# A General Framework for Learning-Based Distributionally Robust MPC of Markov Jump Systems

@article{Schuurmans2021AGF, title={A General Framework for Learning-Based Distributionally Robust MPC of Markov Jump Systems}, author={Mathijs Schuurmans and Panagiotis Patrinos}, journal={ArXiv}, year={2021}, volume={abs/2106.00561} }

—We present a learning model predictive control (MPC) scheme for chance-constrained Markov jump systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are estimated which include the true conditional probability distributions with high probability. These sets are updated online and used to formulate a time-varying, risk-averse optimal control problem. We prove recursive feasibility of the resulting MPC scheme and…

## One Citation

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