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Model predictive control strategies require to solve in an sequential manner, many, possibly non-convex, optimization problems. In this work, we propose an interacting stochastic agent system to solve those problems. The agents evolve in…

Optimization and Control · Mathematics 2023-12-21 Giacomo Borghi , Michael Herty

Reliable optimal control is challenging when the dynamics of a nonlinear system are unknown and only infrequent, noisy output measurements are available. This work addresses this setting of limited sensing by formulating a Bayesian prior…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Robert Lefringhausen , Theodor Springer , Sandra Hirche

Integrating measurements and historical data can enhance control systems through learning-based techniques, but ensuring performance and safety is challenging. Robust model predictive control strategies, like stochastic model predictive…

Systems and Control · Electrical Eng. & Systems 2023-03-28 J. Pohlodek , H. Alsmeier , B. Morabito , C. Schlauch , A. Savchenko , R. Findeisen

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras

Model-based control requires an accurate model of the system dynamics for precisely and safely controlling the robot in complex and dynamic environments. Moreover, in the presence of variations in the operating conditions, the model should…

Robotics · Computer Science 2024-09-04 Alessandro Saviolo , Jonathan Frey , Abhishek Rathod , Moritz Diehl , Giuseppe Loianno

We propose a modeling framework for stochastic systems, termed Gaussian behaviors, that describes finite-length trajectories of a system as a Gaussian process. The proposed model naturally quantifies the uncertainty in the trajectories, yet…

Systems and Control · Electrical Eng. & Systems 2026-04-02 András Sasfi , Ivan Markovsky , Alberto Padoan , Florian Dörfler

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

This paper presents a nonlinear model predictive control strategy for stochastic systems with general (state and input dependent) disturbances subject to chance constraints. Our approach uses an online computed stochastic tube to ensure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Systems and Control · Computer Science 2019-10-03 Truong X. Nghiem

This paper presents a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. By jointly optimizing control inputs…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Teruki Kato , Ryotaro Shima , Kenji Kashima

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2022-12-05 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

This paper presents a learning- and scenario-based model predictive control (MPC) design approach for systems modeled in linear parameter-varying (LPV) framework. Using input-output data collected from the system, a state-space LPV model…

Systems and Control · Electrical Eng. & Systems 2024-07-23 Yajie Bao , Hossam S. Abbas , Javad Mohammadpour Velni

Uncertainty plays a key role in future prediction. The future is uncertain. That means there might be many possible futures. A future prediction method should cover the whole possibilities to be robust. In autonomous driving, covering…

Computer Vision and Pattern Recognition · Computer Science 2022-09-28 Adil Kaan Akan

Nonlinear model predictive control (NMPC) is one of the few control methods that can handle multivariable nonlinear controlsystems with constraints. Gaussian processes (GPs) present a powerful tool to identify the required plant model and…

Optimization and Control · Mathematics 2020-05-26 E. Bradford , L. Imsland , D. Zhang , E. A. del Rio-Chanona

This paper considers risk-sensitive model predictive control for stochastic systems with a decision-dependent distribution. This class of systems is commonly found in human-robot interaction scenarios. We derive computationally tractable…

Optimization and Control · Mathematics 2025-06-02 Renzi Wang , Mathijs Schuurmans , Panagiotis Patrinos

Nonlinear model predictive control has become a popular approach to deal with highly nonlinear and unsteady state systems, the performance of which can however deteriorate due to unaccounted uncertainties. Model predictive control is…

Optimization and Control · Mathematics 2021-03-02 Eric Bradford , Lars Imsland

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

Stochastic model predictive control has been a successful and robust control framework for many robotics tasks where the system dynamics model is slightly inaccurate or in the presence of environment disturbances. Despite the successes, it…

Robotics · Computer Science 2022-04-07 Rel Guzman , Rafael Oliveira , Fabio Ramos

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

In this paper a new framework has been applied to the design of controllers which encompasses nonlinearity, hysteresis and arbitrary density functions of forward models and inverse controllers. Using mixture density networks, the…

Optimization and Control · Mathematics 2018-01-09 Randa Herzallah