Safe reinforcement learning using Wasserstein distributionally robust MPC and chance constraint

AB Kordabad, R Wisniewski, S Gros - IEEE Access, 2022 - ieeexplore.ieee.org
In this paper, we address the chance-constrained safe Reinforcement Learning (RL)
problem using the function approximators based on Stochastic Model Predictive Control …

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 …

Temporal robustness of stochastic signals

L Lindemann, A Rodionova, G Pappas - Proceedings of the 25th ACM …, 2022 - dl.acm.org
We study the temporal robustness of stochastic signals. This topic is of particular interest in
interleaving processes such as multi-agent systems where communication and individual …

Emerging methodologies in stability and optimization problems of learning‐based nonlinear model predictive control: A survey

F Meng, X Shen, HR Karimi - International Journal of Circuit …, 2022 - Wiley Online Library
Since last 40 years, the theory and technology of model predictive control (MPC) have been
developed rapidly. However, nonlinear MPC still faces difficulties such as high online …

A general framework for learning-based distributionally robust MPC of Markov jump systems

M Schuurmans, P Patrinos - IEEE Transactions on Automatic …, 2023 - ieeexplore.ieee.org
In this article, we present a data-driven learning model predictive control (MPC) scheme for
chance-constrained Markov jump systems with unknown switching probabilities. Using …

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 …

Interaction-aware model predictive control for autonomous driving

R Wang, M Schuurmans… - 2023 European Control …, 2023 - ieeexplore.ieee.org
We propose an interaction-aware stochastic model predictive control (MPC) strategy for lane
merging tasks in automated driving. The MPC strategy is integrated with an online learning …

STL robustness risk over discrete-time stochastic processes

L Lindemann, N Matni… - 2021 60th IEEE …, 2021 - ieeexplore.ieee.org
We present a framework to interpret signal temporal logic (STL) formulas over discrete-time
stochastic processes in terms of the induced risk. Each realization of a stochastic process …

Wasserstein distributionally robust control of partially observable linear systems: Tractable approximation and performance guarantee

A Hakobyan, I Yang - 2022 IEEE 61st Conference on Decision …, 2022 - ieeexplore.ieee.org
Wasserstein distributionally robust control (WDRC) is an effective method for addressing
inaccurate distribution information about disturbances in stochastic systems. It provides …

Risk of stochastic systems for temporal logic specifications

L Lindemann, L Jiang, N Matni, GJ Pappas - ACM Transactions on …, 2023 - dl.acm.org
The wide availability of data coupled with the computational advances in artificial
intelligence and machine learning promise to enable many future technologies such as …