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Stochastic Model Predictive Control addresses uncertainties by incorporating chance constraints that provide probabilistic guarantees of constraint satisfaction. However, simultaneously optimizing over the risk allocation and the feedback…

系统与控制 · 电气工程与系统科学 2026-04-07 Filipe Marques Barbosa , Johan Löfberg

This paper presents a novel distributed model predictive control (MPC) formulation without terminal cost and a corresponding distributed synthesis approach for distributed linear discrete-time systems with coupled constraints. The proposed…

系统与控制 · 电气工程与系统科学 2026-05-28 Xiaoyu Liu , Dimos V. Dimarogonas , Changxin Liu , Azita Dabiri , Bart De Schutter

We consider a variant of the set covering problem with uncertain parameters, which we refer to as the chance-constrained set multicover problem (CC-SMCP). In this problem, we assume that there is uncertainty regarding whether a selected set…

最优化与控制 · 数学 2026-05-04 Shunyu Yao , Neng Fan , Pavlo Krokhmal

This paper proposes Distributed Model Predictive Covariance Steering (DiMPCS) for multi-agent control under stochastic uncertainty. The scope of our approach is to blend covariance steering theory, distributed optimization and model…

机器人学 · 计算机科学 2025-01-28 Augustinos D. Saravanos , Isin M. Balci , Efstathios Bakolas , Evangelos A. Theodorou

We propose an open loop methodology based on sample statistics to solve chance constrained stochastic optimal control problems with probabilistic safety guarantees for linear systems where the additive Gaussian noise has unknown mean and…

系统与控制 · 电气工程与系统科学 2023-03-24 Shawn Priore , Meeko Oishi

Increasing integration of renewable generation poses significant challenges to ensure robustness guarantees in real-time energy system decision-making. This work aims to develop a robust optimal transmission switching (OTS) framework that…

最优化与控制 · 数学 2022-09-01 Yuqi Zhou , Hao Zhu , Grani A. Hanasusanto

High-probability analysis of stochastic first-order optimization methods under mild assumptions on the noise has been gaining a lot of attention in recent years. Typically, gradient clipping is one of the key algorithmic ingredients to…

Various distributed optimization methods have been developed for solving problems which have simple local constraint sets and whose objective function is the sum of local cost functions of distributed agents in a network. Motivated by…

系统与控制 · 计算机科学 2016-11-17 Tsung-Hui Chang , Angelia Nedić , Anna Scaglione

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

最优化与控制 · 数学 2015-11-24 Yin-Lam Chow , Marco Pavone

Uncertainties in the environment and behavior model inaccuracies compromise the state estimation of a dynamic obstacle and its trajectory predictions, introducing biases in estimation and shifts in predictive distributions. Addressing these…

机器人学 · 计算机科学 2024-07-30 Minjun Sung , Hunmin Kim , Naira Hovakimyan

Control of nonlinear distributed parameter systems (DPS) under uncertainty is a meaningful task for many industrial processes. However, both intrinsic uncertainty and high dimensionality of DPS require intensive computations, while…

最优化与控制 · 数学 2024-10-17 Min Tao , Ioannis Zacharopoulos , Constantinos Theodoropoulos

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

系统与控制 · 电气工程与系统科学 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

In scenarios where high penetration of renewable energy sources (RES) is connected to the grid over long distances, the output of RES exhibits significant fluctuations, making it difficult to accurately characterize. The intermittency and…

最优化与控制 · 数学 2025-02-27 Yuhong Wang , Xinyao Wang , Chen Shen , Jianquan Liao , Qianni Cao , Yufei Teng , Huabo Shi , Gang Chen

The distributed biased min-consensus (DBMC) protocol is an iterative scheme that solves the shortest path problem asymptotically, requiring only local information exchange between neighboring nodes. By appropriately designing the gain…

系统与控制 · 电气工程与系统科学 2025-09-25 Zicheng Huang , Wangzhi Zhou , Yuanqiu Mo

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

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

This paper proposes a two-time scale neurodynamic duplex approach to solve distributionally robust geometric joint chance-constrained optimization problems. The probability distributions of the row vectors are not known in advance and…

神经与进化计算 · 计算机科学 2026-05-07 Ange Valli , Siham Tassouli , Abdel Lisser

This paper presents a distributed learning model predictive control (DLMPC) scheme for distributed linear time invariant systems with coupled dynamics and state constraints. The proposed solution method is based on an online distributed…

系统与控制 · 电气工程与系统科学 2020-06-25 Yvonne R. Stürz , Edward L. Zhu , Ugo Rosolia , Karl H. Johansson , Francesco Borrelli

We consider a distributionally robust Partially Observable Markov Decision Process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the beginning of each decision period, but their realizations…

最优化与控制 · 数学 2020-12-09 Hideaki Nakao , Ruiwei Jiang , Siqian Shen

Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this framework, one assumes that the underlying joint…

最优化与控制 · 数学 2023-11-01 Shiyi Jiang , Jianqiang Cheng , Kai Pan , Zuo-Jun Max Shen