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Robot navigation around humans can be a challenging problem since human movements are hard to predict. Stochastic model predictive control (MPC) can account for such uncertainties and approximately bound the probability of a collision to…

Robotics · Computer Science 2024-07-22 Yunfan Gao , Florian Messerer , Niels van Duijkeren , Moritz Diehl

Chance constraints are widely used in stochastic model predictive control (MPC) to enforce probabilistic state and input constraints in the presence of unbounded disturbances. However, they only restrict violation probabilities and do not…

Optimization and Control · Mathematics 2026-04-14 Jonas Schießl , Ruchuan Ou , Michael H. Baumann , Timm Faulwasser , Lars Grüne

This is the second part of a two-part paper on data-based distributionally robust stochastic optimal power flow (OPF). The general problem formulation and methodology have been presented in Part I [1]. Here, we present extensive numerical…

Optimization and Control · Mathematics 2018-10-29 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler H. Summers

In distributed model predictive control (MPC), the control input at each sampling time is computed by solving a large-scale optimal control problem (OCP) over a finite horizon using distributed algorithms. Typically, such algorithms require…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Giuseppe Belgioioso , Dominic Liao-McPherson , Mathias Hudoba de Badyn , Nicolas Pelzmann , John Lygeros , Florian Dörfler

We propose a robust data-driven model predictive control (MPC) scheme to control linear time-invariant (LTI) systems. The scheme uses an implicit model description based on behavioral systems theory and past measured trajectories. In…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

This note proposes a data-driven output-feedback stabilizing policy iteration for unknown linear discrete-time systems with unmeasurable states. Existing policy iteration methods for optimal control must start from a stabilizing control…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Dongdong Li , Jiuxiang Dong

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

This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…

Systems and Control · Computer Science 2018-07-27 Karthik Elamvazhuthi , Piyush Grover , Spring Berman

This article considers the stochastic optimal control of discrete-time linear systems subject to (possibly) unbounded stochastic disturbances, hard constraints on the manipulated variables, and joint chance constraints on the states. A…

Optimization and Control · Mathematics 2017-06-23 Joel A. Paulson , Edward A. Buehler , Richard D. Braatz , Ali Mesbah

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…

Systems and Control · Computer Science 2013-07-16 Giuseppe C. Calafiore , Lorenzo Fagiano

In this paper, we study a data-enabled predictive control (DeePC) algorithm applied to unknown stochastic linear time-invariant systems. The algorithm uses noise-corrupted input/output data to predict future trajectories and compute optimal…

Optimization and Control · Mathematics 2019-11-04 Jeremy Coulson , John Lygeros , Florian Dörfler

In this paper, a novel adaptive optimal control strategy is proposed to achieve the cooperative optimal output regulation of continuous-time linear multi-agent systems based on adaptive dynamic programming (ADP). The proposed method is…

Systems and Control · Electrical Eng. & Systems 2023-01-18 Omar Qasem , Khalid Jebari , Weinan Gao

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

In this paper, we revisit the computation of controlled invariant sets for linear discrete-time systems through a trajectory-based viewpoint. We begin by introducing the notion of convex feasible points, which provides a new…

Optimization and Control · Mathematics 2026-05-06 Emmanuel Junior Wafo Wembe , Adnane Saoud

Robust data-driven controllers typically rely on datasets from previous experiments, which embed information on the variability of the system parameters across past operational conditions. Complementarily, data collected online can…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Ignacio Sanchez , Filiberto Fele , Daniel Limon

This paper concerns the risk-aware control of stochastic systems with temporal logic specifications dynamically assigned during runtime. Conventional risk-aware control typically assumes that all specifications are predefined and remain…

Systems and Control · Electrical Eng. & Systems 2024-05-01 Maico H. W. Engelaar , Zengjie Zhang , Mircea Lazar , Sofie Haesaert

Dynamical systems with a distributed yet interconnected structure, like multi-rigid-body robots or large-scale multi-agent systems, introduce valuable sparsity into the system dynamics that can be exploited in an optimal control setting for…

Robotics · Computer Science 2021-04-08 Roshan Pradhan , Shuo Yang , Frank Dellaert , Howie Choset , Matthew Travers

This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…

Systems and Control · Computer Science 2018-09-11 Dan Yu , Mohammandhussen Rafieisakhaei , Suman Chakravorty