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Model predictive control is a powerful framework for enabling optimal control of constrained systems. However, for systems that are described by high-dimensional state spaces this framework can be too computationally demanding for real-time…

Systems and Control · Electrical Eng. & Systems 2020-08-24 Joseph Lorenzetti , Marco Pavone

In this work we consider the online control of a known linear dynamic system with adversarial disturbance and adversarial controller cost. The goal in online control is to minimize the regret, defined as the difference between cumulative…

Optimization and Control · Mathematics 2021-10-15 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

The control of large-scale cyber-physical systems requires optimal distributed policies relying solely on limited communication with neighboring agents. However, computing stabilizing controllers for nonlinear systems while optimizing…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Muhammad Zakwan , Giancarlo Ferrari-Trecate

The increasing presence of large-scale distributed systems highlights the need for scalable control strategies where only local communication is required. Moreover, in safety-critical systems it is imperative that such control strategies…

Optimization and Control · Mathematics 2022-03-16 Carmen Amo Alonso , Jing Shuang Li , James Anderson , Nikolai Matni

This paper is concerned with model predictive control (MPC) of discrete-time linear systems subject to bounded additive disturbance and mixed constraints on the state and input, whereas the true disturbance set is unknown. Unlike most…

Optimization and Control · Mathematics 2024-05-22 Yulong Gao , Shuhao Yan , Jian Zhou , Mark Cannon , Alessandro Abate , Karl H. Johansson

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

We study control of constrained linear systems with only partial statistical information about the uncertainty affecting the system dynamics and the sensor measurements. Specifically, given a finite collection of disturbance realizations…

Optimization and Control · Mathematics 2024-07-15 Jean-Sébastien Brouillon , Andrea Martin , John Lygeros , Florian Dörfler , Giancarlo Ferrari Trecate

This paper studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk…

Systems and Control · Electrical Eng. & Systems 2022-06-27 Anushri Dixit , Mohamadreza Ahmadi , Joel W. Burdick

In this paper, we focus on the problem of shrinking-horizon Model Predictive Control (MPC) in uncertain dynamic environments. We consider controlling a deterministic autonomous system that interacts with uncontrollable stochastic agents…

Systems and Control · Electrical Eng. & Systems 2024-05-20 Charis Stamouli , Lars Lindemann , George J. Pappas

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

Deadbeat Robust Model Predictive Control (DRMPC) is introduced as a new approach of Robust Model Predictive Control (RMPC) for linear systems with additive disturbances. Its main idea is to completely extinguish the effect of the…

Optimization and Control · Mathematics 2025-10-02 G. Schildbach

This paper presents an algorithm to solve the infinite horizon constrained linear quadratic regulator (CLQR) problem using operator splitting methods. First, the CLQR problem is reformulated as a (finite-time) model predictive control (MPC)…

Optimization and Control · Mathematics 2016-09-20 L. Ferranti , G. Stathopoulos , C. N. Jones , T. Keviczky

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…

Machine Learning · Computer Science 2025-11-17 Ziyi Zhang , Yorie Nakahira , Guannan Qu

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

This article presents a novel class of control policies for networked control of Lyapunov-stable linear systems with bounded inputs. The control channel is assumed to have i.i.d. Bernoulli packet dropouts and the system is assumed to be…

Optimization and Control · Mathematics 2017-11-27 Prabhat K. Mishra , Debasish Chatterjee , Daniel E. Quevedo

In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose…

Optimization and Control · Mathematics 2020-10-14 Yan Zhang , Robert J. Ravier , Vahid Tarokh , Michael M. Zavlanos

The paper considers constrained linear systems with stochastic additive disturbances and noisy measurements transmitted over a lossy communication channel. We propose a model predictive control (MPC) law that minimizes a discounted cost…

Optimization and Control · Mathematics 2020-05-08 Shuhao Yan , Mark Cannon , Paul Goulart

Motivated by practical federated learning settings where clients may not be always available, we investigate a variant of distributed online optimization where agents are active with a known probability $p$ at each time step, and…

Machine Learning · Computer Science 2024-11-26 Juliette Achddou , Nicolò Cesa-Bianchi , Hao Qiu

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

In this paper, we consider a distributed model predictive control (MPC) algorithm for coordinated path-following. Relying on the time-critical cooperative path-following framework, which decouples space and time and reduces the coordination…

Dynamical Systems · Mathematics 2026-03-27 Lusine Poghosyan , Anna Manucharyan , Mikayel Aramyan , Naira Hovakimyan , Tigran Bakaryan