Riccati-ZORO: An efficient algorithm for heuristic online optimization of internal feedback laws in robust and stochastic model predictive control

Florian Messerer, Yunfan Gao, Jonathan Frey +1

We present Riccati-ZORO, an algorithm for tube-based optimal control problems (OCP). Tube OCPs predict a tube of trajectories to capture predictive uncertainty. The tube induces a…