Related papers: Stochastic Error Bounds in Nonlinear Model Predict…

In this paper, we propose the uncertain volatility models with stochastic bounds. Like the regular uncertain volatility models, we know only that the true model lies in a family of progressively measurable and bounded processes, but instead…

Trial-and-error based reinforcement learning (RL) has seen rapid advancements in recent times, especially with the advent of deep neural networks. However, the majority of autonomous RL algorithms require a large number of interactions with…

The optimization of process economics within the model predictive control (MPC) formulation has given rise to a new control paradigm known as economic MPC (EMPC). Several authors have discussed the closed-loop properties of EMPC-controlled…

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Sample-based learning model predictive control (LMPC) strategies have recently attracted attention due to their desirable theoretical properties and their good empirical performance on robotic tasks. However, prior analysis of LMPC…

Safety and tracking stability are crucial for safety-critical systems such as self-driving cars, autonomous mobile robots, industrial manipulators. To efficiently control safety-critical systems to ensure their safety and achieve tracking…

Weakly stationary Gaussian processes (GPs) are the principal tool in the statistical approaches to the design and analysis of computer experiments (or Uncertainty Quantification). Such processes are fitted to computer model output using a…

Nonlinear model predictive control (MPC) is a flexible and increasingly popular framework used to synthesize feedback control strategies that can satisfy both state and control input constraints. In this framework, an optimization problem,…

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

In this work, we propose a non-parametric probabilistic load flow (NP-PLF) technique based on the Gaussian Process (GP) learning to understand the power system behavior under uncertainty for better operational decisions. The technique can…

Gaussian Process (GP) regression models typically assume that residuals are Gaussian and have the same variance for all observations. However, applications with input-dependent noise (heteroscedastic residuals) frequently arise in practice,…

Gaussian Process (GP) regression is shown to be effective for learning unknown dynamics, enabling efficient and safety-aware control strategies across diverse applications. However, existing GP-based model predictive control (GP-MPC)…

Robot navigation around humans can be a challenging problem since human movements are hard to predict. Stochastic model predictive control (MPC) can account for such uncertainties and approximately bound the probability of a collision to…

Gaussian process (GP) models are widely used to emulate propagation uncertainty in computer experiments. GP emulation sits comfortably within an analytically tractable Bayesian framework. Apart from propagating uncertainty of the input…

The kernel-based method has been successfully applied in linear system identification using stable kernel designs. From a Gaussian process perspective, it automatically provides probabilistic error bounds for the identified models from the…

This is a technical report that extends and clarifies the results presented in [1]. The model identification problem for asymptotically stable linear time invariant systems is considered. The system output is affected by an additive noise…

Gaussian Process Regression is a popular nonparametric regression method based on Bayesian principles that provides uncertainty estimates for its predictions. However, these estimates are of a Bayesian nature, whereas for some important…

We present an output feedback stochastic model predictive controller (SMPC) for constrained linear time-invariant systems. The system is perturbed by additive Gaussian disturbances on state and additive Gaussian measurement noise on output.…

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…

Learning-based model predictive control (LBMPC) is a technique that provides deterministic guarantees on robustness, while statistical identification tools are used to identify richer models of the system in order to improve performance.…