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Direct data-driven control methods are known to be vulnerable to uncertainty in stochastic systems. In this paper, we propose a new robust data-driven predictive control (DDPC) framework. By analyzing non-unique solutions to behavioral…

Optimization and Control · Mathematics 2026-04-23 Yibo Wang , Qingyuan Liu , Chao Shang

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

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

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

In this paper, we consider the problem of controlling a dynamical system such that its trajectories satisfy a temporal logic property in a given amount of time. We focus on multi-affine systems and specifications given as syntactically…

Systems and Control · Computer Science 2012-03-27 Ebru Aydin Gol , Calin Belta

This work presents a stochastic tube-based model predictive control framework that guarantees hard input constraint satisfaction for linear systems subject to unbounded additive disturbances. The approach relies on a structured design of…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Carlo Karam , Matteo Tacchi , Mirko Fiacchini

We study the problem of controlling multi-agent systems under a set of signal temporal logic tasks. Signal temporal logic is a formalism that is used to express time and space constraints for dynamical systems. Recent methods to solve the…

Systems and Control · Electrical Eng. & Systems 2020-11-26 Lars Lindemann , Dimos V. Dimarogonas

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

We present a model predictive control (MPC) framework for nonlinear stochastic systems that ensures safety guarantee with high probability. Unlike most existing stochastic MPC schemes, our method adopts a set-erosion that converts the…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Zishun Liu , Liqian Ma , Yongxin Chen

Motivated by the recent interest in risk-aware control, we study a continuous-time control synthesis problem to bound the risk that a stochastic linear system violates a given specification. We use risk signal temporal logic as a…

Systems and Control · Electrical Eng. & Systems 2022-04-12 Sleiman Safaoui , Lars Lindemann , Iman Shames , Tyler H. Summers

In this paper, a sampling-based Stochastic Model Predictive Control algorithm is proposed for discrete-time linear systems subject to both parametric uncertainties and additive disturbances. One of the main drivers for the development of…

In this paper, we present a provably correct controller synthesis approach for switched stochastic control systems with metric temporal logic (MTL) specifications with provable probabilistic guarantees. We first present the stochastic…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Zhe Xu , Yichen Zhang

Probabilistic programming is related to a compositional approach to stochastic modeling by switching from discrete to continuous time dynamics. In continuous time, an operator-algebra semantics is available in which processes proceeding in…

Artificial Intelligence · Computer Science 2012-12-05 Eric Mjolsness

This paper presents a continuous-time optimal control framework for the generation of reference trajectories in driving scenarios with uncertainty. A previous work presented a discrete-time stochastic generator for autonomous vehicles;…

Optimization and Control · Mathematics 2026-03-17 Ange Valli , Shangyuan Zhang , Abdel Lisser

We develop a conservative continuous-time stochastic control framework for treatment optimization from irregularly sampled patient trajectories. The unknown patient dynamics are modeled as a controlled stochastic differential equation with…

Machine Learning · Computer Science 2026-03-18 Nora Schneider , Georg Manten , Niki Kilbertus

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…

Optimization and Control · Mathematics 2017-05-17 George I. Boutselis , Yunpeng Pan , Gerardo De La Tore , Evangelos A. Theodorou

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Anilkumar Parsi , Panagiotis Anagnostaras , Andrea Iannelli , Roy S. Smith

Although many real-world stochastic planning problems are more naturally formulated by hybrid models with both discrete and continuous variables, current state-of-the-art methods cannot adequately address these problems. We present the…

Artificial Intelligence · Computer Science 2012-07-19 Carlos E. Guestrin , Milos Hauskrecht , Branislav Kveton

In this paper, we investigate a decentralized stochastic control problem with two agents, where a part of the memory of the second agent is also available to the first agent at each instance of time. We derive a structural form for optimal…

Optimization and Control · Mathematics 2022-06-14 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

In this paper, we revisit the computation of controlled invariant sets for linear discrete-time systems through a trajectory-based viewpoint. We begin by introducing the notion of convex feasible points, which provides a new…

Optimization and Control · Mathematics 2026-05-06 Emmanuel Junior Wafo Wembe , Adnane Saoud