Related papers: Predictive Control with Learning-Based Terminal Co…
This paper considers the problem of finding near-optimal Markovian randomized (MR) policies for finite-state-action, infinite-horizon, constrained risk-sensitive Markov decision processes (CRSMDPs). Constraints are in the form of standard…
This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP's) taking values in a general Borel space and with compact action space depending on the state variable. The control…
This work analyzes how the trade-off between the modeling error, the terminal value function error, and the prediction horizon affects the performance of a nominal receding-horizon linear quadratic (LQ) controller. By developing a novel…
We propose a computationally efficient Learning Model Predictive Control (LMPC) scheme for constrained optimal control of a class of nonlinear systems where the state and input can be reconstructed using lifted outputs. For the considered…
We propose model predictive funnel control, a novel model predictive control (MPC) scheme building upon recent results in funnel control. The latter is a high-gain feedback methodology that achieves evolution of the measured output within…
Learning Model Predictive Control (LMPC) improves performance on iterative tasks by leveraging data from previous executions. At each iteration, LMPC constructs a sampled safe set from past trajectories and uses it as a terminal constraint,…
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…
Adaptive control is subject to stability and performance issues when a learned model is used to enhance its performance. This paper thus presents a deep learning-based adaptive control framework for nonlinear systems with…
Robust optimal or min-max model predictive control (MPC) approaches aim to guarantee constraint satisfaction over a known, bounded uncertainty set while minimizing a worst-case performance bound. Traditionally, these methods compute a…
This paper proposes an Adaptive Learning Model Predictive Control strategy for uncertain constrained linear systems performing iterative tasks. The additive uncertainty is modeled as the sum of a bounded process noise and an unknown…
We propose an adaptive Model Predictive Safety Certification (MPSC) scheme for learning-based control of linear systems with bounded disturbances and uncertain parameters where the true parameters are contained within an a priori known set…
This paper designs traffic signal control policies for a network of signalized intersections without knowing the demand and parameters. Within a model predictive control (MPC) framework, control policies consist of an algorithm that…
This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear mixture Markov decision processes (MDPs) under the Bellman optimality condition. Our algorithm for linear mixture MDPs achieves a…
This paper proposes a new sampling-based nonlinear model predictive control (MPC) algorithm, with a bound on complexity quadratic in the prediction horizon N and linear in the number of samples. The idea of the proposed algorithm is to use…
In this paper we present an algorithm to compute risk averse policies in Markov Decision Processes (MDP) when the total cost criterion is used together with the average value at risk (AVaR) metric. Risk averse policies are needed when large…
This paper investigates an infinite-horizon linear quadratic stochastic (LQS) optimal control problem for a class of continuous-time stochastic systems. By employing the technique of adaptive dynamic programming (ADP), we propose a novel…
Model Predictive Control (MPC) is a powerful control strategy; however, its reliance on online optimization poses significant challenges for implementation on systems with limited computational resources. One possible approach to address…
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…
This paper proposes a stabilising model predictive control (MPC) scheme with preview information of disturbance for nonlinear systems. The proposed MPC algorithm is able to not only reject disturbance by making use of disturbance preview…
A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…