Related papers: Near-Optimal Performance of Stochastic Model Predi…

A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive…

We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…

We present an output feedback stochastic model predictive controller (SMPC) for constrained linear time-invariant systems. The system is perturbed by additive Gaussian disturbances on state and additive Gaussian measurement noise on output.…

We introduce a generic template for developing regret minimization algorithms in the Stochastic Shortest Path (SSP) model, which achieves minimax optimal regret as long as certain properties are ensured. The key of our analysis is a new…

This paper proposes a novel robust Model Predictive Control (MPC) scheme for linear discrete-time systems affected by model uncertainty described by interval matrices. The key feature of the proposed method is a bound on the uncertainty…

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

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…

Common approaches for direct model predictive control (MPC) for current reference tracking in power electronics suffer from the high computational complexity encountered when solving integer optimal control problems over long prediction…

In this paper, we address the stochastic MPC (SMPC) problem for linear systems, subject to chance state constraints and hard input constraints, under unknown noise distribution. First, we reformulate the chance state constraints as…

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

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…

We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…

This paper presents a time-optimal Model Predictive Control (MPC) scheme for linear discrete-time systems subject to multiplicative uncertainties represented by interval matrices. To render the uncertainty propagation computationally…

RBM-MPC is a computationally efficient variant of Model Predictive Control (MPC) in which the Random Batch Method (RBM) is used to speed up the finite-horizon optimal control problems at each iteration. In this paper, stability and…

This paper demonstrates the applicability of the safe model predictive control (SMPC) framework to autonomous driving scenarios, focusing on the design of adaptive cruise control (ACC) and automated lane-change systems. Building on the SMPC…

Policy design in non-stationary Markov Decision Processes (MDPs) is inherently challenging due to the complexities introduced by time-varying system transition and reward, which make it difficult for learners to determine the optimal…

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

This paper is about a real-time model predictive control (MPC) algorithm for a particular class of model based controllers, whose objective consists of a nominal tracking objective and an additional learning objective. Here, the…

We propose a simple and computationally efficient approach for designing a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertainty is modeled as an additive disturbance and an additive error on the…

We present Shrinking Horizon Model Predictive Control (SHMPC) for discrete-time linear systems with Signal Temporal Logic (STL) specification constraints under stochastic disturbances. The control objective is to maximize an optimization…