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Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Alexandros E. Tzikas , Lukas Fiechtner , Arec Jamgochian , Mykel J. Kochenderfer

In this paper, a simple heuristic is proposed for the design of uncertainty aware predictive controllers for nonlinear models involving uncertain parameters. The method relies on Machine Learning-based approximation of ideal deterministic…

Systems and Control · Electrical Eng. & Systems 2021-02-05 Mazen Alamir

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

Kernel embeddings of distributions have recently gained significant attention in the machine learning community as a data-driven technique for representing probability distributions. Broadly, these techniques enable efficient computation of…

Optimization and Control · Mathematics 2021-03-25 Adam J. Thorpe , Meeko M. K. Oishi

We consider covariance control problems for nonlinear stochastic systems. Our objective is to find an optimal control strategy to steer the state from an initial distribution to a terminal one with specified mean and covariance. This…

Systems and Control · Electrical Eng. & Systems 2019-11-22 Zeji Yi , Zhefeng Cao , Evangelos Theodorou , Yongxin Chen

In this paper a new framework has been applied to the design of controllers which encompasses nonlinearity, hysteresis and arbitrary density functions of forward models and inverse controllers. Using mixture density networks, the…

Optimization and Control · Mathematics 2018-01-09 Randa Herzallah

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

This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…

Systems and Control · Computer Science 2017-05-30 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

The optimal control for mobile agents is an important and challenging issue. Recent work shows that using randomized mechanism in agents' control can make the state unpredictable, and thus improve the security of agents. However, the…

Systems and Control · Electrical Eng. & Systems 2022-09-05 Chendi Qu , Jianping He , Jialun Li

We propose a formulation for approximate constrained nonlinear output-feedback stochastic model predictive control. Starting from the ideal but intractable stochastic optimal control problem (OCP), which involves the optimization over…

Optimization and Control · Mathematics 2023-01-10 Florian Messerer , Katrin Baumgärtner , Moritz Diehl

This paper presents a Distributed Stochastic Model Predictive Control algorithm for networks of linear systems with multiplicative uncertainties and local chance constraints on the states and control inputs. The chance constraints are…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

Optimizing the controls of quantum systems plays a crucial role in advancing quantum technologies. The time-varying noises in quantum systems and the widespread use of inhomogeneous quantum ensembles raise the need for high-quality quantum…

Quantum Physics · Physics 2025-05-06 Xinyu Fei , Lucas T. Brady , Jeffrey Larson , Sven Leyffer , Siqian Shen

We propose a provably stabilizing and tractable approach for control of constrained linear systems under intermittent observations and unreliable transmissions of control commands. A smart sensor equipped with a Kalman filter is employed…

Optimization and Control · Mathematics 2020-04-14 Prabhat K. Mishra , Debasish Chatterjee , Daniel E. Quevedo

Control of nonlinear uncertain systems is a common challenge in the robotics field. Nonlinear latent force models, which incorporate latent uncertainty characterized as Gaussian processes, carry the promise of representing such systems…

Robotics · Computer Science 2022-07-29 Thomas Woodruff , Iman Askari , Guanghui Wang , Huazhen Fang

Accurate simulation of complex physical systems enables the development, testing, and certification of control strategies before they are deployed into the real systems. As simulators become more advanced, the analytical tractability of the…

Robotics · Computer Science 2020-05-27 Lucas Barcelos , Rafael Oliveira , Rafael Possas , Lionel Ott , Fabio Ramos

This work addresses the optimal covariance control problem for stochastic discrete-time linear time-varying systems subject to chance constraints. Covariance steering is a stochastic control problem to steer the system state Gaussian…

Optimization and Control · Mathematics 2018-04-10 Kazuhide Okamoto , Maxim Goldshtein , Panagiotis Tsiotras

This work addresses the challenge of ignition timing and load control in homogeneous charge compression ignition engines operating subject to uncertainty from complex combustion dynamics and external disturbances. To handle this issue, we…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Xu Chen , Kevin Kluge , Maximilian Basler , Lorenz Dörschel , Heike Vallery

While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Victor Gaßmann , Dirk Wollherr , Marion Leibold

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras