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math.OC2025
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…
math.OC2023
Efficient Zero-Order Robust Optimization for Real-Time Model Predictive Control with acados
Jonathan Frey, Yunfan Gao, Florian Messerer +3
Robust and stochastic optimal control problem (OCP) formulations allow a systematic treatment of uncertainty, but are typically associated with a high computational cost. The recen…