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Recently non-reversible samplers based on simulating piecewise deterministic Markov processes (PDMPs) have shown potential for efficient sampling in Bayesian inference problems. However, there remains a lack of guidance on how to best…

Methodology · Statistics 2021-12-28 Matthew Sutton , Paul Fearnhead

In this paper, we propose an event-based sampling policy to implement a constraint-tightening, robust MPC method. The proposed policy enjoys a computationally tractable design and is applicable to perturbed, linear time-invariant systems…

Optimization and Control · Mathematics 2021-05-11 Arman Sharifi Kolarijani , Sander Bregman , Peyman Mohajerin Esfahani , Tamas Keviczky

This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model.…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Arash Bahari Kordabad , Mario Zanon , Sebastien Gros

A novel decomposition scheme to solve parametric non-convex programs as they arise in Nonlinear Model Predictive Control (NMPC) is presented. It consists of a fixed number of alternating proximal gradient steps and a dual update per time…

Optimization and Control · Mathematics 2014-12-25 Jean-Hubert Hours , Colin N. Jones

Reducing the computation time of model predictive control (MPC) is important, especially for systems constrained by many state constraints. In this paper, we propose a new online constraint removal framework for linear systems, for which we…

Optimization and Control · Mathematics 2023-08-29 S. A. N. Nouwens , M. M. Paulides , W. P. M. H. Heemels

The main benefit of model predictive control (MPC) is its ability to steer the system to a given reference without violating the constraints while minimizing some objective. Furthermore, a suitably designed MPC controller guarantees…

Systems and Control · Electrical Eng. & Systems 2024-06-25 Pablo Krupa , Daniel Limon , Teodoro Alamo

While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Victor Gaßmann , Dirk Wollherr , Marion Leibold

Standard Model Predictive Control (MPC) or trajectory optimization approaches perform only a local search to solve a complex non-convex optimization problem. As a result, they cannot capture the multi-modal characteristic of human driving.…

Robotics · Computer Science 2022-03-16 Vivek K. Adajania , Aditya Sharma , Anish Gupta , Houman Masnavi , K Madhava Krishna , Arun K. Singh

Recently, suboptimality estimates for model predictive controllers (MPC) have been derived for the case without additional stabilizing endpoint constraints or a Lyapunov function type endpoint weight. The proposed methods yield a posteriori…

Optimization and Control · Mathematics 2015-03-19 Thomas Jahn , Jürgen Pannek

Model Predictive Control (MPC) is a versatile approach capable of accommodating diverse control requirements that holds significant promise for a broad spectrum of industrial applications. Noteworthy challenges associated with MPC include…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Ryuta Moriyasu , Sho Kawaguchi , Kenji Kashima

We propose the first method that determines the exact worst-case execution time (WCET) for implicit linear model predictive control (MPC). Such WCET bounds are imperative when MPC is used in real time to control safety-critical systems. The…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Daniel Arnström , David Broman , Daniel Axehill

This paper is concerned with solving chance-constrained finite-horizon optimal control problems, with a particular focus on the recursive feasibility issue of stochastic model predictive control (SMPC) in terms of mission-wide probability…

Optimization and Control · Mathematics 2022-09-21 Kai Wang , Sebastien Gros

Ensuring constraint satisfaction is a key requirement for safety-critical systems, which include most robotic platforms. For example, constraints can be used for modeling joint position/velocity/torque limits and collision avoidance.…

Robotics · Computer Science 2025-09-04 Elias Fontanari , Gianni Lunardi , Matteo Saveriano , Andrea Del Prete

Model Predictive Control (MPC) is a method to control nonlinear systems with guaranteed stability and constraint satisfaction but suffers from high computation times. Approximate MPC (AMPC) with neural networks (NNs) has emerged to address…

Systems and Control · Electrical Eng. & Systems 2024-09-24 Henrik Hose , Alexander Gräfe , Sebastian Trimpe

A significant challenge in the development of control systems for diesel airpath applications is to tune the controller parameters to achieve satisfactory output performance, especially whilst adhering to input and safety constraints in the…

Systems and Control · Computer Science 2019-05-16 Gokul S. Sankar , Rohan C. Shekhar , Chris Manzie , Takeshi Sano , Hayato Nakada

Model predictive control (MPC) is pervasive in research and industry. However, designing the cost function and the constraints of the MPC to maximize closed-loop performance remains an open problem. To achieve optimal tuning, we propose a…

Optimization and Control · Mathematics 2024-12-02 Riccardo Zuliani , Efe C. Balta , John Lygeros

This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…

Optimization and Control · Mathematics 2024-09-26 Gregorio M. Sempere , Welington de Oliveira , Johannes O. Royset

A common aspect of today's cyber-physical systems is that multiple optimization-based control tasks may execute in a shared processor. Such control tasks make use of online optimization and thus have large execution times; hence, their…

Optimization and Control · Mathematics 2022-03-14 Mehdi Hosseinzadeh , Bruno Sinopoli , Ilya Kolmanovsky , Sanjoy Baruah

Motivated by the application of using model predictive control (MPC) for motion planning of autonomous mobile robots, a form of output tracking MPC for non-holonomic systems and with non-convex constraints is studied. Although the…

Robotics · Computer Science 2025-10-22 Matthias Lorenzen , Teodoro Alamo , Martina Mammarella , Fabrizio Dabbene

We propose an approach to design a Model Predictive Controller (MPC) for constrained Linear Time Invariant systems performing an iterative task. The system is subject to an additive disturbance, and the goal is to learn to satisfy state and…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Monimoy Bujarbaruah , Akhil Shetty , Kameshwar Poolla , Francesco Borrelli