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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

We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…

Systems and Control · Computer Science 2019-01-23 Lukas Hewing , Kim P. Wabersich , Melanie N. Zeilinger

In this paper, we present a nonlinear robust model predictive control (MPC) framework for general (state and input dependent) disturbances. This approach uses an online constructed tube in order to tighten the nominal (state and input)…

Systems and Control · Electrical Eng. & Systems 2020-06-05 Johannes Köhler , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

We propose a framework for suboptimal model predictive control (MPC) based on the interconnection of monotone dynamical systems, such as port-Hamiltonian systems. In contrast to classical MPC formulations, where the optimizer is treated as…

Optimization and Control · Mathematics 2026-05-25 Till Preuster , Hannes Gernandt , Manuel Schaller

Model predictive control (MPC) has shown great success for controlling complex systems such as legged robots. However, when closing the loop, the performance and feasibility of the finite horizon optimal control problem (OCP) solved at each…

This paper presents an adaptive tracking model predictive control (MPC) scheme to control unknown nonlinear systems based on an adaptively estimated linear model. The model is determined based on linear system identification using a moving…

Systems and Control · Electrical Eng. & Systems 2024-05-17 Tatiana Strelnikova , Johannes Köhler , Julian Berberich

The problem of achieving a good trade-off in Stochastic Model Predictive Control between the competing goals of improving the average performance and reducing conservativeness, while still guaranteeing recursive feasibility and low…

Optimization and Control · Mathematics 2016-06-21 Matthias Lorenzen , Frank Allgöwer , Fabrizio Dabbene , Roberto Tempo

We consider nonlinear model predictive control (MPC) with multiple competing cost functions. In each step of the scheme, a multiobjective optimal control problem with a nonlinear system and terminal conditions is solved. We propose an…

Optimization and Control · Mathematics 2022-07-01 Gabriele Eichfelder , Lars Grüne , Lisa Krügel , Jonas Schießl

Model predictive control (MPC) is a popular strategy for urban traffic management that is able to incorporate physical and user defined constraints. However, the current MPC methods rely on finite horizon predictions that are unable to…

Systems and Control · Computer Science 2016-02-03 Sadra Sadraddini , Calin Belta

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

We propose a novel robust Model Predictive Control (MPC) scheme for nonlinear multi-input multi-output systems of relative degree one with stable internal dynamics. The proposed algorithm is a combination of funnel MPC, i.e., MPC with a…

Optimization and Control · Mathematics 2023-12-13 Thomas Berger , Dario Dennstädt , Lukas Lanza , Karl Worthmann

An iterative learning based economic model predictive controller (ILEMPC) is proposed for repetitive tasks in this paper. Compared with existing works, the initial feasible trajectory of the proposed ILEMPC is not restricted to be…

Systems and Control · Computer Science 2018-02-13 Yushen Long , Lihua Xie , Shuai Liu

This paper proposes a novel varying horizon economic model predictive control (EMPC) scheme without terminal constraints for constrained nonlinear systems with additive disturbances and unknown economic costs. The general regression…

Systems and Control · Electrical Eng. & Systems 2025-09-16 Weiliang Xiong , Defeng He , Haiping Du , Jianbin Mu

Traditional stochastic optimal control methods that attempt to obtain an optimal feedback policy for nonlinear systems are computationally intractable. In this paper, we derive a decoupling principle between the open loop plan, and the…

Systems and Control · Computer Science 2019-02-28 Karthikeya S Parunandi , Suman Chakravorty

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

Recently, suboptimality estimates for model predictive controllers (MPC) have been derived for the case without additional stabilizing endpoint constraints or a Lyapunov function type endpoint weight. The proposed methods yield a posteriori…

Optimization and Control · Mathematics 2015-03-19 Thomas Jahn , Jürgen Pannek

This paper presents a robust economic model predictive control (EMPC) formulation with zone tracking for discrete-time uncertain nonlinear systems. The proposed design ensures that the zone tracking objective is achieved in finite steps and…

Systems and Control · Electrical Eng. & Systems 2021-09-22 Benjamin Decardi-Nelson , Jinfeng Liu

This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…

Systems and Control · Electrical Eng. & Systems 2025-12-18 Marko Nonhoff , Emiliano Dall'Anese , Matthias A. Müller

Model Predictive Control (MPC) is a powerful control strategy; however, its reliance on online optimization poses significant challenges for implementation on systems with limited computational resources. One possible approach to address…

Optimization and Control · Mathematics 2025-02-19 Hassan Jafari Ozoumchelooei , Mehdi Hosseinzadeh

Nonlinear model predictive control (MPC) is a flexible and increasingly popular framework used to synthesize feedback control strategies that can satisfy both state and control input constraints. In this framework, an optimization problem,…

Systems and Control · Electrical Eng. & Systems 2023-05-17 Kong Yao Chee , M. Ani Hsieh , Nikolai Matni
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