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This paper proposes to decouple performance optimization and enforcement of asymptotic convergence in Model Predictive Control (MPC) so that convergence to a given terminal set is achieved independently of how much performance is optimized…

Systems and Control · Computer Science 2015-03-02 Alberto Bemporad , Daniele Bernardini , Panagiotis Patrinos

A novel perspective on the design of robust model predictive control (MPC) methods is presented, whereby closed-loop constraint satisfaction is ensured using recursive feasibility of the MPC optimization. Necessary and sufficient conditions…

Systems and Control · Electrical Eng. & Systems 2023-03-21 Anilkumar Parsi , Marcell Bartos , Amber Srivastava , Sebastien Gros , Roy S. Smith

Stochastic uncertainties in complex dynamical systems lead to variability of system states, which can in turn degrade the closed-loop performance. This paper presents a stochastic model predictive control approach for a class of nonlinear…

Optimization and Control · Mathematics 2016-11-18 Edward A. Buehler , Joel A. Paulson , Ali Akhavan , Ali Mesbah

Estimating the stability boundary is a fundamental and challenging problem in transient stability studies. It is known that a proper level set of a Lyapunov function or an energy function can provide an inner approximation of the stability…

Systems and Control · Electrical Eng. & Systems 2021-10-01 Peng Yang , Feng Liu , Wei Wei , Zhaojian Wang

In this work, the control of snake robot locomotion via economic model predictive control (MPC) is studied. Only very few examples of applications of MPC to snake robots exist and rigorous proofs for recursive feasibility and convergence…

Systems and Control · Electrical Eng. & Systems 2021-11-03 Marko Nonhoff , Philipp N. Köhler , Anna M. Kohl , Kristin Y. Pettersen , Frank Allgöwer

We propose a novel flexible-step model predictive control algorithm for unknown linear time-invariant discrete-time systems. The goal is to asymptotically stabilize the system without relying on a pre-collected dataset that describes its…

Optimization and Control · Mathematics 2025-10-02 Markus Pietschner , Christian Ebenbauer , Bahman Gharesifard , Raik Suttner

We review criteria for comparing the efficiency of Markov chain Monte Carlo (MCMC) methods with respect to the asymptotic variance of estimates of expectations of functions of state, and show how such criteria can justify ways of combining…

Probability · Mathematics 2025-02-19 Radford M. Neal , Jeffrey S. Rosenthal

Chance constrained stochastic model predictive controllers (CC-SMPC) trade off full constraint satisfaction for economical plant performance under uncertainty. Previous CC-SMPC works are over-conservative in constraint violations leading to…

Systems and Control · Electrical Eng. & Systems 2025-03-19 Avik Ghosh , Cristian Cortes-Aguirre , Yi-An Chen , Adil Khurram , Jan Kleissl

We propose a model predictive control (MPC) scheme with sampled-data input which ensures output-reference tracking within prescribed error bounds for relative-degree-one systems. Hereby, we explicitly deduce bounds on the required maximal…

Optimization and Control · Mathematics 2024-03-28 Dario Dennstädt , Lukas Lanza , Karl Worthmann

The turnpike phenomenon stipulates that the solution of an optimal control problem in large time, remains essentially close to a steady-state of the dynamics, itself being the optimal solution of an associated static optimal control…

Optimization and Control · Mathematics 2023-01-11 Emmanuel Trélat

This paper presents a robust adaptive learning Model Predictive Control (MPC) framework for linear systems with parametric uncertainties and additive disturbances performing iterative tasks. The approach refines the parameter estimates…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Hannes Petrenz , Johannes Köhler , Francesco Borrelli

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

We present a model predictive control (MPC) scheme to control linear time-invariant systems using only measured input-output data and no model knowledge. The scheme includes a terminal cost and a terminal set constraint on an extended state…

Optimization and Control · Mathematics 2022-08-26 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

We investigate an optimal stopping problem for the expected value of a discounted payoff on a regime-switching geometric Brownian motion under two constraints on the possible stopping times: only at exogenous random times and only during a…

Probability · Mathematics 2024-11-20 Takuji Arai , Masahiko Takenaka

In this paper we present a stochastic scenario-based model predictive control (MPC) approach for the operation of islanded microgrids with high share of renewable energy sources. We require that the stored energy remains within given bounds…

Optimization and Control · Mathematics 2021-04-20 Jie Lei , Christian A. Hans , Pantelis Sopasakis

The long-run average payoff per transition (mean payoff) is the main tool for specifying the performance and dependability properties of discrete systems. The problem of constructing a controller (strategy) simultaneously optimizing several…

Artificial Intelligence · Computer Science 2024-12-19 David Klaška , Antonín Kučera , Vojtěch Kůr , Vít Musil , Vojtěch Řehák

In this paper, we analyze stability of nonlinear model predictive control (MPC) using data-driven surrogate models in the optimization step. First, we establish asymptotic stability of the origin, a controlled steady state, w.r.t. the MPC…

Optimization and Control · Mathematics 2026-02-09 Irene Schimperna , Karl Worthmann , Manuel Schaller , Lea Bold , Lalo Magni

Deep reinforcement learning approaches are becoming appealing for the design of nonlinear controllers for voltage control problems, but the lack of stability guarantees hinders their deployment in real-world scenarios. This paper constructs…

Systems and Control · Electrical Eng. & Systems 2023-08-31 Jie Feng , Wenqi Cui , Jorge Cortés , Yuanyuan Shi

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

It is typically proven in adaptive control that asymptotic stabilization and tracking holds, and that at best a bounded-noise bounded-state property is proven. Recently, it has been shown in both the pole-placement control and the $d$-step…

Systems and Control · Electrical Eng. & Systems 2021-10-05 Mohamad T. Shahab , Daniel E. Miller