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This paper presents a deep learning based model predictive control algorithm for control affine nonlinear discrete time systems with matched and bounded state dependent uncertainties of unknown structure. Since the structure of…

Optimization and Control · Mathematics 2021-09-28 Prabhat K. Mishra , Mateus V. Gasparino , Andres E. B. Velsasquez , Girish Chowdhary

Robust tube-based model predictive control (MPC) methods address constraint satisfaction by leveraging an a priori determined tube controller in the prediction to tighten the constraints. This paper presents a system level tube-MPC (SLTMPC)…

Systems and Control · Electrical Eng. & Systems 2021-11-08 Jerome Sieber , Samir Bennani , Melanie N. Zeilinger

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

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

In this paper we propose an output-feedback Model Predictive Control (MPC) algorithm for linear discrete-time systems affected by a possibly unbounded additive noise and subject to probabilistic constraints. In case the noise distribution…

Systems and Control · Computer Science 2014-08-29 Marcello Farina , Luca Giulioni , Lalo Magni , Riccardo Scattolini

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…

Optimization and Control · Mathematics 2016-11-09 Xuhui Feng , Boris Houska

This work proposes an adaptive output feedback model predictive control (MPC) framework for uncertain systems subject to external disturbances. In the absence of exact knowledge about the plant parameters and complete state measurements,…

Systems and Control · Electrical Eng. & Systems 2025-07-03 Anchita Dey , Shubhendu Bhasin

This paper presents an elastic tube-based model predictive control (MPC) framework for unknown discrete-time linear systems subject to disturbances. Unlike most existing elastic tube-based MPC methods, we do not assume perfect knowledge of…

Systems and Control · Electrical Eng. & Systems 2025-12-25 Niyousha Ghiasi , Bahare Kiumarsi , Hamidreza Modares

Model predictive control (MPC) for uncertain systems in the presence of hard constraints on state and input is a non-trivial problem, and the challenge is increased manyfold in the absence of state measurements. In this paper, we propose an…

Systems and Control · Electrical Eng. & Systems 2023-01-11 Anchita Dey , Abhishek Dhar , Shubhendu Bhasin

In this paper, we study the dynamic regret of online linear quadratic regulator (LQR) control with time-varying cost functions and disturbances. We consider the case where a finite look-ahead window of cost functions and disturbances is…

Optimization and Control · Mathematics 2021-02-03 Runyu Zhang , Yingying Li , Na Li

We study the problem of adaptively controlling a known discrete-time nonlinear system subject to unmodeled disturbances. We prove the first finite-time regret bounds for adaptive nonlinear control with matched uncertainty in the stochastic…

Machine Learning · Computer Science 2020-11-30 Nicholas M. Boffi , Stephen Tu , Jean-Jacques E. Slotine

An output feedback model predictive control (MPC) framework with adaptive tubes is proposed for linear time-invariant systems subject to parametric and additive uncertainties. An adaptive observer provides point estimates of the system…

Systems and Control · Electrical Eng. & Systems 2026-05-25 Anchita Dey , Shubhendu Bhasin

We present an online learning analysis of minimax adaptive control for the case where the uncertainty includes a finite set of linear dynamical systems. Precisely, for each system inside the uncertainty set, we define the model-based regret…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Venkatraman Renganathan , Andrea Iannelli , Anders Rantzer

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…

Optimization and Control · Mathematics 2026-04-21 Vijeth Hebbar , Spencer Hutchinson , Mahnoosh Alizadeh , Cédric Langbort

In this paper, we present a nonlinear robust model predictive control (MPC) framework for general (state and input dependent) disturbances. This approach uses an online constructed tube in order to tighten the nominal (state and input)…

Systems and Control · Electrical Eng. & Systems 2020-06-05 Johannes Köhler , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

Machine Learning · Computer Science 2021-09-30 Yassir Jedra , Alexandre Proutiere

In this paper, we study homothetic tube model predictive control (MPC) of discrete-time linear systems subject to bounded additive disturbance and mixed constraints on the state and input. Different from most existing work on robust MPC, we…

Systems and Control · Electrical Eng. & Systems 2026-01-30 Yulong Gao , Shuhao Yan , Jian Zhou , Mark Cannon

A centralized model predictive controller (MPC), which is unaware of local uncertainties, for an affine discrete time nonlinear system is presented. The local uncertainties are assumed to be matched, bounded and structured. In order to…

Optimization and Control · Mathematics 2020-09-15 Prabhat K. Mishra , Tixian Wang , Mattia Gazzola , Girish Chowdhary

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

This paper is about robust Model Predictive Control (MPC) for linear systems with additive and multiplicative uncertainty. A novel class of configuration-constrained polytopic robust forward invariant tubes is introduced, which admit a…

Optimization and Control · Mathematics 2022-08-29 Mario E. Villanueva , Matthias A. Müller , Boris Houska