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A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…

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

Civil and maritime engineering systems, among others, from bridges to offshore platforms and wind turbines, must be efficiently managed as they are exposed to deterioration mechanisms throughout their operational life, such as fatigue or…

Artificial Intelligence · Computer Science 2021-11-30 P. G. Morato , K. G. Papakonstantinou , C. P. Andriotis , J. S. Nielsen , P. Rigo

In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states. We present here a martingale approach that diffuses a risk…

Systems and Control · Computer Science 2015-07-09 Vu Anh Huynh , Leonid Kogan , Emilio Frazzoli

In this paper we propose a new methodology for solving an uncertain stochastic Markovian control problem in discrete time. We call the proposed methodology the adaptive robust control. We demonstrate that the uncertain control problem under…

Optimization and Control · Mathematics 2017-06-08 Tomasz R. Bielecki , Tao Chen , Igor Cialenco , Areski Cousin , Monique Jeanblanc

Model Predictive Control (MPC) is attracting tremendous attention in the autonomous driving task as a powerful control technique. The success of an MPC controller strongly depends on an accurate internal dynamics model. However, the static…

Machine Learning · Computer Science 2023-04-28 Yuan Zhang , Joschka Boedecker , Chuxuan Li , Guyue Zhou

We propose a framework for planning in unknown dynamic environments with probabilistic safety guarantees using conformal prediction. Particularly, we design a model predictive controller (MPC) that uses i) trajectory predictions of the…

Robotics · Computer Science 2023-06-09 Lars Lindemann , Matthew Cleaveland , Gihyun Shim , George J. Pappas

This paper deals with the problem of formulating an adaptive Model Predictive Control strategy for constrained uncertain systems. We consider a linear system, in presence of bounded time varying additive uncertainty. The uncertainty is…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Monimoy Bujarbaruah , Xiaojing Zhang , Marko Tanaskovic , Francesco Borrelli

Design and control of autonomous systems that operate in uncertain or adversarial environments can be facilitated by formal modelling and analysis. Probabilistic model checking is a technique to automatically verify, for a given temporal…

Logic in Computer Science · Computer Science 2021-11-23 Marta Kwiatkowska , Gethin Norman , David Parker

Analyzing and controlling system entropy is a powerful tool for regulating predictability of control systems. Applications benefiting from such approaches range from reinforcement learning and data security to human-robot collaboration. In…

Systems and Control · Electrical Eng. & Systems 2026-03-06 Menno van Zutphen , Giannis Delimpaltadakis , Duarte J. Antunes

This article presents a dynamic regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem…

Optimization and Control · Mathematics 2025-02-04 Sungho Shin , Sen Na , Mihai Anitescu

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

Discrete time control systems whose dynamics and observations are described by stochastic equations are common in engineering, operations research, health care, and economics. For example, stochastic filtering problems are usually defined…

Optimization and Control · Mathematics 2025-02-05 Eugene A. Feinberg , Sayaka Ishizawa , Pavlo O. Kasyanov , David N. Kraemer

Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…

Optimization and Control · Mathematics 2020-04-29 Martin Péron , Christopher M. Baker , Barry D. Hughes , Iadine Chadès

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 focus on formal synthesis of control policies for finite Markov decision processes with non-negative real-valued costs. We develop an algorithm to automatically generate a policy that guarantees the satisfaction of a…

Logic in Computer Science · Computer Science 2013-09-10 Maria Svorenova , Ivana Cerna , Calin Belta

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

Formal safety guarantees on the synthesis of controllers for stochastic systems can be obtained using correct-by-design approaches. These approaches often use abstractions as finite-state Markov Decision Processes. As the state space of…

Systems and Control · Electrical Eng. & Systems 2026-05-29 Ruohan Wang , Zhiyong Sun , Sofie Haesaert

Non-smooth dynamics driven by stochastic disturbance arise in a wide variety of engineering problems. Impulsive interventions are often employed to control stochastic systems; however, the modeling and analysis subject to execution delay…

Optimization and Control · Mathematics 2021-01-19 Hidekazu Yoshioka , Yuta Yaegashi

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

This paper addresses the problem of verifying discrete-time stochastic systems against omega-regular specifications using finite-state abstractions. Omega-regular properties allow specifying complex behavior and encompass, for example,…

Signal Processing · Electrical Eng. & Systems 2020-01-31 Maxence Dutreix , Samuel Coogan
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