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In this paper, we address the stochastic MPC (SMPC) problem for linear systems, subject to chance state constraints and hard input constraints, under unknown noise distribution. First, we reformulate the chance state constraints as…

Systems and Control · Electrical Eng. & Systems 2022-04-05 Charis Stamouli , Anastasios Tsiamis , Manfred Morari , George J. Pappas

We propose a robust model predictive control (MPC) method for discrete-time linear systems with polytopic model uncertainty and additive disturbances. Optimizing over linear time-varying (LTV) state feedback controllers has been…

Systems and Control · Electrical Eng. & Systems 2023-09-28 Shaoru Chen , Victor M. Preciado , Manfred Morari , Nikolai Matni

In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with…

Systems and Control · Electrical Eng. & Systems 2022-08-18 Anastasis Georgiou , Furqan Tahir , Imad M. Jaimoukha , Simos A. Evangelou

We present a method for providing statistical guarantees on runtime safety and goal reachability for integrated planning and control of a class of systems with unknown nonlinear stochastic underactuated dynamics. Specifically, given a…

Robotics · Computer Science 2022-12-15 Craig Knuth , Glen Chou , Jamie Reese , Joe Moore

Recently, there has been a surge of research on a class of methods called feedback optimization. These are methods to steer the state of a control system to an equilibrium that arises as the solution of an optimization problem. Despite the…

Optimization and Control · Mathematics 2026-02-18 Giannis Delimpaltadakis , Pol Mestres , Jorge Cortés , W. P. M. H. Heemels

This paper deals with the problem of formulating an adaptive Model Predictive Control strategy for constrained uncertain systems. We consider a linear system, in presence of bounded time varying additive uncertainty. The uncertainty is…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Monimoy Bujarbaruah , Xiaojing Zhang , Marko Tanaskovic , Francesco Borrelli

Feedback control synthesis for large-scale particle systems is reviewed in the framework of model predictive control (MPC). The high-dimensional character of collective dynamics hampers the performance of traditional MPC algorithms based on…

Optimization and Control · Mathematics 2024-02-27 Giacomo Albi , Sara Bicego , Michael Herty , Yuyang Huang , Dante Kalise , Chiara Segala

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

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

We consider the problem of optimizing the economic performance of nonlinear constrained systems subject to uncertain time-varying parameters and bounded disturbances. In particular, we propose an adaptive economic model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Maximilian Degner , Raffaele Soloperto , Melanie N. Zeilinger , John Lygeros , Johannes Köhler

This paper presents novel method for distribution-free robust trajectory optimization and control of discrete-time, nonlinear, and non-Gaussian stochastic systems, with closed-loop guarantees on chance constraint satisfaction. Our framework…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Rihan Aaron D'Silva , Hiroyasu Tsukamoto

In this paper, a new polynomial chaos based framework for analyzing linear systems with probabilistic parameters is presented. Stability analysis and synthesis of optimal quadratically stabilizing controllers for such systems are presented…

Systems and Control · Computer Science 2015-03-30 Raktim Bhattacharya

In this paper, closed-loop entry guidance in a randomly perturbed atmosphere, using bank angle control, is posed as a stochastic optimal control problem. The entry trajectory, as well as the closed-loop controls, are both modeled as random…

Systems and Control · Electrical Eng. & Systems 2022-01-19 Jack Ridderhof , Panagiotis Tsiotras , Breanna J. Johnson

This work proposes a new method for simultaneous probabilistic identification and control of an observable, fully-actuated mechanical system. Identification is achieved by conditioning stochastic process priors on observations of…

Machine Learning · Computer Science 2014-04-02 Jan-Peter Calliess , Antonis Papachristodoulou , Stephen J. Roberts

The maximization of reach-avoid probabilities for stochastic systems is a central topic in the control literature. Yet, the available methods are either restricted to low-dimensional systems or suffer from conservative approximations. To…

Optimization and Control · Mathematics 2026-01-26 Niklas Schmid , Jaeyoun Choi , Oswin So , Chuchu Fan

Feedback optimization refers to a class of methods that steer a control system to a steady state that solves an optimization problem. Despite tremendous progress on the topic, an important problem remains open: enforcing state constraints…

Optimization and Control · Mathematics 2026-02-11 Giannis Delimpaltadakis , Pol Mestres , Jorge Cortés , W. P. M. H. Heemels

We propose an approach to design a Model Predictive Controller (MPC) for constrained Linear Time Invariant systems performing an iterative task. The system is subject to an additive disturbance, and the goal is to learn to satisfy state and…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Monimoy Bujarbaruah , Akhil Shetty , Kameshwar Poolla , Francesco Borrelli

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

Optimization and Control · Mathematics 2016-05-04 Ashkan Jasour , Constantino Lagoa

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…

Systems and Control · Electrical Eng. & Systems 2019-12-11 Monimoy Bujarbaruah , Charlott Vallon