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This work introduces a formulation of model predictive control (MPC) which adaptively reasons about the complexity of the model based on the task while maintaining feasibility and stability guarantees. Existing MPC implementations often…

机器人学 · 计算机科学 2024-11-07 Joseph Norby , Ardalan Tajbakhsh , Yanhao Yang , Aaron M. Johnson

Safely deploying robots in uncertain and dynamic environments requires a systematic accounting of various risks, both within and across layers in an autonomy stack from perception to motion planning and control. Many widely used motion…

系统与控制 · 电气工程与系统科学 2020-02-10 Venkatraman Renganathan , Iman Shames , Tyler H. Summers

Model Predictive Control (MPC) is a widely known control method that has proved to be particularly effective in multivariable and constrained control. Closed-loop stability and recursive feasibility can be guaranteed by employing accurate…

系统与控制 · 电气工程与系统科学 2025-02-05 Marco Polver , Daniel Limon , Fabio Previdi , Antonio Ferramosca

We consider sampled-data Model Predictive Control (MPC) of nonlinear continuous-time control systems. We derive sufficient conditions to guarantee recursive feasibility and asymptotic stability without stabilising costs and/or constraints.…

最优化与控制 · 数学 2021-03-03 Willem Esterhuizen , Karl Worthmann , Stefan Streif

We present a novel distributionally robust framework for dynamic programming that uses kernel methods to design feedback control policies. Specifically, we leverage kernel mean embedding to map the transition probabilities governing the…

系统与控制 · 电气工程与系统科学 2023-12-20 Licio Romao , Ashish R. Hota , Alessandro Abate

We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…

系统与控制 · 计算机科学 2019-01-23 Lukas Hewing , Kim P. Wabersich , Melanie N. Zeilinger

This paper studies a data-driven predictive control for a class of control-affine systems which is subject to uncertainty. With the accessibility to finite sample measurements of the uncertain variables, we aim to find controls which are…

最优化与控制 · 数学 2021-05-03 Dan Li , Dariush Fooladivanda , Sonia Martinez

In this paper, we present a data-driven distributed model predictive control (MPC) scheme to stabilise the origin of dynamically coupled discrete-time linear systems subject to decoupled input constraints. The local optimisation problems…

系统与控制 · 电气工程与系统科学 2023-08-14 Matthias Köhler , Julian Berberich , Matthias A. Müller , Frank Allgöwer

We study the problem of finite-time constrained optimal control of unknown stochastic linear time-invariant systems, which is the key ingredient of a predictive control algorithm -- albeit typically having access to a model. We propose a…

最优化与控制 · 数学 2021-07-22 Jeremy Coulson , John Lygeros , Florian Dörfler

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

系统与控制 · 电气工程与系统科学 2024-02-21 Daniel D. Leister , Justin P. Koeln

Sampling-based model predictive control (MPC) algorithms, such as model predictive path integral (MPPI), enable approximate, gradient-free solutions to optimal control problems by drawing samples from a proposal distribution, evaluating…

系统与控制 · 电气工程与系统科学 2026-05-11 Markus Walker , Marcel Reith-Braun , Daniel Frisch , Uwe D. Hanebeck

The optimal performance of robotic systems is usually achieved near the limit of state and input bounds. Model predictive control (MPC) is a prevalent strategy to handle these operational constraints, however, safety still remains an open…

系统与控制 · 电气工程与系统科学 2021-03-24 Jun Zeng , Bike Zhang , Koushil Sreenath

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…

最优化与控制 · 数学 2020-11-24 Kunwu Zhang , Yang Shi

Model predictive control (MPC) has established itself as the primary methodology for constrained control, enabling general-purpose robot autonomy in diverse real-world scenarios. However, for most problems of interest, MPC relies on the…

机器人学 · 计算机科学 2024-11-01 Davide Celestini , Daniele Gammelli , Tommaso Guffanti , Simone D'Amico , Elisa Capello , Marco Pavone

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

机器人学 · 计算机科学 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

In this work, we consider the optimal portfolio selection problem under hard constraints on trading volume amounts when the dynamics of the risky asset returns are governed by a discrete-time approximation of the Markov-modulated geometric…

投资组合管理 · 定量金融 2014-10-07 Vladimir Dombrovskii , Tatyana Obyedko

We present a case study applying learning-based distributionally robust model predictive control to highway motion planning under stochastic uncertainty of the lane change behavior of surrounding road users. The dynamics of road users are…

系统与控制 · 电气工程与系统科学 2022-11-08 Mathijs Schuurmans , Alexander Katriniok , Christopher Meissen , H. Eric Tseng , Panagiotis Patrinos

We propose a distributionally robust formulation of the traditional risk parity portfolio optimization problem. Distributional robustness is introduced by targeting the discrete probabilities attached to each observation used during…

最优化与控制 · 数学 2021-10-14 Giorgio Costa , Roy H. Kwon

In this technical note we analyse the performance improvement and optimality properties of the Learning Model Predictive Control (LMPC) strategy for linear deterministic systems. The LMPC framework is a policy iteration scheme where…

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

系统与控制 · 电气工程与系统科学 2022-07-19 Henning Schlüter , Frank Allgöwer