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Stochastic uncertainties in complex dynamical systems lead to variability of system states, which can in turn degrade the closed-loop performance. This paper presents a stochastic model predictive control approach for a class of nonlinear…

Optimization and Control · Mathematics 2016-11-18 Edward A. Buehler , Joel A. Paulson , Ali Akhavan , Ali Mesbah

Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Roy S. Smith , Bassam Bamieh

In recent years, advanced model-based and data-driven control methods are unlocking the potential of complex robotics systems, and we can expect this trend to continue at an exponential rate in the near future. However, ensuring safety with…

Robotics · Computer Science 2024-08-29 Gianni Lunardi , Asia La Rocca , Matteo Saveriano , Andrea Del Prete

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

This paper is concerned with solving chance-constrained finite-horizon optimal control problems, with a particular focus on the recursive feasibility issue of stochastic model predictive control (SMPC) in terms of mission-wide probability…

Optimization and Control · Mathematics 2022-09-21 Kai Wang , Sebastien Gros

Sequential and terminal constraint feasibility of the model predictive control (MPC) play important roles in ensuring MPC control continuity. This study thus investigates these two properties theoretically using an MPC model for vehicle…

Optimization and Control · Mathematics 2022-06-24 Hanyu Zhang , Lili Du

We present a Stochastic Model Predictive Control (SMPC) framework for linear systems subject to Gaussian disturbances. In order to avoid feasibility issues, we employ a recent initialization strategy, optimizing over an interpolation of the…

Systems and Control · Electrical Eng. & Systems 2023-04-17 Henning Schlüter , Frank Allgöwer

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

We present a sample-based Learning Model Predictive Controller (LMPC) for constrained uncertain linear systems subject to bounded additive disturbances. The proposed controller builds on earlier work on LMPC for deterministic systems.…

Systems and Control · Computer Science 2021-01-22 Ugo Rosolia , Francesco Borrelli

Input-to-state stability (ISS) allows estimating the impact of inputs and initial conditions on both the intermediate values and the asymptotic bound on the solutions. ISS has unified the input-output and Lyapunov stability theories and is…

Optimization and Control · Mathematics 2023-02-02 Andrii Mironchenko

In this work we analyze and bound the effect of modeling errors on the stabilization of pure states or subspaces for quantum stochastic evolutions. Different approaches are used for open-loop and feedback control protocols. For both, we…

Quantum Physics · Physics 2024-09-27 Weichao Liang , Kentaro Ohki , Francesco Ticozzi

Model mismatch often poses challenges in model-based controller design. This paper investigates model predictive control (MPC) of uncertain linear systems with input constraints, focusing on stability and closed-loop infinite-horizon…

Optimization and Control · Mathematics 2025-03-06 Changrui Liu , Shengling Shi , Bart De Schutter

Controllers for dynamical systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modeled as process noise in a dynamical system, and common assumptions are that the underlying…

Systems and Control · Electrical Eng. & Systems 2023-01-24 Thom Badings , Licio Romao , Alessandro Abate , David Parker , Hasan A. Poonawala , Marielle Stoelinga , Nils Jansen

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

This work primarily focuses on an operator inference methodology aimed at constructing low-dimensional dynamical models based on a priori hypotheses about their structure, often informed by established physics or expert insights. Stability…

Machine Learning · Computer Science 2024-03-04 Igor Pontes Duff , Pawan Goyal , Peter Benner

In this paper, we consider the use of barrier function-based approaches for the safe control problem in stochastic systems. With the presence of stochastic uncertainties, a myopic controller that ensures safe probability in infinitesimal…

Dynamical Systems · Mathematics 2021-11-04 Zhuoyuan Wang , Haoming Jing , Christian Kurniawan , Albert Chern , Yorie Nakahira

Electricity systems are experiencing increased effects of randomness and variability due to emerging stochastic assets. The increased effects introduce new uncertainties into power systems that can impact system operability and reliability.…

Systems and Control · Electrical Eng. & Systems 2022-11-10 Naeem Turner-Bandele , Amritanshu Pandey , Larry Pileggi

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

To address feasibility issues in model predictive control (MPC), most implementations relax state constraints by using slack variables and adding a penalty to the cost. We propose an alternative strategy: relaxing the initial state…

Optimization and Control · Mathematics 2026-02-18 Johannes Köhler , Melanie N. Zeilinger

In this paper we propose an output-feedback Model Predictive Control (MPC) algorithm for linear discrete-time systems affected by a possibly unbounded additive noise and subject to probabilistic constraints. In case the noise distribution…

Systems and Control · Computer Science 2014-08-29 Marcello Farina , Luca Giulioni , Lalo Magni , Riccardo Scattolini