Related papers: Data-driven distributionally robust MPC for system…
We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…
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,…
To provide robustness of distributed model predictive control (DMPC), this work proposes a robust DMPC formulation for discrete-time linear systems subject to unknown-but-bounded disturbances. Taking advantage of the structure of certain…
Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…
Distributionally robust optimal control (DROC) is gaining interest. This study presents a reformulation method for discrete DROC (DDROC) problems to design optimal control policies under a worst-case distributional uncertainty. The…
In scenarios where high penetration of renewable energy sources (RES) is connected to the grid over long distances, the output of RES exhibits significant fluctuations, making it difficult to accurately characterize. The intermittency and…
In stochastic optimal control (SOC), uncertainty may arise from incomplete knowledge of the true probability distribution of the underlying environment, which is known as Knightian or epistemic uncertainty. Distributionally robust optimal…
This paper presents a distributionally robust model predictive control (DRMPC) framework for the optimal Virtual Power Plant (VPP) operation under electricity price uncertainty. A unified VPP model is formulated that captures the…
In this paper we introduce a novel approach to distributionally robust optimal control that supports online learning of the ambiguity set, while guaranteeing recursive feasibility. We introduce conic representable risk, which is useful to…
State-of-the-art approaches of Robust Model Predictive Control (MPC) are restricted to linear systems of relatively small scale, i.e., with no more than about 5 states. The main reason is the computational burden of determining a robust…
This paper presents an algorithmic study and complexity analysis for solving distributionally robust multistage convex optimization (DR-MCO). We generalize the usual consecutive dual dynamic programming (DDP) algorithm to DR-MCO and propose…
Differential dynamic programming (DDP) is a popular technique for solving nonlinear optimal control problems with locally quadratic approximations. However, existing DDP methods are not designed for stochastic systems with unknown…
Despite the success of Gaussian process based Model Predictive Control (MPC) in robotic control, its applicability scope is greatly hindered by multimodal disturbances that are prevalent in real-world settings. Here we propose a novel…
This paper presents a distributionally robust stochastic model predictive control (SMPC) approach for linear discrete-time systems subject to unbounded and correlated additive disturbances. We consider hard input constraints and state…
Single-level reformulations of (non-convex) distributionally robust optimization (DRO) problems are often intractable, as they contain semiinfinite dual constraints. Based on such a semiinfinite reformulation, we present a safe…
This study addresses the stochastic Model Predictive Control (MPC) problem for linear time-invariant systems subjected to unknown disturbance distributions. By leveraging the most recent disturbance data, we construct a set of distributions…
A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…
This paper presents a distributed model predictive control (DMPC) scheme for nonlinear continuous-time systems. The underlying distributed optimal control problem is cooperatively solved in parallel via a sensitivity-based algorithm. The…
The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…
We are interested in optimally driving a dynamical system that can be influenced by exogenous noises. This is generally called a Stochastic Optimal Control (SOC) problem and the Dynamic Programming (DP) principle is the natural way of…