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In this work we propose a Model Predictive Control (MPC) formulation that splits constraints in two different types. Motivated by safety considerations, the first type of constraint enforces a control-invariant set, while the second type…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Allan Andre do Nascimento , Han Wang , Antonis Papachristodoulou , Kostas Margellos

Existing results on finite-time model predictive control (MPC) often rely on terminal equality constraint, switching inside one-step region, or terminal cost with short control horizon, leading to limited initial feasibility. This paper…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Bing Zhu , Xiaozhuoer Yuan , Zewei Zheng , Zongyu Zuo

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

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

Model predictive control (MPC) has become the most widely used advanced control method in process industry. In many cases, forecasts of the disturbances are available, e.g., predicted renewable power generation based on weather forecast.…

Systems and Control · Electrical Eng. & Systems 2022-06-08 Ryan McCloy , Lai Wei , Jie Bao

Model predictive control (MPC) is an optimization-based control strategy with broad industrial adoption. Unfortunately, the required computation time to solve the receding-horizon MPC optimization problem can become prohibitively large for…

Systems and Control · Electrical Eng. & Systems 2024-10-24 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

Model Predictive Control (MPC) has shown the great performance of target optimization and constraint satisfaction. However, the heavy computation of the Optimal Control Problem (OCP) at each triggering instant brings the serious delay from…

Robotics · Computer Science 2021-03-18 Yu Luo , Mingxuan Jing , Tianying Ji , Fuchun Sun , Huaping Liu

Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Aren Karapetyan , Efe C. Balta , Andrea Iannelli , John Lygeros

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

In this paper we propose an output-feedback Model Predictive Control (MPC) algorithm for linear discrete-time systems affected by a possibly unbounded additive noise and subject to probabilistic constraints. In case the noise distribution…

Systems and Control · Computer Science 2014-08-29 Marcello Farina , Luca Giulioni , Lalo Magni , Riccardo Scattolini

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

We analyze a time-coarsening strategy for model predictive control (MPC) that we call diffusing-horizon MPC. This strategy seeks to overcome the computational challenges associated with optimal control problems that span multiple…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , Victor M. Zavala

Robust model predictive control (MPC) is a well-known control technique for model-based control with constraints and uncertainties. In classic robust tube-based MPC approaches, an open-loop control sequence is computed via periodically…

Systems and Control · Electrical Eng. & Systems 2022-06-13 Xinglong Zhang , Jiahang Liu , Xin Xu , Shuyou Yu , Hong Chen

We propose a nonlinear model predictive control (NMPC) framework based on a direct optimal control method that ensures continuous-time constraint satisfaction and accurate evaluation of the running cost, without compromising computational…

Optimization and Control · Mathematics 2024-05-02 Samet Uzun , Purnanand Elango , Abhinav G. Kamath , Taewan Kim , Behcet Acikmese

Long prediction horizons in Model Predictive Control (MPC) often prove to be efficient, however, this comes with increased computational cost. Recently, a Robust Model Predictive Control (RMPC) method has been proposed which exploits models…

Systems and Control · Electrical Eng. & Systems 2021-05-17 Tim Brüdigam , Johannes Teutsch , Dirk Wollherr , Marion Leibold

Model Predictive Control (MPC) has established itself as the primary methodology for constrained control, enabling autonomy across diverse applications. While model fidelity is crucial in MPC, solving the corresponding optimization problem…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Lukas Schroth , Daniel Morton , Amon Lahr , Daniele Gammelli , Andrea Carron , Marco Pavone

Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Simon Muntwiler , Kim P. Wabersich , Lukas Hewing , Melanie N. Zeilinger

This paper studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk…

Systems and Control · Electrical Eng. & Systems 2022-06-27 Anushri Dixit , Mohamadreza Ahmadi , Joel W. Burdick

This article presents a dynamic regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem…

Optimization and Control · Mathematics 2025-02-04 Sungho Shin , Sen Na , Mihai Anitescu

In this paper, we address the problem of designing stochastic model predictive control (MPC) schemes for linear systems affected by unbounded disturbances. The contribution of the paper is twofold. First, motivated by the difficulty of…

Systems and Control · Electrical Eng. & Systems 2024-06-21 Mirko Fiacchini , Martina Mammarella , Fabrizio Dabbene