English
Related papers

Related papers: Convergence of stochastic nonlinear systems and im…

200 papers

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

The local stability and convergence for Model Predictive Control (MPC) of unconstrained nonlinear dynamics based on a linear time-invariant plant model is studied. Based on the long-time behavior of the solution of the Riccati Differential…

Optimization and Control · Mathematics 2022-06-07 Daniel Veldman , Enrique Zuazua

We present a model predictive control (MPC) framework to solve the constrained nonlinear output regulation problem. The main feature of the proposed framework is that the application does not require the solution to classical regulator…

Systems and Control · Electrical Eng. & Systems 2021-06-02 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed approach is based on the recently developed finite-horizon…

Optimization and Control · Mathematics 2019-11-26 Kazuhide Okamoto , Panagiotis Tsiotras

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

We consider a nonlinear discrete stochastic control system, and our goal is to design a feedback control policy in order to lead the system to a prespecified state. We adopt a stochastic approximation viewpoint of this problem. It is known…

Optimization and Control · Mathematics 2025-09-03 Hoang Huy Nguyen , Siva Theja Maguluri

The paper considers constrained linear systems with stochastic additive disturbances and noisy measurements transmitted over a lossy communication channel. We propose a model predictive control (MPC) law that minimizes a discounted cost…

Optimization and Control · Mathematics 2020-05-08 Shuhao Yan , Mark Cannon , Paul Goulart

It is a well known fact that finite time optimal controllers, such as MPC does not necessarily result in closed loop stable systems. Within the MPC community it is common practice to add a final state constraint and/or a final state penalty…

Optimization and Control · Mathematics 2016-04-05 Daniel Simon , Johan Löfberg

Risk-averse model predictive control (MPC) offers a control framework that allows one to account for ambiguity in the knowledge of the underlying probability distribution and unifies stochastic and worst-case MPC. In this paper we study…

Optimization and Control · Mathematics 2018-12-13 Pantelis Sopasakis , Domagoj Herceg , Alberto Bemporad , Panagiotis Patrinos

A supervised learning framework is proposed to approximate a model predictive controller (MPC) with reduced computational complexity and guarantees on stability and constraint satisfaction. The framework can be used for a wide class of…

Systems and Control · Computer Science 2018-06-13 Michael Hertneck , Johannes Köhler , Sebastian Trimpe , Frank Allgöwer

In this paper, we present a nonlinear robust model predictive control (MPC) framework for general (state and input dependent) disturbances. This approach uses an online constructed tube in order to tighten the nominal (state and input)…

Systems and Control · Electrical Eng. & Systems 2020-06-05 Johannes Köhler , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

The problem of controlling hybrid dynamical systems using model predictive control (MPC) is formulated and sufficient conditions for asymptotic stability of a set are provided. Hybrid dynamical systems are modeled in terms of hybrid…

Optimization and Control · Mathematics 2026-04-27 Ricardo G. Sanfelice , Berk Altin

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

We investigate model predictive control (MPC) formulations for linear systems subject to i.i.d. stochastic disturbances with bounded support and chance constraints. Existing stochastic MPC formulations with closed-loop guarantees can be…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Johannes Köhler , Ferdinand Geuss , Melanie N. Zeilinger

This paper studies integral-type event-triggered model predictive control (MPC) of continuous-time nonlinear systems. An integral-type event-triggered mechanism is proposed by incorporating the integral of errors between the actual and…

Optimization and Control · Mathematics 2020-02-19 Qi Sun , Jicheng Chen , Yang Shi

Model Predictive Control (MPC) formulations are typically built on the requirement that a feasible reference trajectory is available. In practical settings, however, references that are infeasible with respect to the system dynamics are…

Systems and Control · Electrical Eng. & Systems 2021-09-13 Ivo Batkovic , Mohammad Ali , Paolo Falcone , Mario Zanon

We present a sample-based Learning Model Predictive Controller (LMPC) for constrained uncertain linear systems subject to bounded additive disturbances. The proposed controller builds on earlier work on LMPC for deterministic systems.…

Systems and Control · Computer Science 2021-01-22 Ugo Rosolia , Francesco Borrelli

This paper delves into the challenges posed by the increasing complexity of modern control systems, specifically focusing on bilinear systems, a prevalent subclass of non-linear systems characterized by state dynamics influenced by the…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Md Nur-A-Adam Dony

In this paper, we investigate system theoretic properties of transient average constrained economic model predictive control (MPC) without terminal constraints. We show that the optimal open-loop solution passes by the optimal steady-state…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Mario Rosenfelder , Johannes Köhler , Frank Allgöwer