arxiveess.SY2026-07-15
Non-asymptotic Bounds of Learning-based Linear MPC With Input Constraints and Unbounded Stochastic Noise
Changyi Lei, Seth Siriya, Dragan Nešić, Ye Pu
This paper studies learning-based model predictive control (MPC) for stabilizing unknown discrete-time linear systems with hard input constraints and additive unbounded sub-Gaussian disturbances. We adopt a certainty-equivalence (CE) design that combines a switching MPC control l…