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Conference Aug 2026

Wasserstein Distributionally Robust MPC for Cost-Weight Uncertainty Under Limited Data

This paper considers a model predictive control (MPC) problem for discrete-time linear systems with uncertain cost-weight parameters under limited data. A Wasserstein ambiguity set centered at the empirical distribution is introduced, and a distributionally robust optimization-based MPC (DRO-MPC) framework is developed...

Feng Peng, Tong Wang, Xue-Bo Yang · 0 citations

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