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Nonlinear Model Predictive Control (NMPC) is widely used for controlling high-speed robotic systems such as quadrotors. However, its significant computational demands often hinder real-time feasibility and reliability, particularly in…

Systems and Control · Electrical Eng. & Systems 2025-09-30 Saber Omidi

Robustness analysis is very important in biology and neuroscience, to unravel behavioural patterns of systems that are conserved despite large parametric uncertainties. To make studies of probabilistic robustness more efficient and scalable…

Quantitative Methods · Quantitative Biology 2026-01-08 Uros Sutulovic , Daniele Proverbio , Rami Katz , Giulia Giordano

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 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

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

Computation · Statistics 2026-05-19 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

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

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

Approaches for stochastic nonlinear model predictive control (SNMPC) typically make restrictive assumptions about the system dynamics and rely on approximations to characterize the evolution of the underlying uncertainty distributions. For…

Robotics · Computer Science 2023-09-14 Adam Polevoy , Marin Kobilarov , Joseph Moore

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

Despite great successes, model predictive control (MPC) relies on an accurate dynamical model and requires high onboard computational power, impeding its wider adoption in engineering systems, especially for nonlinear real-time systems with…

Systems and Control · Electrical Eng. & Systems 2023-07-03 Amin Vahidi-Moghaddam , Kaian Chen , Kaixiang Zhang , Zhaojian Li , Yan Wang , Kai Wu

In automated driving, risk describes potential harm to passengers of an autonomous vehicle (AV) and other road users. Recent studies suggest that human-like driving behavior emerges from embedding risk in AV motion planning algorithms.…

Optimization and Control · Mathematics 2025-07-17 Leon Tolksdorf , Arturo Tejada , Nathan van de Wouw , Christian Birkner

Designing provably safe control is a core problem in trustworthy autonomy. However, most prior work in this regard assumes either that the system dynamics are known or deterministic, or that the state and action space are finite,…

Robotics · Computer Science 2026-02-04 Xinhang Ma , Junlin Wu , Yiannis Kantaros , Yevgeniy Vorobeychik

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

Electricity systems are experiencing increased effects of randomness and variability due to emerging stochastic assets. The increased effects introduce new uncertainties into power systems that can impact system operability and reliability.…

Systems and Control · Electrical Eng. & Systems 2022-11-10 Naeem Turner-Bandele , Amritanshu Pandey , Larry Pileggi

We present a provably safe sampling-based motion planning algorithm for robotic systems affected by random disturbances of unknown distribution. We consider systems with linear or linearizable dynamics evolving in workspace with…

Robotics · Computer Science 2026-05-27 Ibon Gracia , Qi Heng Ho , Luca Laurenti , Morteza Lahijanian

Model Predictive Control (MPC) offers rigorous safety and performance guarantees but is computationally intensive. Approximate MPC (AMPC) aims to circumvent this drawback by learning a computationally cheaper surrogate policy. Common…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Elias Milios , Kim P. Wabersich , Felix Berkel , Felix Gruber , Melanie N. Zeilinger

Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for…

Machine Learning · Computer Science 2025-12-05 Hany Abdulsamad , Sahel Iqbal , Simo Särkkä

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

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

Model-based safety analysis approaches aim at finding critical failure combinations by analysis of models of the whole system (i.e. software, hardware, failure modes and environment). The advantage of these methods compared to traditional…

Logic in Computer Science · Computer Science 2010-06-29 Matthias Güdemann , Frank Ortmeier