Related papers: Near-Optimal Performance of Stochastic Model Predi…
As we move towards safety-critical cyber-physical systems that operate in non-stationary and uncertain environments, it becomes crucial to close the gap between classical optimal control algorithms and adaptive learning-based methods. In…
We propose a robust model predictive control (MPC) method for discrete-time linear time-invariant systems with norm-bounded additive disturbances and model uncertainty. In our method, at each time step we solve a finite time robust optimal…
The expansion in automation of increasingly fast applications and low-power edge devices poses a particular challenge for optimization based control algorithms, like model predictive control. Our proposed machine-learning supported approach…
Model Predictive Control (MPC) is a method to control nonlinear systems with guaranteed stability and constraint satisfaction but suffers from high computation times. Approximate MPC (AMPC) with neural networks (NNs) has emerged to address…
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…
The Double Linear Policy (DLP) framework guarantees a Robust Positive Expectation (RPE) under optimized constant-weight designs or admissible prespecified time-varying policies. However, the sequential optimization of these time-varying…
Model predictive control (MPC) is a popular strategy for urban traffic management that is able to incorporate physical and user defined constraints. However, the current MPC methods rely on finite horizon predictions that are unable to…
Model Predictive Control (MPC) is a widely known control method that has proved to be particularly effective in multivariable and constrained control. Closed-loop stability and recursive feasibility can be guaranteed by employing accurate…
We introduce an algorithm called SQDP (Stochastic Quadratic Dynamic Programming) to solve some multistage stochastic optimization problems having strongly convex recourse functions. The algorithm extends the classical Stochastic Dual…
We study episodic linear mixture MDPs with the unknown transition and adversarial rewards under full-information feedback, employing dynamic regret as the performance measure. We start with in-depth analyses of the strengths and limitations…
By optimizing the predicted performance over a receding horizon, model predictive control (MPC) provides the ability to enforce state and control constraints. The present paper considers an extension of MPC for nonlinear systems that can be…
We study the problem of online non-stochastic control (ONC), which is the control of a linear system under adversarial disturbances and adversarial cost functions, with the aim of minimizing the total cost incurred. A recent line of…
This article introduces a numerical algorithm that serves as a preliminary step toward solving continuous-time model predictive control (MPC) problems directly without explicit time-discretization. The chief ingredients of the underlying…
Model predictive control (MPC) has been successful in applications involving the control of complex physical systems. This class of controllers leverages the information provided by an approximate model of the system's dynamics to simulate…
A stochastic model predictive controller (SMPC) of air conditioning (AC) system is proposed to improve the energy efficiency of electric vehicles (EV). A Markov-chain based velocity predictor is adopted to provide a sense of the future…
We consider a generic convex optimization problem associated with regularized empirical risk minimization of linear predictors. The problem structure allows us to reformulate it as a convex-concave saddle point problem. We propose a…
We consider a discrete-time bipartite matching model with random arrivals of units of supply and demand that can wait in queues located at the nodes in the network. A control policy determines which are matched at each time. The focus is on…
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…
A typical bottleneck of model predictive control algorithms is the computational burden in order to compute the receding horizon feedback law which is predominantly determined by the length of the prediction horizon. Based on a relaxed…
In this paper we discuss distributional robustness in the context of stochastic model predictive control (SMPC) for linear time-invariant systems. We derive a simple approximation of the MPC problem under an additive zero-mean i.i.d. noise…