A distributionally robust optimization based method for stochastic model predictive control

B Li, Y Tan, AG Wu, GR Duan - IEEE Transactions on Automatic …, 2021 - ieeexplore.ieee.org
Two stochastic model predictive control algorithms, which are referred to as distributionally
robust model predictive control algorithms, are proposed in this article for a class of discrete …

Data-driven distributionally robust MPC for constrained stochastic systems

P Coppens, P Patrinos - IEEE Control Systems Letters, 2021 - ieeexplore.ieee.org
In this letter we introduce a novel approach to distributionally robust optimal control that
supports online learning of the ambiguity set, while guaranteeing recursive feasibility. We …

Distributionally robust model predictive control with total variation distance

A Dixit, M Ahmadi, JW Burdick - IEEE Control Systems Letters, 2022 - ieeexplore.ieee.org
This letter studies the problem of distributionally robust model predictive control (MPC) using
total variation distance ambiguity sets. For a discrete-time linear system with additive …

Data-driven distributionally robust bounds for stochastic model predictive control

M Fochesato, J Lygeros - 2022 IEEE 61st Conference on …, 2022 - ieeexplore.ieee.org
We present a distributionally robust stochastic model predictive control scheme for linear
discrete-time systems subject to unbounded additive disturbance. We consider joint chance …

[HTML][HTML] Tube-based distributionally robust model predictive control for nonlinear process systems via linearization

Z Zhong, EA del Rio-Chanona… - Computers & Chemical …, 2023 - Elsevier
Abstract Model predictive control (MPC) is an effective approach to control multivariable
dynamic systems with constraints. Most real dynamic models are however affected by plant …

Data-driven distributionally robust MPC: An indirect feedback approach

C Mark, S Liu - arXiv preprint arXiv:2109.09558, 2021 - arxiv.org
This paper presents a distributionally robust stochastic model predictive control (SMPC)
approach for linear discrete-time systems subject to unbounded and correlated additive …

Distributional robustness in minimax linear quadratic control with Wasserstein distance

K Kim, I Yang - SIAM Journal on Control and Optimization, 2023 - SIAM
To address the issue of inaccurate distributions in discrete-time stochastic systems, a
minimax linear quadratic control method using the Wasserstein metric is proposed. Our …

Data-driven distributionally robust MPC for systems with uncertain dynamics

F Micheli, T Summers, J Lygeros - 2022 IEEE 61st Conference …, 2022 - ieeexplore.ieee.org
We present a novel data-driven distributionally robust Model Predictive Control formulation
for unknown discrete-time linear time-invariant systems affected by unknown and possibly …

Safe learning for uncertainty-aware planning via interval MDP abstraction

J Jiang, Y Zhao, S Coogan - IEEE Control Systems Letters, 2022 - ieeexplore.ieee.org
We study the problem of refining satisfiability bounds for partially-known stochastic systems
against planning specifications defined using syntactically co-safe Linear Temporal Logic …

Wasserstein distributionally robust control of partially observable linear stochastic systems

A Hakobyan, I Yang - IEEE Transactions on Automatic Control, 2024 - ieeexplore.ieee.org
Distributionally robust control (DRC) aims to effectively manage distributional ambiguity in
stochastic systems. While most existing works address inaccurate distributional information …