Related papers: A distributionally robust optimization approach to…
Stochastic Model Predictive Control addresses uncertainties by incorporating chance constraints that provide probabilistic guarantees of constraint satisfaction. However, simultaneously optimizing over the risk allocation and the feedback…
This paper presents a novel distributed model predictive control (MPC) formulation without terminal cost and a corresponding distributed synthesis approach for distributed linear discrete-time systems with coupled constraints. The proposed…
We consider a variant of the set covering problem with uncertain parameters, which we refer to as the chance-constrained set multicover problem (CC-SMCP). In this problem, we assume that there is uncertainty regarding whether a selected set…
This paper proposes Distributed Model Predictive Covariance Steering (DiMPCS) for multi-agent control under stochastic uncertainty. The scope of our approach is to blend covariance steering theory, distributed optimization and model…
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…
Increasing integration of renewable generation poses significant challenges to ensure robustness guarantees in real-time energy system decision-making. This work aims to develop a robust optimal transmission switching (OTS) framework that…
High-probability analysis of stochastic first-order optimization methods under mild assumptions on the noise has been gaining a lot of attention in recent years. Typically, gradient clipping is one of the key algorithmic ingredients to…
Various distributed optimization methods have been developed for solving problems which have simple local constraint sets and whose objective function is the sum of local cost functions of distributed agents in a network. Motivated by…
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…
Uncertainties in the environment and behavior model inaccuracies compromise the state estimation of a dynamic obstacle and its trajectory predictions, introducing biases in estimation and shifts in predictive distributions. Addressing these…
Control of nonlinear distributed parameter systems (DPS) under uncertainty is a meaningful task for many industrial processes. However, both intrinsic uncertainty and high dimensionality of DPS require intensive computations, while…
This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…
In scenarios where high penetration of renewable energy sources (RES) is connected to the grid over long distances, the output of RES exhibits significant fluctuations, making it difficult to accurately characterize. The intermittency and…
The distributed biased min-consensus (DBMC) protocol is an iterative scheme that solves the shortest path problem asymptotically, requiring only local information exchange between neighboring nodes. By appropriately designing the gain…
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,…
This work proposes a novel robust model predictive control (MPC) algorithm for linear systems affected by dynamic model uncertainty and exogenous disturbances. The uncertainty is modeled using a linear fractional perturbation structure with…
This paper proposes a two-time scale neurodynamic duplex approach to solve distributionally robust geometric joint chance-constrained optimization problems. The probability distributions of the row vectors are not known in advance and…
This paper presents a distributed learning model predictive control (DLMPC) scheme for distributed linear time invariant systems with coupled dynamics and state constraints. The proposed solution method is based on an online distributed…
We consider a distributionally robust Partially Observable Markov Decision Process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the beginning of each decision period, but their realizations…
Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this framework, one assumes that the underlying joint…