Recursively Feasible Shrinking-Horizon MPC in Dynamic Environments with Conformal Prediction Guarantees

TL;DR

This paper introduces a shrinking-horizon MPC method that ensures recursive feasibility in dynamic environments by gradually relaxing safety constraints based on conformal prediction regions, improving safety guarantees.

Contribution

It presents a novel approach combining conformal prediction with shrinking-horizon MPC to guarantee recursive feasibility in uncertain, dynamic environments.

Findings

Tighter prediction regions achieved compared to existing methods.

Empirical verification of recursive feasibility.

Enhanced safety guarantees in dynamic scenarios.

Abstract

In this paper, we focus on the problem of shrinking-horizon Model Predictive Control (MPC) in uncertain dynamic environments. We consider controlling a deterministic autonomous system that interacts with uncontrollable stochastic agents during its mission. Employing tools from conformal prediction, existing works derive high-confidence prediction regions for the unknown agent trajectories, and integrate these regions in the design of suitable safety constraints for MPC. Despite guaranteeing probabilistic safety of the closed-loop trajectories, these constraints do not ensure feasibility of the respective MPC schemes for the entire duration of the mission. We propose a shrinking-horizon MPC that guarantees recursive feasibility via a gradual relaxation of the safety constraints as new prediction regions become available online. This relaxation enforces the safety constraints to hold over the least restrictive prediction region from the set of all available prediction regions. In a comparative case study with the state of the art, we empirically show that our approach results in tighter prediction regions and verify recursive feasibility of our MPC scheme.