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The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…

Systems and Control · Computer Science 2021-08-05 Félix A. Miranda , Fernando Castaños , Alexander Poznyak

Model predictive control (MPC) is of increasing interest in applications for constrained control of multivariable systems. However, one of the major obstacles to its broader use is the computation time and effort required to solve a…

Optimization and Control · Mathematics 2019-10-01 Dominic Liao-McPherson , Marco M. Nicotra , Asen L. Dontchev , Ilya V. Kolmanovsky , Vladimir. M. Veliov

Model Predictive Control (MPC) is a widely known control method that has proved to be particularly effective in multivariable and constrained control. Closed-loop stability and recursive feasibility can be guaranteed by employing accurate…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Marco Polver , Daniel Limon , Fabio Previdi , Antonio Ferramosca

The optimisation (tuning) of the free parameters of Monte Carlo event generators by comparing their predictions with data is important since the simulations are used to calculate experimental efficiency and acceptance corrections, or…

High Energy Physics - Phenomenology · Physics 2023-11-07 Salvatore La Cagnina , Kevin Kröninger , Stefan Kluth , Andrii Verbytskyi

This paper presents a robust adaptive learning Model Predictive Control (MPC) framework for linear systems with parametric uncertainties and additive disturbances performing iterative tasks. The approach refines the parameter estimates…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Hannes Petrenz , Johannes Köhler , Francesco Borrelli

Recent studies have shown that multi-step optimization based on Model Predictive Control (MPC) can effectively coordinate the increasing number of distributed renewable energy and storage resources in the power system. However, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-06-02 Junyao Guo , Gabriela Hug , Ozan Tonguz

In order to achieve state-of-the-art performance, modern machine learning techniques require careful data pre-processing and hyperparameter tuning. Moreover, given the ever increasing number of machine learning models being developed, model…

Machine Learning · Statistics 2018-05-03 Nicolo Fusi , Rishit Sheth , Huseyn Melih Elibol

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

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 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

The structure of events in high-energy collisions is complex and not predictable from first principles. Event generators allow the problem to be subdivided into more manageable pieces, some of which can be described from first principles,…

High Energy Physics - Phenomenology · Physics 2007-05-23 Torbjörn Sjöstrand

This is the 4-th paper in the series devoted to a systematic study of the problem of mathematically correct formulation of the rules needed to manage an effective field theory. Here we consider the problem of constructing the full set of…

High Energy Physics - Theory · Physics 2009-11-10 A. Vereshagin , V. Vereshagin

Tube-based Model Predictive Control (MPC) is a widely adopted robust control framework for constrained linear systems under additive disturbance. The paper is focused on reducing the numerical complexity associated with the tube…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Sabin Diaconescu , Florin Stoican , Bogdan D. Ciubotaru , Sorin Olaru

The application of multilevel converters to renewable energy systems is a growing topic due to their advantages in energy efficiency. Regarding its control, model predictive control (MPC) has become very appealing due to its natural…

Systems and Control · Electrical Eng. & Systems 2021-04-06 Joaquin G. Ordonez , Francisco Gordillo , Pablo Montero-Robina , Daniel Limon

Particle filters are applicable to a wide range of nonlinear, non-Gaussian state-space models and have already been applied to a variety of problems. However, there is a problem in the calculation of smoothed distributions, where particles…

Computation · Statistics 2024-05-16 G. Kitagawa

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

Short-term probabilistic wind power forecasting can provide critical quantified uncertainty information of wind generation for power system operation and control. As the complicated characteristics of wind power prediction error, it would…

Machine Learning · Computer Science 2017-02-14 You Lin , Ming Yang , Can Wan , Jianhui Wang , Yonghua Song

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

The generating functions for the gauge theory observables are often represented in terms of the unitary matrix integrals. In this work, the perturbative and non-perturbative aspects of the generic multi-critical unitary matrix models are…

High Energy Physics - Theory · Physics 2021-09-28 Taro Kimura , Ali Zahabi

A mixture of multivariate contaminated normal distributions is developed for model-based clustering. In addition to the parameters of the classical normal mixture, our contaminated mixture has, for each cluster, a parameter controlling the…

Methodology · Statistics 2016-05-20 Antonio Punzo , Paul D. McNicholas