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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, a novel tube-based economic Model Predictive Control (MPC) scheme for uncertain systems that uses neither terminal costs nor terminal constraints is investigated. We show that the results from the undisturbed case can be…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Lukas Schwenkel , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

This article presents novel methods for synthesizing distributionally robust stabilizing neural controllers and certificates for control systems under model uncertainty. A key challenge in designing controllers with stability guarantees for…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Kehan Long , Jorge Cortes , Nikolay Atanasov

Robust control is a core approach for controlling systems with performance guarantees that are robust to modeling error, and is widely used in real-world systems. However, current robust control approaches can only handle small system…

Optimization and Control · Mathematics 2021-06-08 Dimitar Ho , Hoang M. Le , John C. Doyle , Yisong Yue

We study stochastic dynamical systems in settings where only partial statistical information about the noise is available, e.g., in the form of a limited number of noise realizations. Such systems are particularly challenging to analyze and…

Optimization and Control · Mathematics 2023-04-06 Liviu Aolaritei , Nicolas Lanzetti , Florian Dörfler

Modeling error or external disturbances can severely degrade the performance of Model Predictive Control (MPC) in real-world scenarios. Robust MPC (RMPC) addresses this limitation by optimizing over feedback policies but at the expense of…

Systems and Control · Electrical Eng. & Systems 2019-07-16 Brett T. Lopez , Jean-Jacques E. Slotine , Jonathan P. How

In this paper, we present a nonlinear robust model predictive control (MPC) framework for general (state and input dependent) disturbances. This approach uses an online constructed tube in order to tighten the nominal (state and input)…

Systems and Control · Electrical Eng. & Systems 2020-06-05 Johannes Köhler , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

In this paper, we present Robust Model Predictive Control (MPC) problems with adjustable uncertainty sets. In contrast to standard Robust MPC problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional…

Optimization and Control · Mathematics 2018-09-21 Yeojun Kim , Xiaojing Zhang , Jacopo Guanetti , Francesco Borrelli

Trajectory optimization and model predictive control are essential techniques underpinning advanced robotic applications, ranging from autonomous driving to full-body humanoid control. State-of-the-art algorithms have focused on data-driven…

Systems and Control · Electrical Eng. & Systems 2021-11-15 Hany Abdulsamad , Tim Dorau , Boris Belousov , Jia-Jie Zhu , Jan Peters

This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…

Optimization and Control · Mathematics 2019-08-12 Danylo Malyuta , Behcet Acikmese , Martin Cacan

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…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Elisa Andina , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

Safe operation of autonomous systems requires robustness to both model uncertainty and uncertainty in the environment. We propose DRP-$\mathcal{L}_1$AC, a hierarchical framework for stochastic nonlinear systems that integrates…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Astghik Hakobyan , Amaras Nazarians , Aditya Gahlawat , Naira Hovakimyan , Ilya Kolmanovsky

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

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

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

This paper presents a method to identify an uncertain linear time-invariant (LTI) prediction model for tube-based Robust Model Predictive Control (RMPC). The uncertain model is determined from a given state-input dataset by formulating and…

Systems and Control · Electrical Eng. & Systems 2023-10-10 Sampath Kumar Mulagaleti , Alberto Bemporad , Mario Zanon

Contraction-Based Nonlinear Model Predictive Control (NMPC) formulations are attractive because of the generally short prediction horizons they require and the needless use of terminal set computation that are commonly necessary to…

Systems and Control · Computer Science 2016-06-03 Mazen Alamir

In this article we present a general framework for non-concave robust stochastic control problems under model uncertainty in a discrete time finite horizon setting. Our framework allows to consider a variety of different path-dependent…

Optimization and Control · Mathematics 2025-05-06 Ariel Neufeld , Julian Sester

This paper considers the robustness of an uncertain nonlinear system along a finite-horizon trajectory. The uncertain system is modeled as a connection of a nonlinear system and a perturbation. The analysis relies on three ingredients.…

Systems and Control · Electrical Eng. & Systems 2025-08-05 Peter Seiler , Raghu Venkataraman

This paper presents a nonlinear model predictive control strategy for stochastic systems with general (state and input dependent) disturbances subject to chance constraints. Our approach uses an online computed stochastic tube to ensure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer