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Cumulative prospect theory (CPT) is known to model human decisions well, with substantial empirical evidence supporting this claim. CPT works by distorting probabilities and is more general than the classic expected utility and coherent…

Machine Learning · Computer Science 2016-03-01 Prashanth L. A. , Cheng Jie , Michael Fu , Steve Marcus , Csaba Szepesvári

Time series forecasting has seen considerable improvement during the last years, with transformer models and large language models driving advancements of the state of the art. Modern forecasting models are generally opaque and do not…

Machine Learning · Computer Science 2025-11-18 Tim Kreuzer , Jelena Zdravkovic , Panagiotis Papapetrou

We propose a simple and computationally efficient approach for designing a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertainty is modeled as an additive disturbance and an additive error on the…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R. Stürz , Francesco Borrelli

Conformal prediction (CP) can convert any model's output into prediction sets guaranteed to include the true label with any user-specified probability. However, same as the model itself, CP is vulnerable to adversarial test examples…

Machine Learning · Computer Science 2024-07-15 Soroush H. Zargarbashi , Mohammad Sadegh Akhondzadeh , Aleksandar Bojchevski

This work proposes a novel robust model predictive control (MPC) algorithm for linear systems affected by dynamic model uncertainty and exogenous disturbances. The uncertainty is modeled using a linear fractional perturbation structure with…

Systems and Control · Electrical Eng. & Systems 2022-06-10 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

A robust Model Predictive Control (MPC) approach for controlling front steering of an autonomous vehicle is presented in this paper. We present various approaches to increase the robustness of model predictive control by using weight…

Systems and Control · Computer Science 2018-05-23 Che Kun Law , Darshit Dalal , Stephen Shearrow

Stochastic model-predictive control (SMPC) has evolved to a powerful framework for the control of stochastic dynamical systems. SMPC utilizes a probabilistic uncertainty description to provide a systematic trade-off between the control…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Bendegúz Györök , Roland Tóth , Maarten Schoukens , Tamás Péni

Precise estimation of predictive uncertainty in deep neural networks is a critical requirement for reliable decision-making in machine learning and statistical modeling, particularly in the context of medical AI. Conformal Prediction (CP)…

Machine Learning · Computer Science 2024-01-05 Hamed Karimi , Reza Samavi

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

Optimization and Control · Mathematics 2016-05-04 Ashkan Jasour , Constantino Lagoa

This paper proposes a Model Predictive Control (MPC) algorithm for target tracking amongst static and dynamic obstacles. Our main contribution lies in improving the computational tractability and reliability of the underlying non-convex…

Robotics · Computer Science 2021-12-24 Houman Masnavi , Vivek Adajania , Karl Kruusamae , Arun Kumar Singh

Conformal Prediction (CP) is a popular method for uncertainty quantification with machine learning models. While conformal prediction provides probabilistic guarantees regarding the coverage of the true label, these guarantees are agnostic…

Machine Learning · Computer Science 2025-10-21 Aditya T. Vadlamani , Anutam Srinivasan , Pranav Maneriker , Ali Payani , Srinivasan Parthasarathy

We are interested in predicting failures of cyber-physical systems during their operation. Particularly, we consider stochastic systems and signal temporal logic specifications, and we want to calculate the probability that the current…

Systems and Control · Electrical Eng. & Systems 2023-03-14 Lars Lindemann , Xin Qin , Jyotirmoy V. Deshmukh , George J. Pappas

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Elisa Andina , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

The problem of achieving a good trade-off in Stochastic Model Predictive Control between the competing goals of improving the average performance and reducing conservativeness, while still guaranteeing recursive feasibility and low…

Optimization and Control · Mathematics 2016-06-21 Matthias Lorenzen , Frank Allgöwer , Fabrizio Dabbene , Roberto Tempo

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

Autonomous systems with machine learning-based perception can exhibit unpredictable behaviors that are difficult to quantify, let alone verify. Such behaviors are convenient to capture in probabilistic models, but probabilistic model…

Logic in Computer Science · Computer Science 2022-03-17 Matthew Cleaveland , Ivan Ruchkin , Oleg Sokolsky , Insup Lee

This paper investigates adaptive model predictive control (MPC) for a class of constrained linear systems with unknown model parameters. This is also posed as the dual control problem consisting of system identification and regulation. We…

Optimization and Control · Mathematics 2020-11-24 Kunwu Zhang , Yang Shi

Model predictive control allows solving complex control tasks with control and state constraints. However, an optimal control problem must be solved in real-time to predict the future system behavior, which is hardly possible on embedded…

Systems and Control · Electrical Eng. & Systems 2023-04-13 Jan Olucak , Walter Fichter , Torbjørn Cunis

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…

Systems and Control · Electrical Eng. & Systems 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

In this work, we develop a novel data-driven model predictive controller using advanced techniques in the field of machine learning. The objective is to regulate control signals to adjust the desired internal room setpoint temperature,…

Systems and Control · Electrical Eng. & Systems 2021-01-20 Clement Etienam , Siying Shen , Edward J O'Dwyer , Joshua Sykes