Stochastic linear model predictive control with chance constraints–a review

M Farina, L Giulioni, R Scattolini - Journal of Process Control, 2016‏ - Elsevier
In the past ten years many Stochastic Model Predictive Control (SMPC) algorithms have
been developed for systems subject to stochastic disturbances and model uncertainties …

An outlook on robust model predictive control algorithms: Reflections on performance and computational aspects

MB Saltık, L Özkan, JHA Ludlage, S Weiland… - Journal of Process …, 2018‏ - Elsevier
In this paper, we discuss the model predictive control algorithms that are tailored for
uncertain systems. Robustness notions with respect to both deterministic (or set based) and …

Chance-constrained dynamic programming with application to risk-aware robotic space exploration

M Ono, M Pavone, Y Kuwata, J Balaram - Autonomous Robots, 2015‏ - Springer
Existing approaches to constrained dynamic programming are limited to formulations where
the constraints share the same additive structure of the objective function (that is, they can …

Chance-constrained optimal path planning with obstacles

L Blackmore, M Ono, BC Williams - IEEE Transactions on …, 2011‏ - ieeexplore.ieee.org
Autonomous vehicles need to plan trajectories to a specified goal that avoid obstacles. For
robust execution, we must take into account uncertainty, which arises due to uncertain …

Chance-constrained H∞ control for a class of time-varying systems with stochastic nonlinearities: the finite-horizon case

E Tian, Z Wang, L Zou, D Yue - Automatica, 2019‏ - Elsevier
In this paper, a new finite-horizon H∞ control problem is considered for a class of time-
varying systems with stochastic nonlinearities, measurements degradation and chance …

Non-gaussian chance-constrained trajectory planning for autonomous vehicles under agent uncertainty

A Wang, A Jasour, BC Williams - IEEE Robotics and …, 2020‏ - ieeexplore.ieee.org
Agent behavior is arguably the greatest source of uncertainty in trajectory planning for
autonomous vehicles. This problem has motivated significant amounts of work in the …

Optimal covariance control for stochastic systems under chance constraints

K Okamoto, M Goldshtein… - IEEE Control Systems …, 2018‏ - ieeexplore.ieee.org
This letter addresses the optimal covariance control problem for stochastic discrete-time
linear systems subject to chance constraints. To the best of our knowledge, covariance …

A probabilistically robust path planning algorithm for UAVs using rapidly-exploring random trees

M Kothari, I Postlethwaite - Journal of Intelligent & Robotic Systems, 2013‏ - Springer
The computationally efficient search for robust feasible paths for unmanned aerial vehicles
(UAVs) in the presence of uncertainty is a challenging and interesting area of research. In …

Stochastic model predictive control with joint chance constraints

JA Paulson, EA Buehler, RD Braatz… - International Journal of …, 2020‏ - Taylor & Francis
This article investigates model predictive control (MPC) of linear systems subject to arbitrary
(possibly unbounded) stochastic disturbances. An MPC approach is presented to account …

Optimal stochastic vehicle path planning using covariance steering

K Okamoto, P Tsiotras - IEEE Robotics and Automation Letters, 2019‏ - ieeexplore.ieee.org
This letter addresses the problem of vehicle path planning in the presence of obstacles and
uncertainties, a fundamental robotics problem. While several path planning algorithms have …