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Model Predictive Control (MPC) is well understood in the deterministic setting, yet rigorous stability and performance guarantees for stochastic MPC remain limited to the consideration of terminal constraints and penalties. In contrast,…

Optimization and Control · Mathematics 2025-10-24 Jonas Schießl , Hannah Selder , Ruchuan Ou , Michael Heinrich Baumann , Timm Faulwasser , Lars Grüne

In this paper, we provide non-averaged and transient performance guarantees for recently developed, tube-based robust economic model predictive control (MPC) schemes. In particular, we consider both tube-based MPC schemes with and without…

Systems and Control · Electrical Eng. & Systems 2022-05-17 Christian Klöppelt , Lukas Schwenkel , Frank Allgöwer , Matthias A. Müller

Model predictive control (MPC) for tracking is a recently introduced approach, which extends standard MPC formulations by incorporating an artificial reference as an additional optimization variable, in order to track external and…

Systems and Control · Electrical Eng. & Systems 2025-08-25 Nadine Ehmann , Matthias Köhler , Frank Allgöwer

Operation at steady state is often not optimal when optimizing over an economic cost objective. In many cases, periodic operation yields better performance. Therefore, we derive asymptotic stability guarantees of an economic model…

Optimization and Control · Mathematics 2026-04-15 Jonas Mair , Lukas Schwenkel , Matthias A. Müller , Frank Allgöwer

In this paper, a novel tube-based economic Model Predictive Control (MPC) scheme for uncertain systems that uses neither terminal costs nor terminal constraints is investigated. We show that the results from the undisturbed case can be…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Lukas Schwenkel , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that guarantee closed-loop performance bounds and boundedness of…

Optimization and Control · Mathematics 2019-03-19 Diego Munoz-Carpintero , Mark Cannon

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

We analyse the closed-loop performance of a model predictive control (MPC) for tracking formulation with artificial references. It has been shown that such a scheme guarantees closed-loop stability and recursive feasibility for any…

Optimization and Control · Mathematics 2024-01-25 Matthias Köhler , Lisa Krügel , Lars Grüne , Matthias A. Müller , Frank Allgöwer

In this paper, we consider the problem of periodic optimal control of nonlinear systems subject to online changing and periodically time-varying economic performance measures using model predictive control (MPC). The proposed economic MPC…

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

This paper presents first results for near optimality in expectation of the closed-loop solutions for stochastic economic MPC. The approach relies on a recently developed turnpike property for stochastic optimal control problems at an…

Optimization and Control · Mathematics 2025-04-02 Jonas Schießl , Ruchuan Ou , Timm Faulwasser , Michael H. Baumann , Lars Grüne

This paper studies economic model predictive Control (EMPC) schemes, where the stage cost depends only on control inputs. Such problems arise in applications like water distribution networks and differ from standard EMPC since multiple…

Optimization and Control · Mathematics 2026-04-28 Alireza Arastou , Ye Wang , Erik Weyer

In this paper, we provide a theoretical analysis of closed-loop properties of a simple data-driven model predictive control (MPC) scheme. The formulation does not involve any terminal ingredients, thus allowing for a simple implementation…

Optimization and Control · Mathematics 2024-12-04 Joscha Bongard , Julian Berberich , Johannes Köhler , Frank Allgöwer

Chance constraints are widely used in stochastic model predictive control (MPC) to enforce probabilistic state and input constraints in the presence of unbounded disturbances. However, they only restrict violation probabilities and do not…

Optimization and Control · Mathematics 2026-04-14 Jonas Schießl , Ruchuan Ou , Michael H. Baumann , Timm Faulwasser , Lars Grüne

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

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

The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…

Optimization and Control · Mathematics 2020-04-07 Diego Muñoz-Carpintero , Mark Cannon

In this work, we study economic model predictive control (MPC) in situations where the optimal operating behavior is periodic. In such a setting, the performance of a standard economic MPC scheme without terminal conditions can generally be…

Systems and Control · Electrical Eng. & Systems 2024-01-09 Lukas Schwenkel , Alexander Hadorn , Matthias A. Müller , Frank Allgöwer

This manuscript contains technical results related to a particular approach for the design of Model Predictive Control (MPC) laws. The approach, named "generalized" terminal state constraint, induces the recursive feasibility of the…

Systems and Control · Computer Science 2013-07-16 Lorenzo Fagiano , Andrew R. Teel

In this paper, we propose a data-driven economic model predictive control (EMPC) scheme with generalized terminal constraint to control an unknown linear time-invariant system. Our scheme is based on the Fundamental Lemma to predict future…

Systems and Control · Electrical Eng. & Systems 2022-12-07 Yifan Xie , Julian Berberich , Frank Allgöwer

In this paper we present a stability proof of model predictive control without stabilizing terminal constraints of cost which are subject to unknown but measurable disturbances. To this end, a relaxed Lyapunov argument on the nominal system…

Optimization and Control · Mathematics 2012-04-17 J. Pannek , M. Gerdts
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