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In this paper, we present an equivalent convex optimization formulation for discrete-time stochastic linear systems subject to linear chance constraints, alongside a tight convex relaxation for quadratic chance constraints. By lifting the…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Tanmay Dokania , Yashwanth Kumar Nakka

This work addresses the finite-horizon robust covariance control problem for discrete-time, partially observable, linear system affected by random zero mean noise and deterministic but unknown disturbances restricted to lie in what is…

Optimization and Control · Mathematics 2020-07-02 Georgios Kotsalis , Guanghui Lan , Arkadi Nemirovski

We provide a framework for the numerical approximation of distributed optimal control problems, based on least-squares finite element methods. Our proposed method simultaneously solves the state and adjoint equations and is $\inf$--$\sup$…

Numerical Analysis · Mathematics 2023-08-03 Thomas Führer , Michael Karkulik

A novel robust nonlinear model predictive control strategy is proposed for systems with nonlinear dynamics and convex state and control constraints. Using a sequential convex approximation approach and a difference of convex functions…

Optimization and Control · Mathematics 2025-01-28 Yana Lishkova , Mark Cannon

The Euclidean projection onto a convex set is an important problem that arises in numerous constrained optimization tasks. Unfortunately, in many cases, computing projections is computationally demanding. In this work, we focus on…

Optimization and Control · Mathematics 2021-09-22 Ilnura Usmanova , Maryam Kamgarpour , Andreas Krause , Kfir Yehuda Levy

This paper presents a time-optimal Model Predictive Control (MPC) scheme for linear discrete-time systems subject to multiplicative uncertainties represented by interval matrices. To render the uncertainty propagation computationally…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Renato Quartullo , Andrea Garulli , Mirko Leomanni

The paper studies a geometrically robust least-squares problem that extends classical and norm-based robust formulations. Rather than minimizing residual error for fixed or perturbed data, we interpret least-squares as enforcing approximate…

Optimization and Control · Mathematics 2026-04-28 Shreyas Bharadwaj , Bamdev Mishra , Cyrus Mostajeran , Alberto Padoan , Jeremy Coulson , Ravi N. Banavar

This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…

Optimization and Control · Mathematics 2019-08-12 Danylo Malyuta , Behcet Acikmese , Martin Cacan

We introduce sparse polynomial zonotopes, a new set representation for formal verification of hybrid systems. Sparse polynomial zonotopes can represent non-convex sets and are generalizations of zonotopes, polytopes, and Taylor models.…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Niklas Kochdumper , Matthias Althoff

Optimal control problems with discrete-valued inputs are inherently challenging due to their mixed-integer nature, rendering them generally intractable for real-time, safety-critical aerospace applications. Lossless convexification offers a…

Optimization and Control · Mathematics 2026-05-22 Felipe Arenas-Uribe , Hasan A. Poonawala , Jesse B. Hoagg

This paper considers a recoverable robust single-machine scheduling problem under polyhedral uncertainty with the objective of minimising the total flow time. In this setting, a decision-maker must determine a first-stage schedule subject…

Optimization and Control · Mathematics 2022-03-08 Matthew Bold , Marc Goerigk

This work proposes a robust data-driven tube-based zonotopic predictive control (TZPC) approach for discrete-time linear systems, designed to ensure stability and recursive feasibility in the presence of bounded noise. The proposed approach…

Systems and Control · Electrical Eng. & Systems 2025-09-17 Mahsa Farjadnia , Angela Fontan , Amr Alanwar , Marco Molinari , Karl Henrik Johansson

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

This paper presents a new data-driven robust predictive control law, for linear systems affected by unknown-but-bounded process disturbances. A sequence of input-state data is used to construct a suitable uncertainty representation based on…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Renato Quartullo , Andrea Garulli , Mirko Leomanni

We propose a Model Predictive Control (MPC) with a single-step prediction horizon to approximate the solution of infinite horizon optimal control problems with the expected sum of convex stage costs for constrained linear uncertain systems.…

Optimization and Control · Mathematics 2025-04-24 Eunhyek Joa , Francesco Borrelli

This paper considers discrete-time linear systems with bounded additive disturbances, and studies the convergence properties of the backward reachable sets of robust controlled invariant sets (RCIS). Under a simple condition, we prove that…

Systems and Control · Electrical Eng. & Systems 2023-09-28 Zexiang Liu , Necmiye Ozay

This paper presents identities for calculating over-approximated successor sets of discrete-time nonlinear systems using hybrid zonotopes. The proposed technique extends the state-update set construct, previously developed for linear hybrid…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Jacob A. Siefert , Trevor J. Bird , Justin P. Koeln , Neera Jain , Herschel C. Pangborn

This paper presents a data-driven tube-based zonotopic predictive control (DTZPC) framework with nonconvex layered terminal sets. Existing DTZPC schemes with closed-loop guarantees typically rely on a single ellipsoidal terminal set, which…

Optimization and Control · Mathematics 2026-04-03 Zhen Zhang , Bogdan Gheorghe , Florin Stoican , Amr Alanwar

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

This paper presents two stochastic model predictive control methods for linear time-invariant systems subject to unbounded additive uncertainties. The new methods are developed by formulating the chance constraints into deterministic form,…

Systems and Control · Electrical Eng. & Systems 2021-04-22 Fei Li , Huiping Li , Yuyao He