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In this paper, we present a robust and adaptive model predictive control (MPC) framework for uncertain nonlinear systems affected by bounded disturbances and unmodeled nonlinearities. We use Gaussian Processes (GPs) to learn the uncertain…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Mathieu Dubied , Amon Lahr , Melanie N. Zeilinger , Johannes Köhler

This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation…

Optimization and Control · Mathematics 2024-05-31 Siming Liang , Hui Sun , Richard Archibald , Feng Bao

In this paper we present a Learning Model Predictive Control (LMPC) strategy for linear and nonlinear time optimal control problems. Our work builds on existing LMPC methodologies and it guarantees finite time convergence properties for the…

Systems and Control · Electrical Eng. & Systems 2020-10-06 Ugo Rosolia , Francesco Borrelli

Model Predictive Control (MPC) of an unknown system that is modelled by Gaussian Process (GP) techniques is studied in this paper. Using GP, the variances computed during the modelling and inference processes allow us to take model…

Systems and Control · Computer Science 2016-12-06 Gang Cao , Edmund M-K Lai , Fakhrul Alam

In this paper the optimal control of alignment models composed by a large number of agents is investigated in presence of a selective action of a controller, acting in order to enhance consensus. Two types of selective controls have been…

Optimization and Control · Mathematics 2016-10-06 Giacomo Albi , Lorenzo Pareschi

We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Eleftherios E. Vlahakis , Lars Lindemann , Pantelis Sopasakis , Dimos V. Dimarogonas

In this paper we present an information theoretic approach to stochastic optimal control problems for systems with compound Poisson noise. We generalize previous work on information theoretic path integral control to discontinuous dynamics…

Optimization and Control · Mathematics 2019-07-03 Ziyi Wang , Grady Williams , Evangelos A. Theodorou

We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…

Optimization and Control · Mathematics 2024-02-06 Alessandro Balata , Michael Ludkovski , Aditya Maheshwari , Jan Palczewski

We propose a robust model predictive control (MPC) method for discrete-time linear time-invariant systems with norm-bounded additive disturbances and model uncertainty. In our method, at each time step we solve a finite time robust optimal…

Systems and Control · Electrical Eng. & Systems 2021-11-11 Shaoru Chen , Nikolai Matni , Manfred Morari , Victor M. Preciado

Combining control engineering with nonparametric modeling techniques from machine learning allows to control systems without analytic description using data-driven models. Most existing approaches separate learning, i.e. the system…

Systems and Control · Electrical Eng. & Systems 2019-11-18 Jonas Umlauft , Sandra Hirche

This paper presents two stochastic model predictive control methods for linear time-invariant systems subject to unbounded additive uncertainties. The new methods are developed by formulating the chance constraints into deterministic form,…

Systems and Control · Electrical Eng. & Systems 2021-04-22 Fei Li , Huiping Li , Yuyao He

The performance of model-based control techniques strongly depends on the quality of the employed dynamics model. If strong guarantees are desired, it is therefore common to robustly treat all possible sources of uncertainty, such as model…

Systems and Control · Electrical Eng. & Systems 2022-05-23 Elena Arcari , Andrea Iannelli , Andrea Carron , Melanie N. Zeilinger

This paper presents a robust MPC scheme for linear systems subject to time-varying, uncertain constraints that arise from uncertain environments. The predicted input sequence is parameterized over future environment states to guarantee…

Systems and Control · Electrical Eng. & Systems 2024-04-16 Philipp Buschermöhle , Taouba Jouini , Torsten Lilge , Matthias A. Müller

This paper is concerned with the design of a linear control law for linear systems with stationary additive disturbances. The objective is to find a state feedback gain that minimizes a quadratic stage cost function, while observing chance…

Optimization and Control · Mathematics 2025-10-03 Georg Schildbach , Paul Goulart , Manfred Morari

This paper proposes a stabilising model predictive control (MPC) scheme with preview information of disturbance for nonlinear systems. The proposed MPC algorithm is able to not only reject disturbance by making use of disturbance preview…

Systems and Control · Electrical Eng. & Systems 2022-02-28 Xing Fang , Wen-Hua Chen

Efficient methods to provide sub-optimal solutions to non-convex optimization problems with knowledge of the solution's sub-optimality would facilitate the widespread application of nonlinear optimal control algorithms. To that end,…

Optimization and Control · Mathematics 2023-04-10 Prithvi Akella , Aaron D. Ames

In this paper, we propose an online learning-based predictive control (LPC) approach designed for nonlinear systems that lack explicit system dynamics. Unlike traditional model predictive control (MPC) algorithms that rely on known system…

Optimization and Control · Mathematics 2025-03-17 Yuanqing Zhang , Huanshui Zhang

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…

Systems and Control · Electrical Eng. & Systems 2021-03-10 Ye Wang , Chris Manzie

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros