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In this paper, a sampling-based Stochastic Model Predictive Control algorithm is proposed for discrete-time linear systems subject to both parametric uncertainties and additive disturbances. One of the main drivers for the development of…

Partially-observable problems pose a trade-off between reducing costs and gathering information. They can be solved optimally by planning in belief space, but that is often prohibitively expensive. Model-predictive control (MPC) takes the…

Machine Learning · Computer Science 2023-04-21 Baris Kayalibay , Atanas Mirchev , Ahmed Agha , Patrick van der Smagt , Justin Bayer

In adaptive control, a controller is precisely designed for a certain model of the system, but that model's parameters are updated online by another mechanism called the adaptive update. This allows the controller to aim for the benefits of…

Systems and Control · Computer Science 2017-11-28 Jason Nezvadovitz

We present a method that allows efficient and safe approximation of model predictive controllers using kernel interpolation. Since the computational complexity of the approximating function scales linearly with the number of data points, we…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Alexander Rose , Philipp Schaub , Rolf Findeisen

We consider nonlinear model predictive control (MPC) schemes without stabilizing terminal conditions, where the model used in the optimization step is generated based on input-output data only. We establish exponential stability for…

Optimization and Control · Mathematics 2026-05-27 Lea Bold , Irene Schimperna , Karl Worthmann , Johannes Köhler

Economic model predictive control and tracking model predictive control are two popular advanced process control strategies used in various of fields. Nevertheless, which one should be chosen to achieve better performance in the presence of…

Systems and Control · Electrical Eng. & Systems 2022-01-07 Jiangbang Liu , Song Bo , Benjamin Decardi-Nelson , Jinfeng Liu , Jingtao Hu , Tao Zou

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

Preferential Bayesian optimization allows optimization of objectives that are either expensive or difficult to measure directly, by relying on a minimal number of comparative evaluations done by a human expert. Generating candidate…

We present a stochastic model predictive control framework for nonlinear systems subject to unbounded process noise with closed-loop guarantees. First, we provide a conceptual shrinking-horizon framework that utilizes general probabilistic…

Systems and Control · Electrical Eng. & Systems 2025-06-06 Johannes Köhler , Melanie N. Zeilinger

We consider controllability for divergence-free systems that have a conserved quantity and satisfy a H\"ormander condition. It is shown that such systems are controllable, provided that the conserved quantity is a proper function. The proof…

Mathematical Physics · Physics 2008-02-27 Martin Hairer

Motivated by emerging applications in machine learning, we consider an optimization problem in a general form where the gradient of the objective function is available through a biased stochastic oracle. We assume a bias-control parameter…

Optimization and Control · Mathematics 2026-02-10 Yin Liu , Sam Davanloo Tajbakhsh

Target output controllers aim at regulating a system's target outputs by placing poles of a suitable subsystem using partial state feedback, where full state controllability is not required. This paper establishes existence conditions for…

Systems and Control · Electrical Eng. & Systems 2025-05-28 Yuan Zhang , Wenxuan Xu , Mohamed Darouach , Tyrone Fernando

Although behavioral economics has demonstrated that there are many situations where rational choice is a poor empirical model, it has so far failed to provide quantitative models of economic problems such as price formation. We make a step…

Physics and Society · Physics 2008-12-02 Szabolcs Mike , J. Doyne Farmer

The Bitcoin Network is a sophisticated accounting system that allows its underlying cryptocurrency to be trusted even in the absence of a reliable financial authority. Given its undeniable success, the technology, generally referred to as…

Cryptography and Security · Computer Science 2025-09-09 Giulio Caldarelli

In control applications there is often a compromise that needs to be made with regards to the complexity and performance of the controller and the computational resources that are available. For instance, the typical hardware platform in…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Eivind Bøhn , Sebastien Gros , Signe Moe , Tor Arne Johansen

Residential users in demand response programs must balance electricity costs and user dissatisfaction under real-time pricing. This study proposes a multiobjective model predictive control approach for home energy management systems with…

Systems and Control · Electrical Eng. & Systems 2026-01-14 Guan-Ting Lin , Wei-Yu Chiu , Chien-Feng Wu , Asef Nazari , Dhananjay Thiruvady

Learning-based methods have been successful in solving complex control tasks without significant prior knowledge about the system. However, these methods typically do not provide any safety guarantees, which prevents their use in…

Systems and Control · Computer Science 2018-11-08 Torsten Koller , Felix Berkenkamp , Matteo Turchetta , Andreas Krause

Model predictive controllers use dynamics models to solve constrained optimal control problems. However, computational requirements for real-time control have limited their use to systems with low-dimensional models. Nevertheless,…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Joseph Lorenzetti , Andrew McClellan , Charbel Farhat , Marco Pavone

The paper investigates data-driven output-feedback predictive control of linear systems subject to stochastic disturbances. The scheme relies on the recursive solution of a suitable data-driven reformulation of a stochastic Optimal Control…

Systems and Control · Electrical Eng. & Systems 2022-12-16 Guanru Pan , Ruchuan Ou , Timm Faulwasser

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone