · Mathematics 2020-12-29 Chao Ning , Fengqi You

In recent studies on model-based reinforcement learning (MBRL), incorporating uncertainty in forward dynamics is a state-of-the-art strategy to enhance learning performance, making MBRLs competitive to cutting-edge model free methods,…

Machine Learning · Computer Science 2019-10-08 Masashi Okada , Tadahiro Taniguchi

We present a case study applying learning-based distributionally robust model predictive control to highway motion planning under stochastic uncertainty of the lane change behavior of surrounding road users. The dynamics of road users are…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Mathijs Schuurmans , Alexander Katriniok , Christopher Meissen , H. Eric Tseng , Panagiotis Patrinos

Posterior distributions arising in ill-posed Bayesian inverse problems are often both analytically intractable and highly sensitive to parameters of the chosen prior family. We aim to understand the sensitivity of intractable posterior…

Methodology · Statistics 2026-04-20 Yucong Liu , Zilai Si , Alexander Strang

We propose a stochastic Model Predictive Control (MPC) framework that ensures closed-loop chance constraint satisfaction for linear systems with general sub-Gaussian process and measurement noise. By considering sub-Gaussian noise, we can…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Yunke Ao , Johannes Köhler , Manish Prajapat , Yarden As , Melanie Zeilinger , Philipp Fürnstahl , Andreas Krause

Recent advances in learning-based model predictive control (MPC) have leveraged neural networks for online model learning, achieving strong performance when nonstationary system dynamics deviate from nominal models. However, existing…

Machine Learning · Computer Science 2026-05-26 Zeyu Shen , Zhuoyuan Wang , Laixi Shi

In addressing wireless networked control systems (WNCS) subject to unexpected packet loss and uncertainties, this paper presents a practical Model Predictive Control (MPC) based control scheme with considerations of of packet dropouts,…

Systems and Control · Electrical Eng. & Systems 2024-03-14 inghao Cao , Subhan Khan , Wanchun Liu , Yonghui Li , Branka Vucetic

The control of complex systems is of critical importance in many branches of science, engineering, and industry. Controlling an unsteady fluid flow is particularly important, as flow control is a key enabler for technologies in energy…

Machine Learning · Computer Science 2020-12-18 Katharina Bieker , Sebastian Peitz , Steven L. Brunton , J. Nathan Kutz , Michael Dellnitz