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Model predictive control (MPC) is an effective approach to control multivariable dynamic systems with constraints. Most real dynamic models are however affected by plant-model mismatch and process uncertainties, which can lead to…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Zhengang Zhong , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis

Precise control under uncertainty requires a good understanding and characterization of the noise affecting the system. This paper studies the problem of steering state distributions of dynamical systems subject to partially known…

Optimization and Control · Mathematics 2024-03-20 Joshua Pilipovsky , Panagiotis Tsiotras

The integration of various power sources, including renewables and electric vehicles, into smart grids is expanding, introducing uncertainties that can result in issues like voltage imbalances, load fluctuations, and power losses. These…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Qi Li , Ye Shi , Yuning Jiang , Yuanming Shi , Haoyu Wang , H. Vincent Poor

This study addresses the stochastic Model Predictive Control (MPC) problem for linear time-invariant systems subjected to unknown disturbance distributions. By leveraging the most recent disturbance data, we construct a set of distributions…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Xu Chen , Lorenz Dörschel

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…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

This paper presents a novel approach to addressing the distributionally robust nonlinear model predictive control (DRNMPC) problem. Current literature primarily focuses on the static Wasserstein distributionally robust optimal control…

Optimization and Control · Mathematics 2023-04-18 Zhengang Zhong , Jia-Jie Zhu

In this paper, a risk-aware motion control scheme is considered for mobile robots to avoid randomly moving obstacles when the true probability distribution of uncertainty is unknown. We propose a novel model predictive control (MPC) method…

Robotics · Computer Science 2020-01-15 Astghik Hakobyan , Insoon Yang

We consider distributionally robust optimization problems where the uncertainty is modeled via a structured Wasserstein ambiguity set. Specifically, the ambiguity is restricted to product measures $P^{\otimes N}$, where $P$ lies within a…

Optimization and Control · Mathematics 2026-04-14 Andrey Kharitenko , Marta Fochesato , Anastasios Tsiamis , Niklas Schmid , John Lygeros

We propose a distributionally robust data-driven predictive control framework for stochastic linear time-invariant systems with unknown dynamics and disturbance distributions. We use an offline trajectory to fit the subspace predictive…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Mirhan Urkmez , Shahab Heshmati-Alamdari

Wasserstein distributionally robust control (WDRC) is an effective method for addressing inaccurate distribution information about disturbances in stochastic systems. It provides various salient features, such as an out-of-sample…

Systems and Control · Electrical Eng. & Systems 2022-09-08 Astghik Hakobyan , Insoon Yang

A data-driven MPC scheme is proposed to safely control constrained stochastic linear systems using distributionally robust optimization. Distributionally robust constraints based on the Wasserstein metric are imposed to bound the state…

Optimization and Control · Mathematics 2021-05-19 Zhengang Zhong , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…

Optimization and Control · Mathematics 2026-02-05 Chung-Han Hsieh

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…

Systems and Control · Electrical Eng. & Systems 2022-04-05 Charis Stamouli , Anastasios Tsiamis , Manfred Morari , George J. Pappas

Safe operation of autonomous systems requires robustness to both model uncertainty and uncertainty in the environment. We propose DRP-$\mathcal{L}_1$AC, a hierarchical framework for stochastic nonlinear systems that integrates…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Astghik Hakobyan , Amaras Nazarians , Aditya Gahlawat , Naira Hovakimyan , Ilya Kolmanovsky

Distributionally robust control (DRC) aims to effectively manage distributional ambiguity in stochastic systems. While most existing works address inaccurate distributional information in fully observable settings, we consider a partially…

Systems and Control · Electrical Eng. & Systems 2022-12-23 Astghik Hakobyan , Insoon Yang

In this paper, we consider the problem of propagating an uncertain distribution by a possibly non-linear function and quantifying the resulting uncertainty. We measure the uncertainty using the Wasserstein distance, and for a given input…

Systems and Control · Electrical Eng. & Systems 2025-06-13 Eduardo Figueiredo , Steven Adams , Peyman Mohajerin Esfahani , Luca Laurenti

This paper is about a class of distributionally robust model predictive controllers (MPC) for nonlinear stochastic processes that evaluate risk and control performance measures by propagating ambiguity sets in the space of state probability…

Optimization and Control · Mathematics 2022-06-22 Fan Wu , Mario E. Villanueva , Boris Houska

We consider distributionally robust optimal control of stochastic linear systems under signal temporal logic (STL) chance constraints when the disturbance distribution is unknown. By assuming that the underlying predicate functions are…

Systems and Control · Electrical Eng. & Systems 2024-09-09 Arash Bahari Kordabad , Eleftherios E. Vlahakis , Lars Lindemann , Dimos V. Dimarogonas , Sadegh Soudjani

This paper presents a distributionally robust stochastic model predictive control (SMPC) approach for linear discrete-time systems subject to unbounded and correlated additive disturbances. We consider hard input constraints and state…

Optimization and Control · Mathematics 2021-09-21 Christoph Mark , Steven Liu
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