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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

We combine conditional state density construction with an extension of the Scenario Approach for stochastic Model Predictive Control to nonlinear systems to yield a novel particle-based formulation of stochastic nonlinear output-feedback…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

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

In this paper, a self-triggered adaptive model predictive control (MPC) algorithm is proposed for constrained discrete-time nonlinear systems subject to parametric uncertainties and additive disturbances. To bound the parametric…

Optimization and Control · Mathematics 2019-12-17 Kunwu Zhang , Changxin Liu , Yang Shi

We propose model predictive funnel control, a novel model predictive control (MPC) scheme building upon recent results in funnel control. The latter is a high-gain feedback methodology that achieves evolution of the measured output within…

Optimization and Control · Mathematics 2025-05-27 Jens Göbel , Dario Dennstädt , Lukas Lanza , Karl Worthmann , Thomas Berger , Tobias Damm

We consider the problem of optimizing the economic performance of nonlinear constrained systems subject to uncertain time-varying parameters and bounded disturbances. In particular, we propose an adaptive economic model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Maximilian Degner , Raffaele Soloperto , Melanie N. Zeilinger , John Lygeros , Johannes Köhler

This paper presents a novel control approach for autonomous systems operating under uncertainty. We combine Model Predictive Path Integral (MPPI) control with Covariance Steering (CS) theory to obtain a robust controller for general…

Robotics · Computer Science 2022-09-27 Ji Yin , Zhiyuan Zhang , Evangelos Theodorou , Panagiotis Tsiotras

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

A stochastic model predictive controller (SMPC) of air conditioning (AC) system is proposed to improve the energy efficiency of electric vehicles (EV). A Markov-chain based velocity predictor is adopted to provide a sense of the future…

Systems and Control · Computer Science 2018-02-22 Hongwen He , Hui Jia , Fengchun Sun , Chao Sun

Sample average approximation--based stochastic dynamic programming (SDP) and model predictive control (MPC) are two different methods for approaching multistage stochastic optimization. In this paper we investigate the conditions under…

Optimization and Control · Mathematics 2026-02-10 Dominic S. T. Keehan , Andrew B. Philpott , Edward J. Anderson

In this paper, we present a robust and adaptive model predictive control (MPC) framework for uncertain nonlinear systems affected by bounded disturbances and unmodeled nonlinearities. We use Gaussian Processes (GPs) to learn the uncertain…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Mathieu Dubied , Amon Lahr , Melanie N. Zeilinger , Johannes Köhler

This paper presents a stochastic, model predictive control (MPC) algorithm that leverages short-term probabilistic forecasts for dispatching and rebalancing Autonomous Mobility-on-Demand systems (AMoD, i.e. fleets of self-driving vehicles).…

Systems and Control · Computer Science 2018-05-07 Matthew Tsao , Ramon Iglesias , Marco Pavone

This article considers the stochastic optimal control of discrete-time linear systems subject to (possibly) unbounded stochastic disturbances, hard constraints on the manipulated variables, and joint chance constraints on the states. A…

Optimization and Control · Mathematics 2017-06-23 Joel A. Paulson , Edward A. Buehler , Richard D. Braatz , Ali Mesbah

We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…

Optimization and Control · Mathematics 2018-02-27 Prabhat Kumar Mishra , Debasish Chatterjee , Daniel E. Quevedo

Control of nonlinear uncertain systems is a common challenge in the robotics field. Nonlinear latent force models, which incorporate latent uncertainty characterized as Gaussian processes, carry the promise of representing such systems…

Robotics · Computer Science 2022-07-29 Thomas Woodruff , Iman Askari , Guanghui Wang , Huazhen Fang

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

We consider the control of semilinear stochastic partial differential equations (SPDEs) via deterministic controls. In the case of multiplicative noise, existence of optimal controls and necessary conditions for optimality are derived. In…

Optimization and Control · Mathematics 2021-10-28 Wilhelm Stannat , Lukas Wessels

This paper proposes a novel robust Model Predictive Control (MPC) scheme for linear discrete-time systems affected by model uncertainty described by interval matrices. The key feature of the proposed method is a bound on the uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-02-20 Renato Quartullo , Andrea Garulli , Mirko Leomanni

Model mismatch often poses challenges in model-based controller design. This paper investigates model predictive control (MPC) of uncertain linear systems with input constraints, focusing on stability and closed-loop infinite-horizon…

Optimization and Control · Mathematics 2025-03-06 Changrui Liu , Shengling Shi , Bart De Schutter

This paper presents a time-optimal Model Predictive Control (MPC) scheme for linear discrete-time systems subject to multiplicative uncertainties represented by interval matrices. To render the uncertainty propagation computationally…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Renato Quartullo , Andrea Garulli , Mirko Leomanni