Related papers: Distributionally Robust Data-Driven Predictive Con…
This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…
We study the problem of distributed online control of networked systems with time-varying cost functions and disturbances, where each node only has local information of the states and forecasts of the costs and disturbances. We develop a…
Model predictive control (MPC) schemes have a proven track record for delivering aggressive and robust performance in many challenging control tasks, coping with nonlinear system dynamics, constraints, and observational noise. Despite their…
We propose a data-driven control method for systems with aleatoric uncertainty, for example, robot fleets with variations between agents. Our method leverages shared trajectory data to increase the robustness of the designed controller and…
The non-convexity and intractability of distributionally robust chance constraints make them challenging to cope with. From a data-driven perspective, we propose formulating it as a robust optimization problem to ensure that the…
In this work, we exploit an offline-sampling based strategy for the constrained data-driven predictive control of an unknown linear system subject to random measurement noise. The strategy uses only past measured, potentially noisy data in…
This paper presents two stochastic model predictive control methods for linear time-invariant systems subject to unbounded additive uncertainties. The new methods are developed by formulating the chance constraints into deterministic form,…
We present a novel $Q$-learning algorithm tailored to solve distributionally robust Markov decision problems where the corresponding ambiguity set of transition probabilities for the underlying Markov decision process is a Wasserstein ball…
We propose a robust data-driven output feedback control algorithm that explicitly incorporates inherent finite-sample model estimate uncertainties into the control design. The algorithm has three components: (1) a subspace identification…
We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…
Distributional ambiguity sets provide quantifiable ways to characterize the uncertainty about the true probability distribution of random variables of interest. This makes them a key element in data-driven robust optimization by exploiting…
Data-driven controllers design is an important research problem, in particular when data is corrupted by the noise. In this paper, we propose a data-driven min-max model predictive control (MPC) scheme using noisy input-state data for…
Data-Driven Predictive Control (DDPC) has been recently proposed as an effective alternative to traditional Model Predictive Control (MPC), in that the same constrained optimization problem can be addressed without the need to explicitly…
The paper studies the robustness properties of discrete-time stochastic optimal control under Wasserstein model approximation for both discounted-cost and average-cost criteria. Specifically, we study the performance loss when applying an…
The effects of treatments are often heterogeneous, depending on the observable characteristics, and it is necessary to exploit such heterogeneity to devise individualized treatment rules (ITRs). Existing estimation methods of such ITRs…
Many systems are subject to periodic disturbances and exhibit repetitive behaviour. Model-based repetitive control employs knowledge of such periodicity to attenuate periodic disturbances and has seen a wide range of successful industrial…
This paper focuses on the contextual optimization problem where a decision is subject to some uncertain parameters and covariates that have some predictive power on those parameters are available before the decision is made. More…
Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and…
Motivated by large-scale but computationally constrained settings, e.g., the Internet of Things, we present a novel data-driven distributed control algorithm that is synthesized directly from trajectory data. Our method, data-driven…
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…