Related papers: Towards turnpike-based performance analysis of ris…
Trajectory optimization under uncertainty underpins a wide range of applications in robotics. However, existing methods are limited in terms of reasoning about sources of epistemic and aleatoric uncertainty, space and time correlations,…
This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…
Trajectory planning for autonomous driving is challenging because the unknown future motion of traffic participants must be accounted for, yielding large uncertainty. Stochastic Model Predictive Control (SMPC)-based planners provide…
This paper studies the optimal control problem for discrete-time nonlinear systems and an approximate dynamic programming-based Model Predictive Control (MPC) scheme is proposed for minimizing a quadratic performance measure. In the…
We present turnpike-type results for the risk tolerance function in an incomplete market setting under time-monotone forward performance criteria. We show that, contrary to the classical case, the temporal and spatial limits do not…
Model predictive control (MPC) is widely used in industries but implementing it poses challenges due to hardware or time constraints. A promising solution is to approximate the MPC policy using function approximators like neural networks.…
This paper studies the problem of risk-averse receding horizon motion planning for agents with uncertain dynamics, in the presence of stochastic, dynamic obstacles. We propose a model predictive control (MPC) scheme that formulates the…
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…
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…
Funnel MPC, a novel Model Predictive Control (MPC) scheme, allows guaranteed output tracking of smooth reference signals with prescribed error bounds for nonlinear multi-input multi-output systems. To this end, the stage cost resembles the…
In this paper, we focus on a data-driven risk-averse multistage stochastic programming (RMSP) model considering distributional robustness. We optimize the RMSP over the worst-case distribution within an ambiguity set of probability…
This note proposes a distributed model predictive control (DMPC) scheme with switched cost functions for a class of spatially interconnected systems with communication constraints. Non-iterative and parallel communication strategy is…
In this paper, we consider the problem of periodic optimal control of nonlinear systems subject to online changing and periodically time-varying economic performance measures using model predictive control (MPC). The proposed economic MPC…
We study risk-aware linear policy approximations for the optimal operation of an energy system with stochastic wind power, storage, and limited fuel. The resulting problem is a sequential decision-making problem with rolling forecasts. In…
We analyse the closed-loop performance of a model predictive control (MPC) for tracking formulation with artificial references. It has been shown that such a scheme guarantees closed-loop stability and recursive feasibility for any…
The \emph{turnpike property} in contemporary macroeconomics asserts that if an economic planner seeks to move an economy from one level of capital to another, then the most efficient path, as long as the planner has enough time, is to…
The Model Predictive Control (MPC) scheme Funnel MPC enables output tracking of smooth reference signals with prescribed error bounds for nonlinear multi-input multi-output systems with stable internal dynamics. Earlier works achieved the…
Our main contribution in this article is the achievement of the turnpike property in its integral and exponential forms for parameter-dependent systems with averaged observations in the cost functional. Namely, under suitable assumptions…
We present a stochastic model predictive control (SMPC) framework for linear systems subject to possibly unbounded disturbances. State of the art SMPC approaches with closed-loop chance constraint satisfaction recursively initialize the…
The challenge of constructing feedback control laws for risk-averse optimal control of partial differential equations (PDEs) with random coefficients is addressed. The control objective composes a tracking-type cost with the nonlinear…