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Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Simon Muntwiler , Kim P. Wabersich , Lukas Hewing , Melanie N. Zeilinger

We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…

Optimization and Control · Mathematics 2018-02-27 Prabhat Kumar Mishra , Debasish Chatterjee , Daniel E. Quevedo

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

In this paper, we investigate constrained control of continuous-time linear stochastic systems. We show that for certain system parameter settings, constrained control policies can never achieve stabilization. Specifically, we explore a…

Systems and Control · Electrical Eng. & Systems 2021-08-17 Ahmet Cetinkaya , Masako Kishida

Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…

Machine Learning · Statistics 2026-02-05 Bror Hultberg , Dave Zachariah , Antônio H. Ribeiro

In this paper, we focus on formal synthesis of control policies for finite Markov decision processes with non-negative real-valued costs. We develop an algorithm to automatically generate a policy that guarantees the satisfaction of a…

Logic in Computer Science · Computer Science 2013-09-10 Maria Svorenova , Ivana Cerna , Calin Belta

This work addresses the exact characterization of the covariance dynamics related to linear discrete-time systems subject to both additive and parametric stochastic uncertainties that are potentially unbounded. Using this characterization,…

Systems and Control · Electrical Eng. & Systems 2026-01-22 Kaouther Moussa , Mirko Fiacchini

This paper studies robust time-inconsistent (TIC) linear-quadratic stochastic control problems, formulated by stochastic differential games. By a spike variation approach, we derive sufficient conditions for achieving the Nash equilibrium,…

Optimization and Control · Mathematics 2025-04-29 Bingyan Han , Chi Seng Pun , Hoi Ying Wong

In this paper, which is a continuation of the previously published discrete time paper we develop a theory for continuous time stochastic control problems which, in various ways, are time inconsistent in the sense that they do not admit a…

Optimization and Control · Mathematics 2016-12-13 Tomas Björk , Mariana Khapko , Agatha Murgoci

Control barrier functions are widely used to synthesize safety-critical controls. However, the presence of Gaussian-type noise in dynamical systems can generate unbounded signals and potentially result in severe consequences. Although…

Systems and Control · Electrical Eng. & Systems 2023-12-21 Chuanzheng Wang , Yiming Meng , Jun Liu , Stephen Smith

Stochastic Model Predictive Control has proved to be an efficient method to plan trajectories in uncertain environments, e.g., for autonomous vehicles. Chance constraints ensure that the probability of collision is bounded by a predefined…

Systems and Control · Electrical Eng. & Systems 2021-05-17 Tim Brüdigam , Fulvio di Luzio , Lucia Pallottino , Dirk Wollherr , Marion Leibold

Motion planning classically concerns the problem of accomplishing a goal configuration while avoiding obstacles. However, the need for more sophisticated motion planning methodologies, taking temporal aspects into account, has emerged. To…

Systems and Control · Computer Science 2017-03-08 Lars Lindemann , Dimos V. Dimarogonas

Signal Temporal Logic (STL) is an efficient technique for describing temporal constraints. It can play a significant role in robotic manipulation, for example, to optimize the robot performance according to task-dependent metrics. In this…

Robotics · Computer Science 2021-10-04 Akshay Dhonthi , Philipp Schillinger , Leonel Rozo , Daniele Nardi

We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler

In this paper, we consider the notion of resilience of a dynamical system, defined by the maximum disturbance a controlled dynamical system can withstand while satisfying given temporal logic specifications. Given a dynamical system and a…

Systems and Control · Electrical Eng. & Systems 2025-09-10 Youssef Ait Si , Ratnangshu Das , Negar Monir , Sadegh Soudjani , Pushpak Jagtap , Adnane Saoud

We study challenges using reinforcement learning in controlling energy systems, where apart from performance requirements, one has additional safety requirements such as avoiding blackouts. We detail how these safety requirements in…

Software Engineering · Computer Science 2023-08-14 Chih-Hong Cheng , Venkatesh Prasad Venkataramanan , Pragya Kirti Gupta , Yun-Fei Hsu , Simon Burton

This paper addresses the problem of learning optimal policies for satisfying signal temporal logic (STL) specifications by agents with unknown stochastic dynamics. The system is modeled as a Markov decision process, in which the states…

Systems and Control · Computer Science 2016-09-26 Derya Aksaray , Austin Jones , Zhaodan Kong , Mac Schwager , Calin Belta

In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients.…

Optimization and Control · Mathematics 2017-03-29 Ying Hu , Jianhui Huang , Xun Li

Control systems operating in the real world face countless sources of unpredictable uncertainties. These random disturbances can render deterministic guarantees inapplicable and cause catastrophic safety failures. To overcome this, this…

Systems and Control · Electrical Eng. & Systems 2026-02-10 Pol Mestres , Blake Werner , Ryan K. Cosner , Aaron D. Ames

In this paper we present a Learning Model Predictive Control (LMPC) strategy for linear and nonlinear time optimal control problems. Our work builds on existing LMPC methodologies and it guarantees finite time convergence properties for the…

Systems and Control · Electrical Eng. & Systems 2020-10-06 Ugo Rosolia , Francesco Borrelli