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In model-predictive control (MPC), achieving the best closed-loop performance under a given computational resource is the underlying design consideration. This paper analyzes the MPC design problem with control performance and required…

Optimization and Control · Mathematics 2016-04-25 Vincent Bachtiar , Chris Manzie , William H. Moase , Eric C. Kerrigan

This paper is about a real-time model predictive control (MPC) algorithm for a particular class of model based controllers, whose objective consists of a nominal tracking objective and an additional learning objective. Here, the…

Optimization and Control · Mathematics 2016-11-09 Xuhui Feng , Boris Houska

Semiparametric accelerated failure time (AFT) models are a useful alternative to Cox proportional hazards models, especially when the assumption of constant hazard ratios is untenable. However, rank-based criteria for fitting AFT models are…

Methodology · Statistics 2022-01-20 Piotr M. Suder , Aaron J. Molstad

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Elisa Andina , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

A key challenge in tuning Model Predictive Control (MPC) cost function parameters is to ensure that the system performance stays consistently above a certain threshold. To address this challenge, we propose a novel method, COAT-MPC,…

Machine Learning · Computer Science 2025-03-25 Albert Gassol Puigjaner , Manish Prajapat , Andrea Carron , Andreas Krause , Melanie N. Zeilinger

Spacecraft attitude control using only magnetic torques is a periodic time-varying system as the Earth magnetic field in the spacecraft body frame changes periodically while the spacecraft circles around the Earth. The optimal controller…

Optimization and Control · Mathematics 2017-01-25 Yaguang Yang

We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Juraj Lieskovský , Jaroslav Bušek , Tomáš Vyhlídal

We address the design of a model predictive control (MPC) scheme for large-scale linear systems using reduced-order models (ROMs). Our approach uses a ROM, leverages tools from robust control, and integrates them into an MPC framework to…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Johannes Köhler , Carlo Scholz , Melanie Zeilinger

Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…

Systems and Control · Electrical Eng. & Systems 2024-10-25 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

This paper studies chance-constrained stochastic optimization problems with finite support. It presents an iterative method that solves reduced-size chance-constrained models obtained by partitioning the scenario set. Each reduced problem…

Optimization and Control · Mathematics 2024-11-26 Marius Roland , Alexandre Forel , Thibaut Vidal

Matrix factorization (MF) is a widely used collaborative filtering (CF) algorithm for recommendation systems (RSs), due to its high prediction accuracy, great flexibility and high efficiency in big data processing. However, with the…

Information Retrieval · Computer Science 2026-03-26 Yining Wu , Shengyu Duan , Gaole Sai , Chenhong Cao , Guobing Zou

Differential algebraic Riccati equations are at the heart of many applications in control theory. They are time-depent, matrix-valued, and in particular nonlinear equations that require special methods for their solution. Low-rank methods…

Numerical Analysis · Mathematics 2019-12-17 Tobias Breiten , Sergey Dolgov , Martin Stoll

We study reinforcement learning in non-episodic factored Markov decision processes (FMDPs). We propose two near-optimal and oracle-efficient algorithms for FMDPs. Assuming oracle access to an FMDP planner, they enjoy a Bayesian and a…

Machine Learning · Statistics 2020-06-09 Ziping Xu , Ambuj Tewari

Time-distributed Optimization (TDO) is an approach for reducing the computational burden of Model Predictive Control (MPC). When using TDO, optimization iterations are distributed over time by maintaining a running solution estimate and…

Optimization and Control · Mathematics 2021-02-25 Dominic Liao-McPherson , Terrence Skibik , Jordan Leung , Ilya Kolmanovsky , Marco M. Nicotra

For large-scale discrete-time algebraic Riccati equations (DAREs) with high-rank nonlinear and constant terms, the stabilizing solutions are no longer numerically low-rank, resulting in the obstacle in the computation and storage. However,…

Numerical Analysis · Mathematics 2021-07-27 Bo Yu , Ning Dong

This paper presents a novel algorithm for the continuous control of dynamical systems that combines Trajectory Optimization (TO) and Reinforcement Learning (RL) in a single framework. The motivations behind this algorithm are the two main…

We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…

Systems and Control · Computer Science 2019-01-23 Lukas Hewing , Kim P. Wabersich , Melanie N. Zeilinger

In light of recent data science trends, new interest has fallen in alternative matrix factorizations. By this, we mean various ways of factorizing particular data matrices so that the factors have special properties and reveal insights into…

Optimization and Control · Mathematics 2023-02-21 Andries Steenkamp

This paper presents a reactive controller for planar manipulation tasks that leverages machine learning to achieve real-time performance. The approach is based on a Model Predictive Control (MPC) formulation, where the goal is to find an…

Robotics · Computer Science 2018-09-05 Francois Robert Hogan , Eudald Romo Grau , Alberto Rodriguez

The application of distributed model predictive controllers (DMPC) for multi-agent systems (MASs) necessitates communication between agents, yet the consequence of communication data rates is typically overlooked. This work focuses on…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Yujia Yang , Ye Wang , Chris Manzie , Ye Pu