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相关论文: Regret and Conservatism of Distributionally Robust…

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In distributed model predictive control (MPC), the control input at each sampling time is computed by solving a large-scale optimal control problem (OCP) over a finite horizon using distributed algorithms. Typically, such algorithms require…

系统与控制 · 电气工程与系统科学 2023-03-28 Giuseppe Belgioioso , Dominic Liao-McPherson , Mathias Hudoba de Badyn , Nicolas Pelzmann , John Lygeros , Florian Dörfler

We consider control of uncertain linear time-varying stochastic systems from the perspective of regret minimization. Specifically, we focus on the problem of designing a feedback controller that minimizes the loss relative to a clairvoyant…

系统与控制 · 电气工程与系统科学 2024-07-04 Andrea Martin , Luca Furieri , Florian Dörfler , John Lygeros , Giancarlo Ferrari-Trecate

We study the problem of adaptive control of the stochastic linear quadratic regulator (LQR) with constraints that must be satisfied at every time step. Prior work on the multidimensional problem has shown $\tilde{O}(T^{2/3})$ regret and…

最优化与控制 · 数学 2026-05-08 Spencer Hutchinson , Nanfei Jiang , Mahnoosh Alizadeh

In this paper, we consider learning scenarios where the learned model is evaluated under an unknown test distribution which potentially differs from the training distribution (i.e. distribution shift). The learner has access to a family of…

机器学习 · 计算机科学 2022-02-14 Alekh Agarwal , Tong Zhang

In this paper we introduce a novel approach to distributionally robust optimal control that supports online learning of the ambiguity set, while guaranteeing recursive feasibility. We introduce conic representable risk, which is useful to…

系统与控制 · 电气工程与系统科学 2021-12-13 Peter Coppens , Panagiotis Patrinos

In this paper, we address the stochastic MPC (SMPC) problem for linear systems, subject to chance state constraints and hard input constraints, under unknown noise distribution. First, we reformulate the chance state constraints as…

系统与控制 · 电气工程与系统科学 2022-04-05 Charis Stamouli , Anastasios Tsiamis , Manfred Morari , George J. Pappas

Safe operation of autonomous systems requires robustness to both model uncertainty and uncertainty in the environment. We propose DRP-$\mathcal{L}_1$AC, a hierarchical framework for stochastic nonlinear systems that integrates…

系统与控制 · 电气工程与系统科学 2026-04-24 Astghik Hakobyan , Amaras Nazarians , Aditya Gahlawat , Naira Hovakimyan , Ilya Kolmanovsky

This paper investigates the combination of model predictive control (MPC) concepts and posterior sampling techniques and proposes a simple constraint tightening technique to introduce cautiousness during explorative learning episodes. The…

系统与控制 · 电气工程与系统科学 2022-09-22 Kim P. Wabersich , Melanie N. Zeilinger

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

We study, to our knowledge, the first tractable multistage ex-ante distributionally robust regret optimization (DRRO) formulation for stochastic control. We consider finite-horizon LQR under common stage-law ambiguity: disturbances are…

最优化与控制 · 数学 2026-04-08 Lukas-Benedikt Fiechtner , Jose Blanchet

This paper presents a novel trajectory tracker for autonomous quadrotor navigation in dynamic and complex environments. The proposed framework integrates a distributional Reinforcement Learning (RL) estimator for unknown aerodynamic effects…

系统与控制 · 电气工程与系统科学 2023-01-02 Yanran Wang , James O'Keeffe , Qiuchen Qian , David Boyle

In this paper, we present Robust Model Predictive Control (MPC) problems with adjustable uncertainty sets. In contrast to standard Robust MPC problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional…

最优化与控制 · 数学 2018-09-21 Yeojun Kim , Xiaojing Zhang , Jacopo Guanetti , Francesco Borrelli

We investigate interactive trajectory planning subject to uncertainty in the decisions of surrounding agents. To control the ego-agent, we aim to first learn the decision distribution and solve a Stochastic Model Predictive Control (SMPC)…

系统与控制 · 电气工程与系统科学 2026-05-11 Erik Börve , Nikolce Murgovski , Morteza Haghir Chehreghani , Leo Laine

This paper presents a novel approach to addressing the distributionally robust nonlinear model predictive control (DRNMPC) problem. Current literature primarily focuses on the static Wasserstein distributionally robust optimal control…

最优化与控制 · 数学 2023-04-18 Zhengang Zhong , Jia-Jie Zhu

The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…

系统与控制 · 计算机科学 2018-10-10 Zhi Chen , Pengqian Yu , William B. Haskell

Solving chance-constrained optimal control problems for systems subject to non-stationary uncertainties is a significant challenge.Conventional robust model predictive control (MPC) often yields excessive conservatism by relying on static…

系统与控制 · 电气工程与系统科学 2025-07-16 Mingcong Li

We study the problem of online learning in predictive control of an unknown linear dynamical system with time varying cost functions which are unknown apriori. Specifically, we study the online learning problem where the control algorithm…

机器学习 · 计算机科学 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Dileep Kalathil , Pramod P. Khargonekar

We study the impact of predictions in online Linear Quadratic Regulator control with both stochastic and adversarial disturbances in the dynamics. In both settings, we characterize the optimal policy and derive tight bounds on the minimum…

最优化与控制 · 数学 2021-01-11 Chenkai Yu , Guanya Shi , Soon-Jo Chung , Yisong Yue , Adam Wierman

This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed approach is based on the recently developed finite-horizon…

最优化与控制 · 数学 2019-11-26 Kazuhide Okamoto , Panagiotis Tsiotras

We propose a distributionally robust data-driven predictive control framework for stochastic linear time-invariant systems with unknown dynamics and disturbance distributions. We use an offline trajectory to fit the subspace predictive…

系统与控制 · 电气工程与系统科学 2026-05-11 Mirhan Urkmez , Shahab Heshmati-Alamdari