This paper presents a robust finite-horizon control scheme based on data that produces feasible control sequences. The scheme makes use of a database that includes information from prior experiences of the same and others controllers handling similar systems. By the convex combination of feasible histories plus an auxiliary control law that deals with uncertainties, this scheme can be used as a robust historian-based predictive controller. Further application could include a cooperative learning-based strategy in which multiple controllers share their previous executions to gain collective benefits in terms of performance. The validity of the proposed controller is tested in a simulated case study