Related papers: Recursively feasible Data-driven Distributionally …
We consider a class of finite-horizon, linear-quadratic stochastic control problems, where the probability distribution governing the noise process is unknown but assumed to belong to an ambiguity set consisting of all distributions whose…
In this paper, we revisit the computation of controlled invariant sets for linear discrete-time systems through a trajectory-based viewpoint. We begin by introducing the notion of convex feasible points, which provides a new…
The use of available disturbance predictions within a nominal model predictive control formulation is studied. The main challenge that arises is the loss of recursive feasibility and stability guarantees when a persistent disturbance is…
We propose a robust adaptive Model Predictive Control (MPC) strategy with online set-based estimation for constrained linear systems with unknown parameters and bounded disturbances. A sample-based test applied to predicted trajectories is…
The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…
This paper introduces a continuous-time constrained nonlinear control scheme which implements a model predictive control strategy as a continuous-time dynamic system. The approach is based on the idea that the solution of the optimal…
We consider the problem of designing robust state-feedback controllers for discrete-time linear time-invariant systems, based directly on measured data. The proposed design procedures require no model knowledge, but only a single open-loop…
This paper presents a new data-driven robust predictive control law, for linear systems affected by unknown-but-bounded process disturbances. A sequence of input-state data is used to construct a suitable uncertainty representation based on…
In this paper, we address the problem of designing stochastic model predictive control (SMPC) schemes for linear systems affected by unbounded disturbances. The contribution of the paper is rooted in a measured-state initialization…
We propose an iterative approach for designing Robust Learning Model Predictive Control (LMPC) policies for a class of nonlinear systems with additive, unmodelled dynamics. The nominal dynamics are assumed to be difference flat, i.e., the…
This paper proposes an Adaptive Stochastic Model Predictive Control (MPC) strategy for stable linear time-invariant systems in the presence of bounded disturbances. We consider multi-input, multi-output systems that can be expressed by a…
Despite the success of Gaussian process based Model Predictive Control (MPC) in robotic control, its applicability scope is greatly hindered by multimodal disturbances that are prevalent in real-world settings. Here we propose a novel…
The problem of achieving a good trade-off in Stochastic Model Predictive Control between the competing goals of improving the average performance and reducing conservativeness, while still guaranteeing recursive feasibility and low…
Handling uncertainty in model predictive control comes with various challenges, especially when considering state constraints under uncertainty. Most methods focus on either the conservative approach of robustly accounting for uncertainty…
We study two-stage stochastic optimization problems with random recourse, where the adaptive decisions are multiplied with the uncertain parameters in both the objective function and the constraints. To mitigate the computational…
This paper presents a robust data-driven controller design based on the noisy input-output data without assumptions on the statistical properties of the noises. We start with the direct data-representation of system models that take…
In this paper we propose a model predictive control scheme for constrained fractional-order discrete-time systems. We prove that all constraints are satisfied at all time instants and we prescribe conditions for the origin to be an…
This paper proposes a new framework and several results to quantify the performance of data-driven state-feedback controllers for linear systems against targeted perturbations of the training data. We focus on the case where subsets of the…
We present a data-driven nonlinear predictive control approach for the class of discrete-time multi-input multi-output feedback linearizable nonlinear systems. The scheme uses a non-parametric predictive model based only on input and noisy…
This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…