Related papers: Economic Model Predictive Control as a Solution to…
The paper investigates the accuracy of the Model Predictive Control (MPC) method for finding online approximate optimal feedback control for Bolza type problems on a fixed finite horizon. The predictions for the dynamics, the state…
We show that the explicit realization of data-driven predictive control (DPC) for linear deterministic systems is more tractable than previously thought. To this end, we compare the optimal control problems (OCP) corresponding to…
Interval Markov decision processes are a class of Markov models where the transition probabilities between the states belong to intervals. In this paper, we study the problem of efficient estimation of the optimal policies in Interval…
Control theory plays a pivotal role in understanding and optimizing the behavior of complex dynamical systems across various scientific and engineering disciplines. Two key frameworks that have emerged for modeling and solving control…
Model predictive control (MPC) is an optimal control strategy where control input calculation is based on minimizing the predicted tracking error over a finite horizon that moves with time. This strategy has an advantage over conventional…
Model predictive control (MPC) has become the most widely used advanced control method in process industry. In many cases, forecasts of the disturbances are available, e.g., predicted renewable power generation based on weather forecast.…
We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…
Model Predictive Control (MPC) is an optimal control strategy suited for flood control of water resources infrastructure. Despite many studies on reservoir flood control and their theoretical contribution, optimisation methodologies have…
For the application of MPC design in on-line regulation or tracking control problems, several studies have attempted to develop an accurate model, and realize adequate uncertainty description of linear or non-linear plants of the processes.…
In the theory of Partially Observed Markov Decision Processes (POMDPs), existence of optimal policies have in general been established via converting the original partially observed stochastic control problem to a fully observed one on the…
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…
We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…
We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…
Model Predictive Control (MPC) is the principal control technique used in industrial applications. Although it offers distinguishable qualities that make it ideal for industrial applications, it can be questioned its robustness regarding…
In this paper, we consider risk-sensitive Markov Decision Processes (MDPs) with Borel state and action spaces and unbounded cost under both finite and infinite planning horizons. Our optimality criterion is based on the recursive…
In the realm of control systems, model predictive control (MPC) has exhibited remarkable potential; however, its reliance on accurate models and substantial computational resources has hindered its broader application, especially within…
The ability to compute reward-optimal policies for given and known finite Markov decision processes (MDPs) underpins a variety of applications across planning, controller synthesis, and verification. However, we often want policies (1) to…
Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…
This paper discusses the functional stability of closed-loop Markov Chains under optimal policies resulting from a discounted optimality criterion, forming Markov Decision Processes (MDPs). We investigate the stability of MDPs in the sense…
Multi-model Markov decision process (MMDP) is a promising framework for computing policies that are robust to parameter uncertainty in MDPs. MMDPs aim to find a policy that maximizes the expected return over a distribution of MDP models.…