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Optimal control for safety-critical systems is often dependent on the conservativeness of constraints. Control Barrier Functions (CBFs) serve as a medium to represent such constraints, but constructing a minimally conservative CBF is a…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Tanmay Dokania , Yashwanth Kumar Nakka

Linear Model Predictive Control (MPC) has been successfully used for generating feasible walking motions for humanoid robots. However, the effect of uncertainties on constraints satisfaction has only been studied using Robust MPC (RMPC)…

Systems and Control · Electrical Eng. & Systems 2020-11-16 Ahmad Gazar , Majid Khadiv , Andrea Del Prete , Ludovic Righetti

This letter proposes a novel sampled-data model predictive control framework for continuous control-affine nonlinear systems that provides rigorous reach-avoid and recursive feasibility guarantees under physical constraints. By propagating…

Optimization and Control · Mathematics 2026-04-07 Jianqiang Ding , Nishant Jayesh Bhave , Shankar A. Deka

We consider nonlinear model predictive control (MPC) with multiple competing cost functions. In each step of the scheme, a multiobjective optimal control problem with a nonlinear system and terminal conditions is solved. We propose an…

Optimization and Control · Mathematics 2022-07-01 Gabriele Eichfelder , Lars Grüne , Lisa Krügel , Jonas Schießl

This paper proposes an Adaptive Stochastic Model Predictive Control (MPC) strategy for stable linear time-invariant systems in the presence of bounded disturbances. We consider multi-input, multi-output systems that can be expressed by a…

Systems and Control · Electrical Eng. & Systems 2019-12-11 Monimoy Bujarbaruah , Charlott Vallon

Model Predictive Control (MPC) represents nowadays one of the main methods employed for process control in industry. Its strong suits comprise a simple algorithm based on a straightforward formulation and the flexibility to deal with…

Optimization and Control · Mathematics 2018-04-23 Alberto Zenere , Mattia Zorzi

In this paper we present a Learning Model Predictive Control (LMPC) strategy for linear and nonlinear time optimal control problems. Our work builds on existing LMPC methodologies and it guarantees finite time convergence properties for the…

Systems and Control · Electrical Eng. & Systems 2020-10-06 Ugo Rosolia , Francesco Borrelli

Stochastic model-predictive control (SMPC) has evolved to a powerful framework for the control of stochastic dynamical systems. SMPC utilizes a probabilistic uncertainty description to provide a systematic trade-off between the control…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Bendegúz Györök , Roland Tóth , Maarten Schoukens , Tamás Péni

This paper studies consensus of discrete-time multi-agent systems under time-varying directed communication, state and input constraints using a distributed multi-step model predictive control (MPC) framework. Consensus is recast as…

Optimization and Control · Mathematics 2026-02-18 Navid Noroozi

Model predictive control (MPC) has shown great success for controlling complex systems such as legged robots. However, when closing the loop, the performance and feasibility of the finite horizon optimal control problem (OCP) solved at each…

We propose an iterative approach for designing Robust Learning Model Predictive Control (LMPC) policies for a class of nonlinear systems with additive, unmodelled dynamics. The nominal dynamics are assumed to be difference flat, i.e., the…

Systems and Control · Electrical Eng. & Systems 2023-03-23 Siddharth H. Nair , Francesco Borrelli

A Learning Model Predictive Controller (LMPC) for linear system in presented. The proposed controller is an extension of the LMPC [1] and it aims to decrease the computational burden. The control scheme is reference-free and is able to…

Optimization and Control · Mathematics 2019-10-31 Ugo Rosolia , Francesco Borrelli

The combination of learning methods with Model Predictive Control (MPC) has attracted a significant amount of attention in the recent literature. The hope of this combination is to reduce the reliance of MPC schemes on accurate models, and…

Machine Learning · Computer Science 2022-07-25 Sébastien Gros , Mario Zanon

This paper presents a new approach to Model Predictive Control for environments where essential, discrete variables are partially observed. Under this assumption, the belief state is a probability distribution over a finite number of…

Robotics · Computer Science 2023-02-02 Camille Phiquepal , Marc Toussaint

We consider a stochastic linear system and address the design of a finite horizon control policy that is optimal according to some average cost criterion and accounts also for probabilistic constraints on both the input and state variables.…

Optimization and Control · Mathematics 2016-10-21 Luca Deori , Simone Garatti , Maria Prandini

We present a model predictive control (MPC) formulation to directly optimize economic criteria for linear constrained systems subject to disturbances and uncertain model parameters. The proposed formulation combines a certainty equivalent…

Systems and Control · Electrical Eng. & Systems 2024-09-11 Maximilian Degner , Raffaele Soloperto , Melanie N. Zeilinger , John Lygeros , Johannes Köhler

Controller design faces a trade-off between robustness and performance, and the reliability of linear controllers has caused many practitioners to focus on the former. However, there is renewed interest in improving system performance to…

Optimization and Control · Mathematics 2012-08-07 Anil Aswani , Humberto Gonzalez , S. Shankar Sastry , Claire Tomlin

We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) framework that balances three competing objectives: order…

Trading and Market Microstructure · Quantitative Finance 2026-04-01 Thomas P. McAuliffe , Samuel Liew , Yuchao Li , Andrey Ushenin , Chihang Wang , Alexandros Tasos , Jack Pearce , Dimitris Tasoulis , Dimitri P. Bertsekas , Theodoros Tsagaris

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

Model Predictive Control (MPC) is well understood in the deterministic setting, yet rigorous stability and performance guarantees for stochastic MPC remain limited to the consideration of terminal constraints and penalties. In contrast,…

Optimization and Control · Mathematics 2025-10-24 Jonas Schießl , Hannah Selder , Ruchuan Ou , Michael Heinrich Baumann , Timm Faulwasser , Lars Grüne