# Distributionally Robust Chance Constrained Data-enabled Predictive Control

arXiv: https://arxiv.org/abs/2006.01702 · HTML: https://mlsanity.com/paper/2006.01702/

## Key facts

- Cited by 16 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 2 Jun 2020.

## Built on by (most cited first, 16 of 16)

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- [Wasserstein Distributionally Robust Control Barrier Function using Conditional Value-at-Risk with Differentiable Convex Programming](https://mlsanity.com/paper/2309.08700/) (2023)
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- [Distributionally Safe Reinforcement Learning under Model Uncertainty: A Single-Level Approach by Differentiable Convex Programming](https://mlsanity.com/paper/2310.02459/) (2023)
- [Data-driven Set-based Estimation of Polynomial Systems with Application to SIR Epidemics](https://mlsanity.com/paper/2111.04704/) (2021)
- [Data-Driven Prediction and Control of Hammerstein-Wiener Systems with Implicit Gaussian Processes](https://mlsanity.com/paper/2501.15849/) (2025)
- [Fine-tuning for Data-enabled Predictive Control of Noisy Systems by Reinforcement Learning](https://mlsanity.com/paper/2505.24572/) (2025)
- [Real-Time Defense Against Coordinated Cyber-Physical Attacks: A Robust Constrained Reinforcement Learning Approach](https://mlsanity.com/paper/2509.10999/) (2025)
- [Distributionally Robust Control with End-to-End Statistically Guaranteed Metric Learning](https://mlsanity.com/paper/2510.10214/) (2025)
- [Statistical Contraction for Chance-Constrained Trajectory Optimization of Non-Gaussian Stochastic Systems](https://mlsanity.com/paper/2603.07092/) (2026)
- [Learning efficient representations of complex constraints for scalable optimization](https://mlsanity.com/paper/2603.08283/) (2026)
- [A Unified Perspective on Conformal Prediction and Wasserstein Distributionally Robust Optimization for Uncertainty Quantification](https://mlsanity.com/paper/2608.29789/) (2026)

## Abstract (arXiv)

We study the problem of finite-time constrained optimal control of unknown stochastic linear time-invariant systems, which is the key ingredient of a predictive control algorithm -- albeit typically having access to a model. We propose a novel distributionally robust data-enabled predictive control (DeePC) algorithm which uses noise-corrupted input/output data to predict future trajectories and compute optimal control inputs while satisfying output chance constraints. The algorithm is based on (i) a non-parametric representation of the subspace spanning the system behaviour, where past trajectories are sorted in Page or Hankel matrices; and (ii) a distributionally robust optimization formulation which gives rise to strong probabilistic performance guarantees. We show that for certain objective functions, DeePC exhibits strong out-of-sample performance, and at the same time respects constraints with high probability. The algorithm provides an end-to-end approach to control design for unknown stochastic linear time-invariant systems. We illustrate the closed-loop performance of the DeePC in an aerial robotics case study.