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We consider approximate dynamic programming for the infinite-horizon stationary $\gamma$-discounted optimal control problem formalized by Markov Decision Processes. While in the exact case it is known that there always exists an optimal…

Optimization and Control · Mathematics 2013-04-23 Boris Lesner , Bruno Scherrer

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

This paper proposes an off-line algorithm, called Recurrent Model Predictive Control (RMPC), to solve general nonlinear finite-horizon optimal control problems. Unlike traditional Model Predictive Control (MPC) algorithms, it can make full…

Systems and Control · Electrical Eng. & Systems 2021-02-24 Zhengyu Liu , Jingliang Duan , Wenxuan Wang , Shengbo Eben Li , Yuming Yin , Ziyu Lin , Qi Sun , Bo Cheng

By optimizing the predicted performance over a receding horizon, model predictive control (MPC) provides the ability to enforce state and control constraints. The present paper considers an extension of MPC for nonlinear systems that can be…

Systems and Control · Electrical Eng. & Systems 2023-09-29 Mohammadreza Kamaldar , Dennis S. Bernstein

We propose a simple and computationally efficient approach for designing a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertainty is modeled as an additive disturbance and an additive error on the…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R. Stürz , Francesco Borrelli

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

This paper proposes an offline control algorithm, called Recurrent Model Predictive Control (RMPC), to solve large-scale nonlinear finite-horizon optimal control problems. It can be regarded as an explicit solver of traditional Model…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Zhengyu Liu , Jingliang Duan , Wenxuan Wang , Shengbo Eben Li , Yuming Yin , Ziyu Lin , Bo Cheng

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

A strategy for reducing the number of iterations and computational burden in shrinking horizon Model Predictive Control (SH-MPC) when steering into a prescribed terminal set despite unmeasured disturbances is proposed. This strategy…

Optimization and Control · Mathematics 2025-12-04 Steven van Leeuwen , Ilya Kolmanovsky

In this paper, we investigate the problem of Model Predictive Control (MPC) of dynamic systems for high-level specifications described by Signal Temporal Logic (STL) formulae. Recent works show that MPC has the great potential in handling…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Xinyi Yu , Chuwei Wang , Dingran Yuan , Shaoyuan Li , Xiang Yin

We propose a nonlinear model predictive control (NMPC) framework based on a direct optimal control method that ensures continuous-time constraint satisfaction and accurate evaluation of the running cost, without compromising computational…

Optimization and Control · Mathematics 2024-05-02 Samet Uzun , Purnanand Elango , Abhinav G. Kamath , Taewan Kim , Behcet Acikmese

This paper introduces a novel method for robust output-feedback model predictive control (MPC) for a class of nonlinear discrete-time systems. We propose a novel interval-valued predictor which, given an initial estimate of the state,…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Scott Brown , Mohammad Khajenejad , Aamodh Suresh , Sonia Martinez

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Elisa Andina , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

We present a framework to design nonlinear robust output feedback model predictive control (MPC) schemes that ensure constraint satisfaction under noisy output measurements and disturbances. We provide novel estimation methods to bound the…

Systems and Control · Electrical Eng. & Systems 2021-05-10 Johannes Köhler , 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 a distributed learning model predictive control (DLMPC) scheme for distributed linear time invariant systems with coupled dynamics and state constraints. The proposed solution method is based on an online distributed…

Systems and Control · Electrical Eng. & Systems 2020-06-25 Yvonne R. Stürz , Edward L. Zhu , Ugo Rosolia , Karl H. Johansson , Francesco Borrelli

We present a model predictive control (MPC) framework to solve the constrained nonlinear output regulation problem. The main feature of the proposed framework is that the application does not require the solution to classical regulator…

Systems and Control · Electrical Eng. & Systems 2021-06-02 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

In this article, a model predictive control (MPC) method is proposed for constrained linear systems to track bounded references with arbitrary dynamics. Besides control inputs to be determined, artificial reference is introduced as…

Systems and Control · Electrical Eng. & Systems 2025-03-27 Shibo Han , Bonan Hou , Yuhao Zhang , Xiaotong Shi , Xingwei Zhao

A multirate nonlinear model predictive control (NMPC) strategy is proposed for systems with dynamics and control inputs evolving on different timescales. The proposed multirate formulation of the system model and receding horizon optimal…

Optimization and Control · Mathematics 2022-07-05 Yana Lishkova , Mark Cannon , Sina Ober-Blöbaum

This article presents a dynamic regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem…

Optimization and Control · Mathematics 2025-02-04 Sungho Shin , Sen Na , Mihai Anitescu