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Model predictive control (MPC) is an effective approach to control multivariable dynamic systems with constraints. Most real dynamic models are however affected by plant-model mismatch and process uncertainties, which can lead to…
Data-enabled predictive control (DeePC) has emerged as a powerful technique to control complex systems without the need for extensive modeling efforts. However, relying solely on offline collected data trajectories to represent the system…
Model mismatch and process noise are two frequently occurring phenomena that can drastically affect the performance of model predictive control (MPC) in practical applications. We propose a principled way to tune the cost function and the…
We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…
In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental…
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…
Models defined by stochastic differential equations (SDEs) allow for the representation of random variability in dynamical systems. The relevance of this class of models is growing in many applied research areas and is already a standard…
Robust control design is mainly devoted to guarantee closed-loop stability of a model-based control law in presence of parametric and structural uncertainties. The control law is usually a complex feedback law which is derived from a…
In this paper, a local-global model reduction method is presented to solve stochastic optimal control problems governed by partial differential equations (PDEs). If the optimal control problems involve uncertainty, we need to use a few…
Motivated by linear-quadratic optimal control problems (LQ problems, for short) for mean-field stochastic differential equations (SDEs, for short) with the coefficients containing regime switching governed by a Markov chain, we consider an…
We propose a robust data-driven model predictive control (MPC) scheme to control linear time-invariant (LTI) systems. The scheme uses an implicit model description based on behavioral systems theory and past measured trajectories. In…
Optimal control of general nonlinear systems is a central challenge in automation. Enabled by powerful function approximators, data-driven approaches to control have recently successfully tackled challenging applications. However, such…
Nonlinear Model Predictive Control (NMPC) is widely used for controlling high-speed robotic systems such as quadrotors. However, its significant computational demands often hinder real-time feasibility and reliability, particularly in…
We present a deep recurrent neural network architecture to solve a class of stochastic optimal control problems described by fully nonlinear Hamilton Jacobi Bellmanpartial differential equations. Such PDEs arise when one considers…
The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…
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…
Model Predictive Control (MPC) is an enabling technology in applications requiring controlling physical processes in an optimized way under constraints on inputs and outputs. However, in MPC closed-loop performance is pushed to the limits…
This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…
Closed-loop performance of sequential decision making algorithms, such as model predictive control, depends strongly on the choice of controller parameters. Bayesian optimization allows learning of parameters from closed-loop experiments,…
This paper proposes an approach, Spectral Dynamics Embedding Control (SDEC), to optimal control for nonlinear stochastic systems. This method reveals an infinite-dimensional feature representation induced by the system's nonlinear…