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In this paper, a sampling-based Stochastic Model Predictive Control algorithm is proposed for discrete-time linear systems subject to both parametric uncertainties and additive disturbances. One of the main drivers for the development of…

We present a sample-based Learning Model Predictive Controller (LMPC) for constrained uncertain linear systems subject to bounded additive disturbances. The proposed controller builds on earlier work on LMPC for deterministic systems.…

Systems and Control · Computer Science 2021-01-22 Ugo Rosolia , Francesco Borrelli

According to recent results, convergence in a prespecified or prescribed finite time can be achieved under extreme model uncertainty if control is applied continuously over time. This paper shows that this extreme amount of uncertainty…

Systems and Control · Electrical Eng. & Systems 2023-06-27 Hernan Haimovich , Rodrigo Aldana-Lopez , Richard Seeber , David Gomez-Gutierrez

A robust model predictive control scheme for a class of constrained norm-bounded uncertain discrete-time linear systems is developed under the hypothesis that only partial state measurements are available for feedback. Off-line calculations…

Systems and Control · Computer Science 2018-07-23 Giuseppe Franzè , Massimiliano Mattei , Luciano Ollio , Valerio Scordamaglia

We propose an open loop methodology based on sample statistics to solve chance constrained stochastic optimal control problems with probabilistic safety guarantees for linear systems where the additive Gaussian noise has unknown mean and…

Systems and Control · Electrical Eng. & Systems 2023-03-24 Shawn Priore , Meeko Oishi

The present work extends known finite-dimensional constrained optimal control realizations to the realm of well-posed regular linear infinite-dimensional systems modelled by partial differential equations. The structure-preserving…

Optimization and Control · Mathematics 2020-05-21 Stevan Dubljevic , Jukka-Pekka Humaloja

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu

This paper presents a tractable tube-based robust data-driven predictive control scheme that uses only a single finite noisy input-state trajectory of an unknown discrete-time linear time-invariant (LTI) system. A simplex constraint is…

Systems and Control · Electrical Eng. & Systems 2026-04-17 Chi Wang , David Angeli

This paper presents the open-source stochastic model predictive control framework GRAMPC-S for nonlinear uncertain systems with chance constraints. It provides several uncertainty propagation methods to predict stochastic moments of the…

Systems and Control · Electrical Eng. & Systems 2025-07-25 Daniel Landgraf , Andreas Völz , Knut Graichen

To model combinatorial decision problems involving uncertainty and probability, we introduce stochastic constraint programming. Stochastic constraint programs contain both decision variables (which we can set) and stochastic variables…

Artificial Intelligence · Computer Science 2009-03-09 Toby Walsh

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

This paper is about a parallel algorithm for tube-based model predictive control. The proposed control algorithm solves robust model predictive control problems suboptimally, while exploiting their structure. This is achieved by…

Optimization and Control · Mathematics 2019-10-09 Kai Wang , Yuning Jiang , Juraj Oravec , Mario E. Villanueva , Boris Houska

This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized…

Optimization and Control · Mathematics 2019-01-09 V. Rostampour , T. Keviczky

In this article we present a general framework for non-concave robust stochastic control problems under model uncertainty in a discrete time finite horizon setting. Our framework allows to consider a variety of different path-dependent…

Optimization and Control · Mathematics 2025-05-06 Ariel Neufeld , Julian Sester

Robust design of autonomous systems under uncertainty is an important yet challenging problem. This work proposes a robust controller that consists of a state estimator and a tube based predictive control law. The class of linear systems…

Systems and Control · Electrical Eng. & Systems 2022-10-11 Tianchen Ji , Junyi Geng , Katherine Driggs-Campbell

Safe control of constrained linear systems under both epistemic and aleatory uncertainties is considered. The aleatory uncertainty characterizes random noises and is modeled by a probability distribution function (PDF) and the epistemic…

Systems and Control · Electrical Eng. & Systems 2022-10-28 Hamidreza Modares

While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Shawn Priore , Meeko Oishi

This paper considers the control of uncertain systems that are operated under limited resource factors, such as battery life or hardware longevity. We consider here resource-aware self-triggered control techniques that schedule system…

Systems and Control · Electrical Eng. & Systems 2021-03-11 Yingzhao Lian , Yuning Jiang , Naomi Stricker , Lothar Thiele , Colin N. Jones

Model Predictive Control (MPC) is a powerful control strategy; however, its reliance on online optimization poses significant challenges for implementation on systems with limited computational resources. One possible approach to address…

Optimization and Control · Mathematics 2025-02-19 Hassan Jafari Ozoumchelooei , Mehdi Hosseinzadeh

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard