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We provide a comprehensive review and practical implementation of a recently developed model predictive control (MPC) framework for controlling unknown systems using only measured data and no explicit model knowledge. Our approach relies on…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

This paper presents a constrained adaptive dynamic programming (CADP) algorithm to solve general nonlinear nonaffine optimal control problems with known dynamics. Unlike previous ADP algorithms, it can directly deal with problems with state…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Jingliang Duan , Zhengyu Liu , Shengbo Eben Li , Qi Sun , Zhenzhong Jia , Bo Cheng

Peak estimation of hybrid systems aims to upper bound extreme values of a state function along trajectories, where this state function could be different in each subsystem. This finite-dimensional but nonconvex problem may be lifted into an…

Optimization and Control · Mathematics 2023-03-22 Jared Miller , Mario Sznaier

The Willems' fundamental lemma, which characterizes linear time-invariant (LTI) systems using input and output trajectories, has found many successful applications. Combining this with receding horizon control leads to a popular…

Optimization and Control · Mathematics 2023-12-27 Xu Shang , Yang Zheng

We consider stochastic optimal control of linear dynamical systems with additive non-Gaussian disturbance. We propose a novel, sampling-free approach, based on Fourier transformations and convex optimization, to cast the stochastic optimal…

Optimization and Control · Mathematics 2020-10-06 Vignesh Sivaramakrishnan , Abraham P. Vinod , Meeko M. K. Oishi

This paper presents a general description of a parameter estimation inverse problem for systems governed by nonlinear differential equations. The inverse problem is presented using optimal control tools with state constraints, where the…

Numerical Analysis · Mathematics 2018-06-28 Mohamed Kamel Riahi , Issam Al Qattan

The concept of positively invariant (PI) sets has proven effective in the formal verification of stability and safety properties for autonomous systems. However, the characterization of such sets is challenging for nonlinear systems in…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Huu-Thinh Do , Ionela Prodan

In this paper, we consider a finite-dimensional optimization problem minimizing a continuous objective on a compact domain subject to a multi-dimensional constraint function. For the latter, we assume the availability of a global Lipschitz…

Optimization and Control · Mathematics 2026-02-11 Adrian Göß , Alexander Martin , Sebastian Pokutta , Kartikey Sharma

A powerful result from behavioral systems theory known as the fundamental lemma allows for predictive control akin to Model Predictive Control (MPC) for linear time invariant (LTI) systems with unknown dynamics purely from data. While most…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Sebastian Kerz , Johannes Teutsch , Tim Brüdigam , Dirk Wollherr , Marion Leibold

Sampling-based model predictive control (MPC) is effective for nonlinear systems but often produces non-smooth control inputs due to random sampling. To address this issue, we extend the model predictive path integral (MPPI) framework with…

Systems and Control · Electrical Eng. & Systems 2026-01-08 Markus Walker , Marcel Reith-Braun , Tai Hoang , Gerhard Neumann , Uwe D. Hanebeck

We consider approximate dynamic programming in $\gamma$-discounted Markov decision processes and apply it to approximate planning with linear value-function approximation. Our first contribution is a new variant of Approximate Policy…

Machine Learning · Computer Science 2022-10-31 Gellért Weisz , András György , Tadashi Kozuno , Csaba Szepesvári

This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…

Optimization and Control · Mathematics 2017-05-05 Yuanqi Mao , Michael Szmuk , Behcet Acikmese

The deployment of autonomous systems in safety-critical environments requires control policies that guarantee satisfaction of complex control specifications. These systems are commonly modeled as nonlinear discrete-time stochastic systems.…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Alessandro Riccardi , Thom Badings , Luca Laurenti , Alessandro Abate , Bart De Schutter

Abstracting neural networks with constraints they impose on their inputs and outputs can be very useful in the analysis of neural network classifiers and to derive optimization-based algorithms for certification of stability and robustness…

Machine Learning · Computer Science 2021-05-04 Navid Hashemi , Justin Ruths , Mahyar Fazlyab

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Anilkumar Parsi , Panagiotis Anagnostaras , Andrea Iannelli , Roy S. Smith

We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future…

Systems and Control · Electrical Eng. & Systems 2021-03-25 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Input-affine dynamical systems often arise in control and modeling scenarios, such as the data-driven case when state-derivative observations are recorded under bounded noise. Common tasks in system analysis and control include optimal…

Optimization and Control · Mathematics 2024-02-21 Jared Miller , Mario Sznaier

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

Chance-constrained programs (CCP) represent a trade-off between conservatism and robustness in optimization. In many CCPs, one optimizes an objective under a probabilistic constraint continuously parameterized by a random vector $\xi$. In…

Optimization and Control · Mathematics 2025-04-09 Guillaume Van Dessel , François Glineur

This paper deals with the computation of the largest robust control invariant sets (RCISs) of constrained nonlinear systems. The proposed approach is based on casting the search for the invariant set as a graph theoretical problem.…

Systems and Control · Electrical Eng. & Systems 2021-02-16 Benjamin Decardi-Nelson , Jinfeng Liu