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We present a model predictive control (MPC) framework for nonlinear stochastic systems that ensures safety guarantee with high probability. Unlike most existing stochastic MPC schemes, our method adopts a set-erosion that converts the…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Zishun Liu , Liqian Ma , Yongxin Chen

We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) framework that balances three competing objectives: order…

Trading and Market Microstructure · Quantitative Finance 2026-04-01 Thomas P. McAuliffe , Samuel Liew , Yuchao Li , Andrey Ushenin , Chihang Wang , Alexandros Tasos , Jack Pearce , Dimitris Tasoulis , Dimitri P. Bertsekas , Theodoros Tsagaris

Based on our recent research on neural heuristic quantization systems, we propose an emulation problem consistent with the neuromimetic paradigm. This optimal quantization problem can be solved with model predictive control (MPC) by…

Systems and Control · Electrical Eng. & Systems 2023-05-08 Zexin Sun , John Baillieul

This work introduces a formulation of model predictive control (MPC) which adaptively reasons about the complexity of the model based on the task while maintaining feasibility and stability guarantees. Existing MPC implementations often…

Robotics · Computer Science 2024-11-07 Joseph Norby , Ardalan Tajbakhsh , Yanhao Yang , Aaron M. Johnson

We propose a computationally efficient Learning Model Predictive Control (LMPC) scheme for constrained optimal control of a class of nonlinear systems where the state and input can be reconstructed using lifted outputs. For the considered…

Optimization and Control · Mathematics 2021-01-19 Siddharth H. Nair , Ugo Rosolia , Francesco Borrelli

Model Predictive Control (MPC) has become a popular framework in embedded control for high-performance autonomous systems. However, to achieve good control performance using MPC, an accurate dynamics model is key. To maintain real-time…

Robotics · Computer Science 2023-07-26 Tim Salzmann , Elia Kaufmann , Jon Arrizabalaga , Marco Pavone , Davide Scaramuzza , Markus Ryll

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

We develop a novel form of differentiable predictive control (DPC) with safety and robustness guarantees based on control barrier functions. DPC is an unsupervised learning-based method for obtaining approximate solutions to explicit model…

Systems and Control · Electrical Eng. & Systems 2022-08-05 Wenceslao Shaw Cortez , Jan Drgona , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

This paper proposes a stabilising model predictive control (MPC) scheme with preview information of disturbance for nonlinear systems. The proposed MPC algorithm is able to not only reject disturbance by making use of disturbance preview…

Systems and Control · Electrical Eng. & Systems 2022-02-28 Xing Fang , Wen-Hua Chen

The problem of coverage control, i.e., of coordinating multiple agents to optimally cover an area, arises in various applications. However, coverage applications face two major challenges: (1) dealing with nonlinear dynamics while…

Systems and Control · Electrical Eng. & Systems 2024-04-01 Rahel Rickenbach , Johannes Köhler , Anna Scampicchio , Melanie N. Zeilinger , Andrea Carron

This paper develops a distributed model predictive control (DMPC) strategy for a class of discrete-time linear systems with consideration of globally coupled constraints. The DMPC under study is based on the dual problem concerning all…

Optimization and Control · Mathematics 2019-07-25 Yanxu Su , Yang Shi , Changyin Sun

Human and animal brains perform planning to enable complex movements and behaviors. This process can be effectively described using model predictive control (MPC); that is, brains can be thought of as implementing some version of MPC. How…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Jaidev Gill , Jing Shuang Li

We develop a three-component Model Predictive Control (MPC) algorithm to achieve output-reference tracking with prescribed performance for continuous-time nonlinear systems. One component is so-called funnel MPC, which achieves reference…

Optimization and Control · Mathematics 2025-02-18 Lukas Lanza , Dario Dennstädt , Thomas Berger , Karl Worthmann

A key challenge in learning-based model predictive control (MPC) is to collect informative data online for model adaptation while ensuring safety and without penalising control performance. In this paper, we propose an online model…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Laura Boca de Giuli , Alessio La Bella , Manish Prajapat , Johannes Köhler , Anna Scampicchio , Riccardo Scattolini , Melanie Zeilinger

The expansion in automation of increasingly fast applications and low-power edge devices poses a particular challenge for optimization based control algorithms, like model predictive control. Our proposed machine-learning supported approach…

Systems and Control · Electrical Eng. & Systems 2025-01-08 Hendrik Alsmeier , Anton Savchenko , Rolf Findeisen

In this paper, we propose a model predictive control (MPC) method for real-time intervention of spreading processes, such as epidemics and wildfire, over large-scale networks. The goal is to allocate budgeted resources each time step to…

Optimization and Control · Mathematics 2022-10-31 Ruigang Wang , Armaghan Zafar , Ian R. Manchester

Model predictive control (MPC) is a widely used modern control technique with numerous successful application in diverse areas. Much of this success is due to the ability of MPC to enforce state and control constraints, which are crucial in…

Systems and Control · Electrical Eng. & Systems 2020-09-23 Tam W. Nguyen , Syed Aseem Ul Islam , Dennis S. Bernstein , Ilya V. Kolmanovsky

Despite decades of research, existing navigation systems still face real-world challenges when deployed in the wild, e.g., in cluttered home environments or in human-occupied public spaces. To address this, we present a new class of…

This paper is concerned with model predictive control (MPC) of discrete-time linear systems subject to bounded additive disturbance and mixed constraints on the state and input, whereas the true disturbance set is unknown. Unlike most…

Optimization and Control · Mathematics 2024-05-22 Yulong Gao , Shuhao Yan , Jian Zhou , Mark Cannon , Alessandro Abate , Karl H. Johansson

Approximating model predictive control (MPC) policy using expert-based supervised learning techniques requires labeled training data sets sampled from the MPC policy. This is typically obtained by sampling the feasible state-space and…

Optimization and Control · Mathematics 2022-03-16 Dinesh Krishnamoorthy
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