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There are no computationally feasible algorithms that provide solutions to the finite horizon Risk-sensitive Constrained Markov Decision Process (Risk-CMDP) problem, even for problems with moderate horizon. With an aim to design the same,…

Optimization and Control · Mathematics 2023-03-27 Vartika Singh , Veeraruna Kavitha

The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…

Optimization and Control · Mathematics 2020-04-07 Diego Muñoz-Carpintero , Mark Cannon

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

Model predictive control has shown potential to enhance the robustness of quantum control systems. In this work, we propose a tractable Stochastic Model Predictive Control (SMPC) framework for finite-dimensional quantum systems under…

Quantum Physics · Physics 2025-12-04 Yunyan Lee , Ian R. Petersen , Daoyi Dong

To address feasibility issues in model predictive control (MPC), most implementations relax state constraints by using slack variables and adding a penalty to the cost. We propose an alternative strategy: relaxing the initial state…

Optimization and Control · Mathematics 2026-02-18 Johannes Köhler , Melanie N. Zeilinger

We propose a robust model predictive control (MPC) method for discrete-time linear time-invariant systems with norm-bounded additive disturbances and model uncertainty. In our method, at each time step we solve a finite time robust optimal…

Systems and Control · Electrical Eng. & Systems 2021-11-11 Shaoru Chen , Nikolai Matni , Manfred Morari , Victor M. Preciado

We propose a robust adaptive Model Predictive Control (MPC) strategy with online set-based estimation for constrained linear systems with unknown parameters and bounded disturbances. A sample-based test applied to predicted trajectories is…

Optimization and Control · Mathematics 2023-03-09 Xiaonan Lu , Mark Cannon

In control system networks, reconfiguration of the controller when agents are leaving or joining the network is still an open challenge, in particular when operation constraints that depend on each agent's behavior must be met. Drawing our…

Systems and Control · Electrical Eng. & Systems 2023-04-05 Danilo Saccani , Lorenzo Fagiano , Melanie N. Zeilinger , Andrea Carron

This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…

Optimization and Control · Mathematics 2022-06-07 Hyeong Soo Chang

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

In this paper, we propose a combined Magnitude Saturated Adaptive Control (MSAC)-Model Predictive Control (MPC) approach to linear quadratic tracking optimal control problems with parametric uncertainties and input saturation. The proposed…

Optimization and Control · Mathematics 2023-03-14 Sunbochen Tang , Anuradha M. Annaswamy

This work addresses the classic machine learning problem of online prediction with expert advice. A new potential-based framework for the fixed horizon version of this problem has been recently developed using verification arguments from…

Machine Learning · Computer Science 2020-07-02 Vladimir A. Kobzar , Robert V. Kohn , Zhilei Wang

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

This letter is devoted to the concept of ``instant'' model predictive control (iMPC) for linear systems. An optimization problem is formulated to express the finite-time constrained optimal regulation control, like conventional MPC. Then,…

Systems and Control · Computer Science 2020-03-11 Keisuke Yoshida , Masaki Inoue , Takeshi Hatanaka

This work proposes a finite-horizon optimal control strategy to solve the tracking problem while providing avoidance features to the closed-loop system. Inspired by the set-point tracking model predictive control (MPC) framework, the…

Systems and Control · Electrical Eng. & Systems 2023-11-17 Marcelo A. Santos , Antonio Ferramosca , Guilherme V. Raffo

This paper proposes an Adaptive Learning Model Predictive Control strategy for uncertain constrained linear systems performing iterative tasks. The additive uncertainty is modeled as the sum of a bounded process noise and an unknown…

Systems and Control · Computer Science 2018-04-27 Monimoy Bujarbaruah , Xiaojing Zhang , Ugo Rosolia , Francesco Borrelli

Model predictive control (MPC) is an optimal control strategy where control input calculation is based on minimizing the predicted tracking error over a finite horizon that moves with time. This strategy has an advantage over conventional…

Systems and Control · Electrical Eng. & Systems 2021-12-28 Joseph Chai , Eran Medagoda , Erkan Kayacan

In this paper, we present a nonlinear robust model predictive control (MPC) framework for general (state and input dependent) disturbances. This approach uses an online constructed tube in order to tighten the nominal (state and input)…

Systems and Control · Electrical Eng. & Systems 2020-06-05 Johannes Köhler , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

Handling model mismatch is a common challenge in model predictive control (MPC). While robust MPC is effective, its conservatism often makes it less desirable. Certainty-equivalence MPC (CE-MPC), which uses a nominal model, offers an…

Optimization and Control · Mathematics 2026-02-10 Changrui Liu , Shengling Shi , Bart De Schutter

We provide a stability and performance analysis for nonlinear model predictive control (NMPC) schemes subject to input constraints. Given an exponential stabilizability and detectability condition w.r.t. the employed state cost, we provide…

Optimization and Control · Mathematics 2023-01-09 Johannes Köhler , Melanie N. Zeilinger , Lars Grüne