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This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

In this article we consider computing expectations w.r.t.~probability laws associated to a certain class of stochastic systems. In order to achieve such a task, one must not only resort to numerical approximation of the expectation, but…

Computation · Statistics 2017-10-30 Ajay Jasra , Kengo Kamatani , Kody Law , Yan Zhou

Many real-world multi-agent systems exhibit nonlinear dynamics and complex inter-agent interactions. As these systems increase in scale, the main challenges arise from achieving scalability and handling nonconvexity. To address these…

Optimization and Control · Mathematics 2025-10-22 Taehyun Yoon , Augustinos D. Saravanos , Evangelos A. Theodorou

In this paper, we focus on the problem of shrinking-horizon Model Predictive Control (MPC) in uncertain dynamic environments. We consider controlling a deterministic autonomous system that interacts with uncontrollable stochastic agents…

Systems and Control · Electrical Eng. & Systems 2024-05-20 Charis Stamouli , Lars Lindemann , George J. Pappas

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…

Optimization and Control · Mathematics 2014-11-19 Ion Necoara , Dragos Clipici

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

Model predictive control (MPC) schemes have a proven track record for delivering aggressive and robust performance in many challenging control tasks, coping with nonlinear system dynamics, constraints, and observational noise. Despite their…

Robotics · Computer Science 2024-01-24 Lucas Barcelos , Alexander Lambert , Rafael Oliveira , Paulo Borges , Byron Boots , Fabio Ramos

This work proposes a novel robust model predictive control (MPC) algorithm for linear systems affected by dynamic model uncertainty and exogenous disturbances. The uncertainty is modeled using a linear fractional perturbation structure with…

Systems and Control · Electrical Eng. & Systems 2022-06-10 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

There has been an increasing demand for formal methods in the design process of safety-critical synthetic genetic circuits. Probabilistic model checking techniques have demonstrated significant potential in analyzing the intrinsic…

Emerging Technologies · Computer Science 2019-01-24 Thakur Neupane , Zhen Zhang , Curtis Madsen , Hao Zheng , Chris J. Myers

Designing controllers for systems affected by model uncertainty can prove to be a challenge, especially when seeking the optimal compromise between the conflicting goals of identification and control. This trade-off is explicitly taken into…

Systems and Control · Electrical Eng. & Systems 2019-12-30 Elena Arcari , Lukas Hewing , Max Schlichting , Melanie N. Zeilinger

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law incorporating a dynamic feedback gain to minimise a quadratic cost function subject to a single chance…

Systems and Control · Electrical Eng. & Systems 2022-03-02 Shuhao Yan , Paul J. Goulart , Mark Cannon

We consider the problem of approximate Bayesian parameter inference in non-linear state-space models with intractable likelihoods. Sequential Monte Carlo with approximate Bayesian computations (SMC-ABC) is one approach to approximate the…

Computation · Statistics 2017-06-14 Johan Dahlin , Mattias Villani , Thomas B. Schön

Model Predictive Control (MPC) is a powerful and flexible design tool of high-performance controllers for physical systems in the presence of input and output constraints. A challenge for the practitioner applying MPC is the need of tuning…

Systems and Control · Electrical Eng. & Systems 2021-01-19 Marco Forgione , Dario Piga , Alberto Bemporad

In this work we introduce a novel approach, based on sampling, for finding assignments that are likely to be solutions to stochastic constraint satisfaction problems and constraint optimisation problems. Our approach reduces the size of the…

Optimization and Control · Mathematics 2015-09-22 Roberto Rossi , Brahim Hnich , S. Armagan Tarim , Steven Prestwich

The System Level Synthesis (SLS) approach facilitates distributed control of large cyberphysical networks in an easy-to-understand, computationally scalable way. We present an overview of the SLS approach and its associated extensions in…

Systems and Control · Electrical Eng. & Systems 2021-04-01 Jing Shuang Li , Carmen Amo Alonso , John C. Doyle

Model predictive control (MPC) is an optimization-based control strategy with broad industrial adoption. Unfortunately, the required computation time to solve the receding-horizon MPC optimization problem can become prohibitively large for…

Systems and Control · Electrical Eng. & Systems 2024-10-24 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

Model predictive control (MPC) is an effective approach to control multivariable dynamic systems with constraints. Most real dynamic models are however affected by plant-model mismatch and process uncertainties, which can lead to…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Zhengang Zhong , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis

Model predictive control (MPC) achieves stability and constraint satisfaction for general nonlinear systems, but requires computationally expensive online optimization. This paper studies approximations of such MPC controllers via neural…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Henrik Hose , Johannes Köhler , Melanie N. Zeilinger , Sebastian Trimpe

We show that stochastic programming (SP) provides a framework to design hierarchical model predictive control (MPC) schemes for periodic systems. This is based on the observation that, if the state policy of an infinite-horizon problem is…

Optimization and Control · Mathematics 2018-05-01 Ranjeet Kumar , Michael J. Wenzel , Matthew J. Ellis , Mohammad N. ElBsat , Kirk H. Drees , Victor M. Zavala