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In this paper we propose a constrained guaranteed cost robust model predictive controller (GCMPC) for uncertain discrete time systems. This controller was developed based on a quadratic cost functional and guarantee robustness with respect…

Optimization and Control · Mathematics 2018-09-21 Carlos M. Massera , Marco H. Terra , Denis F. Wolf

In this paper, we present Robust Model Predictive Control (MPC) problems with adjustable uncertainty sets. In contrast to standard Robust MPC problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional…

Optimization and Control · Mathematics 2018-09-21 Yeojun Kim , Xiaojing Zhang , Jacopo Guanetti , Francesco Borrelli

We consider the control of semilinear stochastic partial differential equations (SPDEs) via deterministic controls. In the case of multiplicative noise, existence of optimal controls and necessary conditions for optimality are derived. In…

Optimization and Control · Mathematics 2021-10-28 Wilhelm Stannat , Lukas Wessels

In process operations, it is desirable to manage the sensitivity of the system output against external disturbance in the form of finite $\mathcal{L}_2$-gain stabilization. This matter is, however, nonsensical for stochastic systems because…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Yitao Yan , Shuangyu Han , Jie Bao , Biao Huang

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Anilkumar Parsi , Panagiotis Anagnostaras , Andrea Iannelli , Roy S. Smith

In this paper we propose a robust Model Predictive Control where a Gated Recurrent Unit network model is used to learn the input-output dynamic of the system under control. Robust satisfaction of input and output constraints and recursive…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Irene Schimperna , Lalo Magni

The paper considers a stabilizing stochastic control which can be applied to a variety of unstable and even chaotic maps. Compared to previous methods introducing control by noise, we relax assumptions on the class of maps, as well as…

Dynamical Systems · Mathematics 2019-02-25 Elena Braverman , Alexandra Rodkina

We examine robust output feedback control of discrete-time nonlinear systems with bounded uncertainties affecting the dynamics and measurements. Specifically, we demonstrate how to construct semi-infinite programs that produce gains to…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Jad Wehbeh , Eric C. Kerrigan

This work develops a robust nonlinear Model Predictive Control (MPC) framework for path tracking in autonomous vehicles operating at the limits of handling utilizing a Control Contraction Metric (CCM) derived from a perturbed dynamic single…

Systems and Control · Electrical Eng. & Systems 2026-02-11 Joscha F. Bongard , Valentin L. Krieger , Boris Lohmann

Linear Model Predictive Control (MPC) has been successfully used for generating feasible walking motions for humanoid robots. However, the effect of uncertainties on constraints satisfaction has only been studied using Robust MPC (RMPC)…

Systems and Control · Electrical Eng. & Systems 2020-11-16 Ahmad Gazar , Majid Khadiv , Andrea Del Prete , Ludovic Righetti

Uncertainty quantification is a fundamental problem in the analysis and interpretation of synthetic control (SC) methods. We develop conditional prediction intervals in the SC framework, and provide conditions under which these intervals…

Methodology · Statistics 2021-09-09 Matias D. Cattaneo , Yingjie Feng , Rocio Titiunik

This paper addresses the trajectory-tracking problem for discrete-time linear time-invariant systems with bounded parametric uncertainty, subject to hard constraints on system states, control inputs, and input rates. Unlike existing…

Systems and Control · Electrical Eng. & Systems 2026-05-07 Bishal Dey , Abhishek Dhar , Sumit kr. Pandey , Anindita Sengupta

We study feedback motion planning for continuous-time stochastic nonlinear systems under signal temporal logic (STL) specifications. We propose a framework that synthesizes control policies for chance-constrained STL trajectory optimization…

Robotics · Computer Science 2026-05-05 Liqian Ma , Zishun Liu , Glen Chou , Yongxin Chen

We present a heuristic policy and performance bound for risk-sensitive convex stochastic control that generalizes linear-exponential-quadratic regulator (LEQR) theory. Our heuristic policy extends standard, risk-neutral model predictive…

Optimization and Control · Mathematics 2022-05-30 Nicholas Moehle

Given the recent surge of interest in data-driven control, this paper proposes a two-step method to study robust data-driven control for a parameter-unknown linear time-invariant (LTI) system that is affected by energy-bounded noises.…

Systems and Control · Electrical Eng. & Systems 2022-03-15 Jiabao He , Xuan Zhang , Feng Xu , Junbo Tan , Xueqian Wang

Economic model predictive control and tracking model predictive control are two popular advanced process control strategies used in various of fields. Nevertheless, which one should be chosen to achieve better performance in the presence of…

Systems and Control · Electrical Eng. & Systems 2022-01-07 Jiangbang Liu , Song Bo , Benjamin Decardi-Nelson , Jinfeng Liu , Jingtao Hu , Tao Zou

In this paper, we consider a stochastic Model Predictive Control able to account for effects of additive stochastic disturbance with unbounded support, and requiring no restrictive assumption on either independence nor Gaussianity. We…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Martina Mammarella , Teodoro Alamo , Sergio Lucia , Fabrizio Dabbene

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…

Systems and Control · Computer Science 2018-12-03 Monimoy Bujarbaruah , Xiaojing Zhang , Francesco Borrelli

We propose a model-agnostic stochastic predictive control (MASMPC) algorithm for dynamical systems. The proposed approach first discovers \textit{interpretable} governing differential equations from data using a novel algorithm and blends…

Systems and Control · Electrical Eng. & Systems 2022-11-24 Tapas Tripura , Souvik Chakraborty

This work addresses the finite-horizon robust covariance control problem for discrete-time, partially observable, linear system affected by random zero mean noise and deterministic but unknown disturbances restricted to lie in what is…

Optimization and Control · Mathematics 2020-07-02 Georgios Kotsalis , Guanghui Lan , Arkadi Nemirovski
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