Related papers: Towards turnpike-based performance analysis of ris…
This paper introduces a novel method for robust output-feedback model predictive control (MPC) for a class of nonlinear discrete-time systems. We propose a novel interval-valued predictor which, given an initial estimate of the state,…
This paper presents a novel distributed model predictive control (MPC) formulation without terminal cost and a corresponding distributed synthesis approach for distributed linear discrete-time systems with coupled constraints. The proposed…
Existing results on finite-time model predictive control (MPC) often rely on terminal equality constraint, switching inside one-step region, or terminal cost with short control horizon, leading to limited initial feasibility. This paper…
This paper presents a stabilizing tube-based MPC synthesis for LPV systems. We employ terminal constraint sets which are required to be controlled periodically contractive. Periodically (or finite-step) contractive sets are easier to…
Stability under model predictive control (MPC) schemes is frequently ensured by terminal ingredients. Employing a (control) Lyapunov function as the terminal cost constitutes a common choice. Learning-based methods may be used to construct…
We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the recourse…
In this paper, we present a quasi infinite horizon nonlinear model predictive control (MPC) scheme for tracking of generic reference trajectories. This scheme is applicable to nonlinear systems, which are locally incrementally stabilizable.…
This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…
A large class of decision making under uncertainty problems can be described via Markov decision processes (MDPs) or partially observable MDPs (POMDPs), with application to artificial intelligence and operations research, among others.…
This paper is about a class of distributionally robust model predictive controllers (MPC) for nonlinear stochastic processes that evaluate risk and control performance measures by propagating ambiguity sets in the space of state probability…
Model predictive control (MPC) is an optimal control method that predicts the future states of the system being controlled and estimates the optimal control inputs that drive the predicted states to the required reference. The computations…
We present a mean-variance policy iteration (MVPI) framework for risk-averse control in a discounted infinite horizon MDP optimizing the variance of a per-step reward random variable. MVPI enjoys great flexibility in that any policy…
This paper proposes to decouple performance optimization and enforcement of asymptotic convergence in Model Predictive Control (MPC) so that convergence to a given terminal set is achieved independently of how much performance is optimized…
This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…
Stochastic model-predictive control (SMPC) has evolved to a powerful framework for the control of stochastic dynamical systems. SMPC utilizes a probabilistic uncertainty description to provide a systematic trade-off between the control…
One of the critical challenges in automated driving is ensuring safety of automated vehicles despite the unknown behavior of the other vehicles. Although motion prediction modules are able to generate a probability distribution associated…
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…
Motion planning for autonomous driving must account for multi-modal uncertainty in both the intentions and trajectories of surrounding vehicles. Handling uncertainty in a worst-case manner guarantees robustness but often leads to excessive…
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 consider a control problem for a finite-state Markov system whose performance is evaluated by a coherent Markov risk measure. For each policy, the risk of a state is approximated by a function of its features, thus leading to a…