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Related papers: Robustifying Model Predictive Control of Uncertain…

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This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed approach is based on the recently developed finite-horizon…

Optimization and Control · Mathematics 2019-11-26 Kazuhide Okamoto , Panagiotis Tsiotras

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 considers a disturbance attenuation problem for a linear discrete time invariant system under random disturbances with imprecisely known probability distributions. The statistical uncertainty is measured in terms of relative…

Systems and Control · Computer Science 2015-03-19 Michael M. Tchaikovsky , Alexander P. Kurdyukov , Victor N. Timin

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

We present a novel robust control framework for continuous-time, perturbed nonlinear dynamical systems with uncertainty that depends nonlinearly on both the state and control inputs. Unlike conventional approaches that impose structural…

Optimization and Control · Mathematics 2025-07-21 Sihang Wei , Melkior Ornik , Hiroyasu Tsukamoto

In this paper we discuss distributional robustness in the context of stochastic model predictive control (SMPC) for linear time-invariant systems. We derive a simple approximation of the MPC problem under an additive zero-mean i.i.d. noise…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

This paper considers the distributed robust control problems of uncertain linear multi-agent systems with undirected communication topologies. It is assumed that the agents have identical nominal dynamics while subject to different…

Systems and Control · Computer Science 2011-09-20 Zhongkui Li , Zhisheng Duan , Lihua Xie , Xiangdong Liu

In this paper, we consider the closed-loop control problem of nonlinear robotic systems in the presence of probabilistic uncertainties and disturbances. More precisely, we design a state feedback controller that minimizes deviations of the…

Robotics · Computer Science 2023-08-15 Weiqiao Han , Ashkan Jasour , Brian Williams

We propose an open loop methodology based on sample statistics to solve chance constrained stochastic optimal control problems with probabilistic safety guarantees for linear systems where the additive Gaussian noise has unknown mean and…

Systems and Control · Electrical Eng. & Systems 2023-03-24 Shawn Priore , Meeko Oishi

The paper presents a new control algorithm for unstable linear systems with input delay. In comparison with known analogues, the control law has been designed, which is a modification of the Smith predictor, and is the simplest one to…

Optimization and Control · Mathematics 2025-07-31 Anton Pyrkin , Konstantin Kalinin

Randomized optimization is an established tool for control design with modulated robustness. While for uncertain convex programs there exist randomized approaches with efficient sampling, this is not the case for non-convex problems.…

Systems and Control · Computer Science 2015-06-08 Sergio Grammatico , Xiaojing Zhang , Kostas Margellos , Paul Goulart , John Lygeros

We study online control of an unknown nonlinear dynamical system that is approximated by a time-invariant linear system with model misspecification. Our study focuses on robustness, a measure of how much deviation from the assumed linear…

Optimization and Control · Mathematics 2022-04-06 Xinyi Chen , Udaya Ghai , Elad Hazan , Alexandre Megretski

We study control of constrained linear systems with only partial statistical information about the uncertainty affecting the system dynamics and the sensor measurements. Specifically, given a finite collection of disturbance realizations…

Optimization and Control · Mathematics 2024-07-15 Jean-Sébastien Brouillon , Andrea Martin , John Lygeros , Florian Dörfler , Giancarlo Ferrari Trecate

This paper addresses the problem of optimally controlling nonlinear systems with norm-bounded disturbances and parametric uncertainties while robustly satisfying constraints. The proposed approach jointly optimizes a nominal nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-09-14 Antoine P. Leeman , Jerome Sieber , Samir Bennani , Melanie N. Zeilinger

We consider the problem of designing control laws for stochastic jump linear systems where the disturbances are drawn randomly from a finite sample space according to an unknown distribution, which is estimated from a finite sample of…

Systems and Control · Computer Science 2019-10-31 Mathijs Schuurmans , Pantelis Sopasakis , Panagiotis Patrinos

Linear optimization problems are investigated whose parameters are uncertain. We apply coherent distortion risk measures to capture the possible violation of a restriction. Each risk constraint induces an uncertainty set of coefficients,…

Methodology · Statistics 2017-12-18 Karl Mosler , Pavel Bazovkin

We consider distributionally robust optimal control of stochastic linear systems under signal temporal logic (STL) chance constraints when the disturbance distribution is unknown. By assuming that the underlying predicate functions are…

Systems and Control · Electrical Eng. & Systems 2024-09-09 Arash Bahari Kordabad , Eleftherios E. Vlahakis , Lars Lindemann , Dimos V. Dimarogonas , Sadegh Soudjani

We propose a provably stabilizing and tractable approach for control of constrained linear systems under intermittent observations and unreliable transmissions of control commands. A smart sensor equipped with a Kalman filter is employed…

Optimization and Control · Mathematics 2020-04-14 Prabhat K. Mishra , Debasish Chatterjee , Daniel E. Quevedo

In this paper, an optimization problem with uncertain constraint coefficients is considered. Possibility theory is used to model the uncertainty. Namely, a joint possibility distribution in constraint coefficient realizations, called…

Optimization and Control · Mathematics 2023-09-07 Romain Guillaume , Adam Kasperski , Pawel Zielinski

In this paper, a sampling-based Stochastic Model Predictive Control algorithm is proposed for discrete-time linear systems subject to both parametric uncertainties and additive disturbances. One of the main drivers for the development of…

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