Related papers: Stochastic MPC with Online-optimized Policies and …
The problem of achieving a good trade-off in Stochastic Model Predictive Control between the competing goals of improving the average performance and reducing conservativeness, while still guaranteeing recursive feasibility and low…
Solving chance-constrained stochastic optimal control problems is a significant challenge in control. This is because no analytical solutions exist for up to a handful of special cases. A common and computationally efficient approach for…
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…
This paper presents a stochastic model predictive control (SMPC) algorithm for linear systems subject to additive Gaussian mixture disturbances, with the goal of satisfying chance constraints. We focus on a special case where each Gaussian…
Many practical applications of control require that constraints on the inputs and states of the system be respected, while optimizing some performance criterion. In the presence of model uncertainties or disturbances, for many control…
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…
In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…
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.…
A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…
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 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…
In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…
This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…
We investigate model predictive control (MPC) formulations for linear systems subject to i.i.d. stochastic disturbances with bounded support and chance constraints. Existing stochastic MPC formulations with closed-loop guarantees can be…
Model predictive control allows to provide high performance and safety guarantees in the form of constraint satisfaction. These properties, however, can be satisfied only if the underlying model, used for prediction, of the controlled…
Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…
We propose a robust adaptive Model Predictive Control (MPC) strategy with online set-based estimation for constrained linear systems with unknown parameters and bounded disturbances. A sample-based test applied to predicted trajectories is…
Traditional stochastic optimal control methods that attempt to obtain an optimal feedback policy for nonlinear systems are computationally intractable. In this paper, we derive a decoupling principle between the open loop plan, and the…
This paper develops and analyzes feedback-based online optimization methods to regulate the output of a linear time-invariant (LTI) dynamical system to the optimal solution of a time-varying convex optimization problem. The design of the…
The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and…