Related papers: Receding-Horizon Nonlinear Optimal Control With Sa…
We study the stability of receding horizon control for continuous-time non-linear stochastic differential equations. We illustrate the results with a simulation example in which we employ receding horizon control to design an investment…
This article addresses obstacle avoidance motion planning for autonomous vehicles, specifically focusing on highway overtaking maneuvers. The control design challenge is handled by considering a mathematical vehicle model that captures both…
Minimum Attention Control (MAC) is a control technique that provides minimal input changes to meet the control objective. Mathematically, the zero norm of the input changes is used as a constraint for the given control objective and…
In this paper, we will develop a systematic approach to deriving guaranteed bounds for approximate dynamic programming (ADP) schemes in optimal control problems. Our approach is inspired by our recent results on bounding the performance of…
This paper investigates an infinite-horizon linear quadratic stochastic (LQS) optimal control problem for a class of continuous-time stochastic systems. By employing the technique of adaptive dynamic programming (ADP), we propose a novel…
The solution of a constrained linear-quadratic regulator problem is determined by the set of its optimal active sets. We propose an algorithm that constructs this set of active sets for a desired horizon N from that for horizon N-1. While…
This paper investigates the infinite horizon optimal control problem (OCP) for space applications characterized by nonlinear dynamics. The proposed approach divides the problem into a finite horizon OCP with a regularized terminal cost,…
In this article, we consider a receding horizon control of discrete-time state-dependent jump linear systems, particular kind of stochastic switching systems, subject to possibly unbounded random disturbances and probabilistic state…
This paper studies the problem of risk-averse receding horizon motion planning for agents with uncertain dynamics, in the presence of stochastic, dynamic obstacles. We propose a model predictive control (MPC) scheme that formulates the…
This paper studies the robust optimal control design for uncertain nonlinear systems from a perspective of robust adaptive dynamic programming (robust-ADP). The objective is to fill up a gap in the past literature of ADP where dynamic…
We consider a stochastic linear system and address the design of a finite horizon control policy that is optimal according to some average cost criterion and accounts also for probabilistic constraints on both the input and state variables.…
An innovative numerical algorithm for solving infinite-horizon optimal control problems is introduced in this paper, using the IsoCost-HyperSurface (ICHS) concept. In the state space of an optimal control system, an ICHS is defined as a set…
We present a stochastic model predictive control framework for nonlinear systems subject to unbounded process noise with closed-loop guarantees. First, we provide a conceptual shrinking-horizon framework that utilizes general probabilistic…
This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…
In modern engineering scenarios, there is often a strict upper bound on the number of algorithm iterations that can be performed within a given time limit. This raises the question of optimal algorithmic configuration for a fixed and finite…
We present a dynamic programming-based solution to a stochastic optimal control problem up to a hitting time for a discrete-time Markov control process. Firstly, we determine an optimal control policy to steer the process toward a compact…
This work proposes a receding horizon coverage control approach which allows multiple autonomous aerial agents to work cooperatively in order cover the total surface area of a 3D object of interest. The cooperative coverage problem which is…
This chapter deals with the stabilization of a class of linear time-varying parabolic partial differential equations employing receding horizon control (RHC). Here, RHC is finite-dimensional, i.e., it enters as a time-depending linear…
This article considers the stochastic optimal control of discrete-time linear systems subject to (possibly) unbounded stochastic disturbances, hard constraints on the manipulated variables, and joint chance constraints on the states. A…
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…