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This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

The topic of this manuscript is the stability analysis of continuous-time switched nonlinear systems with constraints on the admissible switching signals. Our particular focus lies in considering signals characterized by upper and lower…

Optimization and Control · Mathematics 2024-01-17 Matteo Della Rossa

The use of available disturbance predictions within a nominal model predictive control formulation is studied. The main challenge that arises is the loss of recursive feasibility and stability guarantees when a persistent disturbance is…

Systems and Control · Computer Science 2018-07-31 Pablo R Baldivieso-Monasterios , Paul A. Trodden

This paper proposes a parallelizable algorithm for linear-quadratic model predictive control (MPC) problems with state and input constraints. The algorithm itself is based on a parallel MPC scheme that has originally been designed for…

Optimization and Control · Mathematics 2022-07-04 Jiahe Shi , Yuning Jiang , Juraj Oravec , Boris Houska

We present a novel data-driven model predictive control (MPC) approach to control unknown nonlinear systems using only measured input-output data with closed-loop stability guarantees. Our scheme relies on the data-driven system…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

A boundary feedback stabilisation problem of non-uniform linear hyperbolic systems of balance laws with additive disturbance is discussed. A continuous and a corresponding discrete Lyapunov function is defined. Using an…

Optimization and Control · Mathematics 2020-06-09 Mapundi Kondwani Banda , Gediyon Weldegiyorgis

This article is devoted to providing a review of mathematical formulations in which Polynomial Chaos Theory (PCT) has been incorporated into stochastic model predictive control (SMPC). In the past decade, PCT has been shown to provide a…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Prabhat K. Mishra , Joel A. Paulson , Richard D. Braatz

State and input constraints are ubiquitous in all engineering systems. In this article, we derive adaptive controllers for uncertain linear systems under pre-specified state and input constraints. Several modifications of the model…

Systems and Control · Electrical Eng. & Systems 2023-08-24 Sudipta Chattopadhyay , Srikant Sukumar , Vivek Natarajan

This letter analyzes the contraction property of the nonlinear systems controlled by suboptimal model predictive control (MPC) using the continuation method. We propose a contraction metric that reflects the hierarchical dynamics inherent…

Optimization and Control · Mathematics 2025-03-06 Ryotaro Shima , Yuji Ito , Tatsuya Miyano

This paper investigates adaptive model predictive control (MPC) for a class of constrained linear systems with unknown model parameters. This is also posed as the dual control problem consisting of system identification and regulation. We…

Optimization and Control · Mathematics 2020-11-24 Kunwu Zhang , Yang Shi

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

In order to guarantee stability, known results for MPC without additional terminal costs or endpoint constraints often require rather large prediction horizons. Still, stable behavior of closed loop solutions can often be observed even for…

Optimization and Control · Mathematics 2015-03-19 Jürgen Pannek , Karl Worthmann

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

This paper presents an adaptive horizon multi-stage model-predictive control (MPC) algorithm. It establishes appropriate criteria for recursive feasibility and robust stability using the theory of input-to-state practical stability (ISpS).…

Optimization and Control · Mathematics 2023-06-23 Zawadi Mdoe , Dinesh Krishnamoorthy , Johannes Jäschke

This paper investigates the asymptotic behavior of stochastic recursive inclusions in the presence of non-zero, non-diminishing bias, a setting that frequently arises in zeroth-order optimization, stochastic approximation with…

Optimization and Control · Mathematics 2026-01-19 Anik Kumar Paul , Karthik Shenoy , Arun D. Mahindrakar

For stochastic systems with nonvanishing noise, i.e., at the desired state the noise port does not vanish, it is impossible to achieve the global stability of the desired state in the sense of probability. This bad property also leads to…

Dynamical Systems · Mathematics 2016-07-12 Zhou Fang , Chuanhou Gao

In this paper, a control scheme for stochastic predefined-time stabilization is proposed, which improves the control effect compared with stochastic finite-time or fixed-time stabilization. The stochastic predefined-time stabilization…

Optimization and Control · Mathematics 2022-05-11 Tianliang Zhang , Shengyuan Xu

We present a stochastic model predictive control (MPC) framework for central heating, ventilation, and air conditioning (HVAC) plants. The framework uses real data to forecast and quantify uncertainty of disturbances affecting the system…

Optimization and Control · Mathematics 2020-02-25 Ranjeet Kumar , Michael J. Wenzel , Mohammad N. ElBsat , Michael J. Risbeck , Kirk H. Drees , Victor M. Zavala

This paper develops an adaptive tracking controller for a class of nonlinear systems with parametric uncertainty subject to state constraints. The system is characterized by a strict-feedback structure with unknown parameters entering both…

Optimization and Control · Mathematics 2026-04-29 Jhon Manuel Portella Delgado , Ankit Goel

State convergence is essential in several scientific areas, e.g. multi-agent consensus/disagreement, distributed optimization, monotone game theory, multi-agent learning over time-varying networks. This paper is the first on state…

Optimization and Control · Mathematics 2019-10-02 Filippo Fabiani , Giuseppe Belgioioso , Franco Blanchini , Patrizio Colaneri , Sergio Grammatico