Papers › A dual-control effect preserving formulation for nonlinear output-feedback stochastic...

A dual-control effect preserving formulation for nonlinear output-feedback stochastic model predictive control with constraints

16 Sep 2022arXiv:2209.07973links table onlyarchive 2025-07-28

Florian Messerer, Katrin Baumgärtner, Moritz Diehl

The archive published only this paper's code-link row. Authors, date and abstract are from arXiv's metadata (CC0), read from the Kaggle arXiv metadata snapshot of 2026-09-12 where its title matched the archive's; the title is the archive's.

We propose a formulation for approximate constrained nonlinear output-feedback stochastic model predictive control. Starting from the ideal but intractable stochastic optimal control problem (OCP), which involves the optimization over output-dependent policies, we use linearization with respect to the uncertainty to derive a tractable approximation which includes knowledge of the output model. This allows us to compute the expected value for the outer functions of the OCP exactly. Crucially, the dual control effect is preserved by this approximation. In consequence, the resulting controller is aware of how the choice of inputs affects the information available in the future which in turn influences subsequent controls.

PaperPDFCode

Code

fmesserer/ofsmpc officialmentioned in papermentioned on GitHub report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections