Manfred Morari Model predictive control problems for constrained hybrid systems are usually cast as mixed-integer optimization problems (MIP). However, commercial MIP solvers are designed to run on desktop computing platforms and are not suited for embedded applications which are typically restricted by limited computational power and memory. To alleviate these restrictions, we develop a novel low-complexity, iterative … Read more
Quantifying the risk of unfortunate events occurring, despite limited distributional information, is a basic problem underlying many practical questions. Indeed, quantifying constraint violation probabilities in distributionally robust programming or judging the risk of financial positions can both be seen to involve risk quantification, notwithstanding distributional ambiguity. In this work we discuss worst-case probability and conditional … Read more
We investigate the control of constrained stochastic linear systems when faced with only limited information regarding the disturbance process, i.e. when only the first two moments of the disturbance distribution are known. We consider two types of distributionally robust constraints. The constraints of the first type are required to hold with a given probability for … Read more
Faster, cheaper, and more power efficient optimization solvers than those currently offered by general-purpose solutions are required for extending the use of model predictive control (MPC) to resource-constrained embedded platforms. We propose several custom computational architectures for different first-order optimization methods that can handle linear-quadratic MPC problems with input, input-rate, and soft state constraints. We … Read more