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This work proposes a novel robust model predictive control (MPC) algorithm for linear systems affected by dynamic model uncertainty and exogenous disturbances. The uncertainty is modeled using a linear fractional perturbation structure with…

系统与控制 · 电气工程与系统科学 2022-06-10 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future…

系统与控制 · 电气工程与系统科学 2021-03-25 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…

机器学习 · 计算机科学 2026-04-28 Yunpeng Xu , Wenge Guo , Zhi Wei

We present an information theoretic approach to stochastic optimal control problems that can be used to derive general sampling based optimization schemes. This new mathematical method is used to develop a sampling based model predictive…

机器人学 · 计算机科学 2017-07-11 Grady Williams , Paul Drews , Brian Goldfain , James M. Rehg , Evangelos A. Theodorou

This paper introduces a method of identifying a maximal set of safe strategies from data for stochastic systems with unknown dynamics using barrier certificates. The first step is learning the dynamics of the system via Gaussian process…

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…

最优化与控制 · 数学 2023-06-23 Zhiping Chen , Wentao Ma , Bingbing Ji

Safe motion planning in uncertain, time-varying environments is challenging because the safe region can change unpredictably across planning steps, often causing a loss of recursive feasibility. In this work, we present a Probabilistic…

系统与控制 · 电气工程与系统科学 2026-05-20 Hyeontae Sung , Hyeongchan Ham , Junyoung Park , Kai Ren , Heejin Ahn

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

最优化与控制 · 数学 2016-05-04 Ashkan Jasour , Constantino Lagoa

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

机器人学 · 计算机科学 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

This paper investigates the finite-horizon distributionally robust mixed-integer control (DRMIC) of uncertain linear systems. However, deriving an optimal causal feedback control policy to this DRMIC problem is computationally formidable…

最优化与控制 · 数学 2025-02-11 Xutao Ma , Chao Ning , Wenli Du , Yang Shi

This paper introduces an optimization problem (P) and a solution strategy to design variable-speed-limit controls for a highway that is subject to traffic congestion and uncertain vehicle arrival and departure. By employing a finite…

最优化与控制 · 数学 2020-09-08 Dan Li , Dariush Fooladivanda , Sonia Martinez

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…

系统与控制 · 电气工程与系统科学 2022-11-16 Anilkumar Parsi , Panagiotis Anagnostaras , Andrea Iannelli , Roy S. Smith

A data-driven MPC scheme is proposed to safely control constrained stochastic linear systems using distributionally robust optimization. Distributionally robust constraints based on the Wasserstein metric are imposed to bound the state…

最优化与控制 · 数学 2021-05-19 Zhengang Zhong , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis

In this work, we propose a distributionally robust stochastic model predictive control (DR-SMPC) algorithm to address the problem of two-sided chance constrained discrete-time linear system corrupted by additive noise. The prevalent…

系统与控制 · 电气工程与系统科学 2022-03-17 Yuan Tan , Jun Yang , Wen-Hua Chen , Shihua Li

In this paper, we consider a distributed model predictive control (MPC) algorithm for coordinated path-following. Relying on the time-critical cooperative path-following framework, which decouples space and time and reduces the coordination…

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

最优化与控制 · 数学 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

Developing safe automated vehicles that can be proactive, safe, and comfortable in mixed traffic requires improved planning methods that are risk-averse and that account for predictions of the motion of other road users. To consider these…

最优化与控制 · 数学 2022-09-16 Chris van der Ploeg , Robin Smit , Arjan Teerhuis , Emilia Silvas

This paper studies optimal control problems of unknown linear systems subject to stochastic disturbances of uncertain distribution. Uncertainty about the stochastic disturbances is usually described via ambiguity sets of probability…

系统与控制 · 电气工程与系统科学 2023-06-30 Guanru Pan , Timm Faulwasser

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…

最优化与控制 · 数学 2017-05-17 George I. Boutselis , Yunpeng Pan , Gerardo De La Tore , Evangelos A. Theodorou

A comprehensive approach addressing identification and control for learningbased Model Predictive Control (MPC) for linear systems is presented. The design technique yields a data-driven MPC law, based on a dataset collected from the…

系统与控制 · 计算机科学 2018-10-31 Enrico Terzi , Lorenzo Fagiano , Marcello Farina , Riccardo Scattolini