Related papers: Bayesian Risk-averse Model Predictive Control with…
In recent studies on model-based reinforcement learning (MBRL), incorporating uncertainty in forward dynamics is a state-of-the-art strategy to enhance learning performance, making MBRLs competitive to cutting-edge model free methods,…
This paper investigates adaptive model predictive control (MPC) for a class of constrained linear systems with unknown model parameters. This is also posed as the dual control problem consisting of system identification and regulation. We…
Model Predictive Control (MPC) is well understood in the deterministic setting, yet rigorous stability and performance guarantees for stochastic MPC remain limited to the consideration of terminal constraints and penalties. In contrast,…
We introduce Learning-Augmented Control (LAC), an approach that integrates untrusted machine learning predictions into the control of constrained, nonlinear dynamical systems. LAC is designed to achieve the "best-of-both-worlds" guarantees,…
Trial-and-error based reinforcement learning (RL) has seen rapid advancements in recent times, especially with the advent of deep neural networks. However, the majority of autonomous RL algorithms require a large number of interactions with…
Model predictive control (MPC) is a powerful control method that allows to directly include state and input constraints into the controller design. However, errors in the model, e.g., caused by unknown disturbances, can lead to constraint…
In this paper, we address the problem of designing stochastic model predictive control (MPC) schemes for linear systems affected by unbounded disturbances. The contribution of the paper is twofold. First, motivated by the difficulty of…
Stochastic model predictive control has been a successful and robust control framework for many robotics tasks where the system dynamics model is slightly inaccurate or in the presence of environment disturbances. Despite the successes, it…
Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…
We propose and analyze a real-time model predictive control (MPC) scheme that utilizes stored data to improve its performance by learning the value function online with stability guarantees. For linear and nonlinear systems, a learning…
This paper considers a risk-constrained infinite-horizon optimal control problem and proposes to solve it in an iterative manner. Each iteration of the algorithm generates a trajectory from the starting point to the target equilibrium state…
In this work we address the problem of performing a repetitive task when we have uncertain observations and dynamics. We formulate this problem as an iterative infinite horizon optimal control problem with output feedback. Previously, this…
Gaussian process (GP) regression has been widely used in supervised machine learning due to its flexibility and inherent ability to describe uncertainty in function estimation. In the context of control, it is seeing increasing use for…
In this paper, we focus on the problem of shrinking-horizon Model Predictive Control (MPC) in uncertain dynamic environments. We consider controlling a deterministic autonomous system that interacts with uncontrollable stochastic agents…
Handling model mismatch is a common challenge in model predictive control (MPC). While robust MPC is effective, its conservatism often makes it less desirable. Certainty-equivalence MPC (CE-MPC), which uses a nominal model, offers an…
Predictive safety filters provide a way of projecting potentially unsafe inputs, proposed, e.g. by a human or learning-based controller, onto the set of inputs that guarantee recursive state and input constraint satisfaction by leveraging…
The combination of learning methods with Model Predictive Control (MPC) has attracted a significant amount of attention in the recent literature. The hope of this combination is to reduce the reliance of MPC schemes on accurate models, and…
A Bayesian analytics framework that precisely quantifies uncertainty offers a significant advance for financial risk management. We develop an integrated approach that consistently enhances the handling of risk in market volatility…
This paper studies consensus of discrete-time multi-agent systems under time-varying directed communication, state and input constraints using a distributed multi-step model predictive control (MPC) framework. Consensus is recast as…
We propose an adaptive optimisation approach for tuning stochastic model predictive control (MPC) hyper-parameters while jointly estimating probability distributions of the transition model parameters based on performance rewards. In…