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In many mechatronic applications, controller input costs are negligible and time optimality is of great importance to maximize the productivity by executing fast positioning maneuvers. As a result, the obtained control input has mostly a…

Systems and Control · Electrical Eng. & Systems 2025-01-28 Joe Ismail , Steven Liu

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…

Systems and Control · Computer Science 2013-07-16 Giuseppe C. Calafiore , Lorenzo Fagiano

This paper presents a data-driven receding horizon control framework for discrete-time linear systems that guarantees robust performance in the presence of bounded disturbances. Unlike the majority of existing data-driven predictive control…

Optimization and Control · Mathematics 2025-10-08 Jian Zheng , Sahand Kiani , Mario Sznaier , Constantino Lagoa

We study how to safely control nonlinear control-affine systems that are corrupted with bounded non-stochastic noise, i.e., noise that is unknown a priori and that is not necessarily governed by a stochastic model. We focus on safety…

Systems and Control · Electrical Eng. & Systems 2024-12-11 Hongyu Zhou , Yichen Song , Vasileios Tzoumas

This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…

Optimization and Control · Mathematics 2024-06-27 Emiland Garrabe , Hozefa Jesawada , Carmen Del Vecchio , Giovanni Russo

This paper considers risk-sensitive model predictive control for stochastic systems with a decision-dependent distribution. This class of systems is commonly found in human-robot interaction scenarios. We derive computationally tractable…

Optimization and Control · Mathematics 2025-06-02 Renzi Wang , Mathijs Schuurmans , Panagiotis Patrinos

We propose a receding horizon control strategy that readily handles systems that exhibit interval-wise total energy constraints on the input control sequence. The approach is based on a variable optimization horizon length and contractive…

Systems and Control · Computer Science 2012-03-22 Eduardo Arvelo , Nuno C. Martins

This paper studies finite-horizon robust tracking control for discrete-time linear systems, based on input-output data. We leverage behavioral theory to represent system trajectories through a set of noiseless historical data, instead of…

Optimization and Control · Mathematics 2021-02-25 Liang Xu , Mustafa Sahin Turan , Baiwei Guo , Giancarlo Ferrari-Trecate

We present a dynamic programming-based solution to a stochastic optimal control problem up to a hitting time for a discrete-time Markov control process. Firstly, we determine an optimal control policy to steer the process toward a compact…

Optimization and Control · Mathematics 2009-09-28 Debasish Chatterjee , Eugenio Cinquemani , Giorgos Chaloulos , John Lygeros

A disturbance-aware predictive control policy is proposed for DC-AC power inverters with the receding horizon optimization approach. First, a discrete event-driven hybrid automaton model has been constructed for the nonlinear inverter…

Systems and Control · Electrical Eng. & Systems 2020-12-23 Zhengxi Chen , Xun Shen

We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…

Optimization and Control · Mathematics 2018-02-27 Prabhat Kumar Mishra , Debasish Chatterjee , Daniel E. Quevedo

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras

Positive systems describing networks with inherently non-negative states and inputs arise naturally in routing, logistics, and compartmental modelling. We consider problems modelled as positive linear systems in incidence form with linear…

Optimization and Control · Mathematics 2026-05-28 Roland Schurig , David Ohlin , Anders Rantzer , Emma Tegling , Rolf Findeisen

We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

Systems and Control · Computer Science 2019-12-17 Luca Furieri , Maryam Kamgarpour

In this paper, we develop a provably correct optimal control strategy for a finite deterministic transition system. By assuming that penalties with known probabilities of occurrence and dynamics can be sensed locally at the states of the…

Robotics · Computer Science 2013-03-15 Mária Svoreňová , Ivana Černá , Calin Belta

In this work, solution of the finite horizon hybrid optimal control problem as the central element of the receding horizon optimal control (model predictive control) is investigated based on the indirect approach. The response of a hybrid…

Systems and Control · Computer Science 2020-09-24 Babak Tavassoli

Data-driven predictive control methods based on the Willems' fundamental lemma have shown great success in recent years. These approaches use receding horizon predictive control with nonparametric data-driven predictors instead of…

Systems and Control · Electrical Eng. & Systems 2023-12-06 Mingzhou Yin , Andrea Iannelli , Roy S. Smith

In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…

Portfolio Management · Quantitative Finance 2014-06-27 Xiongfei Jian , Xun Li , Fahuai Yi