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Precise control under uncertainty requires a good understanding and characterization of the noise affecting the system. This paper studies the problem of steering state distributions of dynamical systems subject to partially known…

Optimization and Control · Mathematics 2024-03-20 Joshua Pilipovsky , Panagiotis Tsiotras

Performativity means that the deployment of a predictive model incentivizes agents to strategically adapt their behavior, thereby inducing a model-dependent distribution shift. Practitioners often repeatedly retrain the model on data…

Optimization and Control · Mathematics 2026-02-09 Siyi Wang , Zifan Wang , Karl H. Johansson

Periodic operation often emerges as the economically optimal mode in industrial processes, particularly under varying economic or environmental conditions. This paper proposes a robust model predictive control (MPC) framework for uncertain…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Filippo Badalamenti , Jose A. Borja-Conde , Sampath Kumar Mulagaleti , Boris Houska , Alberto Bemporad , Mario Eduardo Villanueva

This paper is about a class of distributionally robust model predictive controllers (MPC) for nonlinear stochastic processes that evaluate risk and control performance measures by propagating ambiguity sets in the space of state probability…

Optimization and Control · Mathematics 2022-06-22 Fan Wu , Mario E. Villanueva , Boris Houska

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

We consider a discrete time stochastic Markovian control problem under model uncertainty. Such uncertainty not only comes from the fact that the true probability law of the underlying stochastic process is unknown, but the parametric family…

Optimization and Control · Mathematics 2022-03-23 Erhan Bayraktar , Tao Chen

The recent increase in data availability and reliability has led to a surge in the development of learning-based model predictive control (MPC) frameworks for robot systems. Despite attaining substantial performance improvements over their…

Robotics · Computer Science 2023-08-02 Kong Yao Chee , Thales C. Silva , M. Ani Hsieh , George J. Pappas

Smart distribution grids should efficiently integrate stochastic renewable resources while effecting voltage regulation. The design of energy management schemes is challenging, one of the reasons being that energy management is a multistage…

Optimization and Control · Mathematics 2016-08-19 Luis M. Lopez-Ramos , Vassilis Kekatos , Antonio G. Marques , Georgios B. Giannakis

In problems that involve input parameter information gathered from multiple data sources with varying reliability, incorporating decision makers' trust on different sources in optimization models can potentially improve solution…

Optimization and Control · Mathematics 2026-02-27 Yanru Guo , Ruiwei Jiang , Siqian Shen

We present a model predictive control (MPC) framework for nonlinear stochastic systems that ensures safety guarantee with high probability. Unlike most existing stochastic MPC schemes, our method adopts a set-erosion that converts the…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Zishun Liu , Liqian Ma , Yongxin Chen

Increasing integration of renewable generation poses significant challenges to ensure robustness guarantees in real-time energy system decision-making. This work aims to develop a robust optimal transmission switching (OTS) framework that…

Optimization and Control · Mathematics 2022-09-01 Yuqi Zhou , Hao Zhu , Grani A. Hanasusanto

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

This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized…

Optimization and Control · Mathematics 2019-01-09 V. Rostampour , T. Keviczky

This paper presents a novel algorithmic study with extensive numerical experiments of distributionally robust multistage convex optimization (DR-MCO). Following the previous work on dual dynamic programming (DDP) algorithmic framework for…

Optimization and Control · Mathematics 2025-11-24 Shixuan Zhang , Xu Andy Sun

Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Alexandros E. Tzikas , Lukas Fiechtner , Arec Jamgochian , Mykel J. Kochenderfer

In this work, we propose an output-feedback tube-based model predictive control (MPC) scheme for linear systems under dynamic uncertainties that are described via integral quadratic constraints (IQC). By leveraging IQCs, a large class of…

Systems and Control · Electrical Eng. & Systems 2025-08-26 Lukas Schwenkel , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Model Predictive Control (MPC) is a versatile approach capable of accommodating diverse control requirements that holds significant promise for a broad spectrum of industrial applications. Noteworthy challenges associated with MPC include…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Ryuta Moriyasu , Sho Kawaguchi , Kenji Kashima

Most real-world systems are affected by external disturbances, which may be impossible or costly to measure. For instance, when autonomous robots move in dusty environments, the perception of their sensors is disturbed. Moreover, uneven…

Optimization and Control · Mathematics 2023-11-01 Filip Surma , Anahita Jamshidnejad

One of the most important challenges facing an electric grid is to incorporate renewables and distributed energy resources (DERs) to the grid. Because of the associated uncertainties in power generations and peak power demands,…

Optimization and Control · Mathematics 2016-04-15 Mayank Baranwal , Srinivasa M. Salapaka

In this paper, we present Robust Model Predictive Control (MPC) problems with adjustable uncertainty sets. In contrast to standard Robust MPC problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional…

Optimization and Control · Mathematics 2018-09-21 Yeojun Kim , Xiaojing Zhang , Jacopo Guanetti , Francesco Borrelli
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