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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

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

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

Solving chance-constrained optimal control problems for systems subject to non-stationary uncertainties is a significant challenge.Conventional robust model predictive control (MPC) often yields excessive conservatism by relying on static…

Systems and Control · Electrical Eng. & Systems 2025-07-16 Mingcong Li

This paper is concerned with tube-based model predictive control (MPC) for both linear and nonlinear, input-affine continuous-time dynamic systems that are affected by time-varying disturbances. We derive a min-max differential inequality…

Optimization and Control · Mathematics 2016-11-15 Mario E. Villanueva , Rien Quirynen , Moritz Diehl , Benoit Chachuat , Boris Houska

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

State-of-the-art approaches of Robust Model Predictive Control (MPC) are restricted to linear systems of relatively small scale, i.e., with no more than about 5 states. The main reason is the computational burden of determining a robust…

Optimization and Control · Mathematics 2025-10-07 Georg Schildbach

We examine a constrained Markov decision process under uncertain transition probabilities, with the uncertainty modeled as deviations from observed transition probabilities. We construct the uncertainty set associated with the deviations…

Optimization and Control · Mathematics 2025-04-15 V Varagapriya

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

Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient…

Machine Learning · Statistics 2026-02-02 Wenbin Zhou , Shixiang Zhu

Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…

Optimization and Control · Mathematics 2024-04-30 Jad Wehbeh , Eric C. Kerrigan

This paper addresses the trajectory-tracking problem for discrete-time linear time-invariant systems with bounded parametric uncertainty, subject to hard constraints on system states, control inputs, and input rates. Unlike existing…

Systems and Control · Electrical Eng. & Systems 2026-05-07 Bishal Dey , Abhishek Dhar , Sumit kr. Pandey , Anindita Sengupta

In this paper, we present a tube-based framework for robust adaptive model predictive control (RAMPC) for nonlinear systems subject to parametric uncertainty and additive disturbances. Set-membership estimation is used to provide accurate…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Johannes Köhler , Peter Kötting , Raffaele Soloperto , Frank Allgöwer , Matthias A. Müller

In robust optimization, the uncertainty set is used to model all possible outcomes of uncertain parameters. In the classic setting, one assumes that this set is provided by the decision maker based on the data available to her. Only…

Optimization and Control · Mathematics 2019-01-23 Trivikram Dokka , Marc Goerigk , Rahul Roy

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

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

We propose a Model Predictive Control (MPC) with a single-step prediction horizon to approximate the solution of infinite horizon optimal control problems with the expected sum of convex stage costs for constrained linear uncertain systems.…

Optimization and Control · Mathematics 2025-04-24 Eunhyek Joa , Francesco Borrelli

Model Predictive Control (MPC) is often tuned by trial and error. When a baseline linear controller exists that is already well tuned in the absence of constraints and MPC is introduced to enforce them, one would like to avoid altering the…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Mario Zanon , Alberto Bemporad

Uncertainties influencing the dynamical systems pose a significant challenge in estimating the achievable performance of a controller aiming to control such uncertain systems. When the uncertainties are of stochastic nature, obtaining hard…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Venkatraman Renganathan

Model Predictive Control (MPC) has proven to be a powerful tool for the control of systems with constraints. Nonetheless, in many applications, a major challenge arises, that is finding the optimal solution within a single sampling instant…

Systems and Control · Electrical Eng. & Systems 2023-08-16 Valentina Breschi , Simone Formentin , Alberto Leva