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Solving complex optimal control problems have confronted computational challenges for a long time. Recent advances in machine learning have provided us with new opportunities to address these challenges. This paper takes model predictive…

Optimization and Control · Mathematics 2022-07-21 Weinan E , Jiequn Han , Jihao Long

Sampling-based model predictive control (MPC) offers strong performance in nonlinear and contact-rich robotic tasks, yet often suffers from poor exploration due to locally greedy sampling schemes. We propose \emph{Model Tensor Planning}…

Robotics · Computer Science 2025-08-05 An T. Le , Khai Nguyen , Minh Nhat Vu , João Carvalho , Jan Peters

Recent studies have shown that multi-step optimization based on Model Predictive Control (MPC) can effectively coordinate the increasing number of distributed renewable energy and storage resources in the power system. However, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-06-02 Junyao Guo , Gabriela Hug , Ozan Tonguz

Reinforcement learning in partially observed Markov decision processes (POMDPs) faces two challenges. (i) It often takes the full history to predict the future, which induces a sample complexity that scales exponentially with the horizon.…

Machine Learning · Computer Science 2024-04-02 Lingxiao Wang , Qi Cai , Zhuoran Yang , Zhaoran Wang

Model Predictive Control (MPC) is a widely known control method that has proved to be particularly effective in multivariable and constrained control. Closed-loop stability and recursive feasibility can be guaranteed by employing accurate…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Marco Polver , Daniel Limon , Fabio Previdi , Antonio Ferramosca

Aggregators have emerged as crucial tools for the coordination of distributed, controllable loads. To be used effectively, an aggregator must be able to communicate the available flexibility of the loads they control, as known as the…

Optimization and Control · Mathematics 2022-06-01 Tongxin Li , Bo Sun , Yue Chen , Zixin Ye , Steven H. Low , Adam Wierman

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

Model Predictive Control (MPC) represents nowadays one of the main methods employed for process control in industry. Its strong suits comprise a simple algorithm based on a straightforward formulation and the flexibility to deal with…

Optimization and Control · Mathematics 2018-04-23 Alberto Zenere , Mattia Zorzi

Model predictive control (MPC) has become increasingly popular for the control of robot manipulators due to its improved performance compared to instantaneous control approaches. However, tuning these controllers remains a considerable…

Robotics · Computer Science 2024-12-09 Johan Ubbink , Ruan Viljoen , Erwin Aertbeliën , Wilm Decré , Joris De Schutter

Handling model mismatch is a common challenge in model predictive control (MPC). While robust MPC is effective, its conservatism often makes it less desirable. Certainty-equivalence MPC (CE-MPC), which uses a nominal model, offers an…

Optimization and Control · Mathematics 2026-02-10 Changrui Liu , Shengling Shi , Bart De Schutter

Approximate model-predictive control (AMPC) aims to imitate an MPC's behavior with a neural network, removing the need to solve an expensive optimization problem at runtime. However, during deployment, the parameters of the underlying MPC…

In this work, a revised formulation of Chance-Constrained (CC) Model Predictive Control (MPC) is presented. The focus of this work is on the mathematical formulation of the revised CC-MPC, and the reason behind the need for its revision.…

Systems and Control · Electrical Eng. & Systems 2021-12-17 Jan Lorenz Svensen , Hans Henrik Niemann , Anne Katrine Vinther Falk , Niels Kjølstad Poulsen

An Equivalent Circuit Programming (ECP) approach that expresses the optimality conditions of an optimization problem in terms of an equivalent circuit model and uses circuit simulation techniques to solve for an optimal solution, is applied…

Signal Processing · Electrical Eng. & Systems 2019-04-11 Marko Jereminov , Aleksandar Jovicic , Martin R. Wagner , Gabriela Hug , Larry Pileggi

This paper addresses the design of an event-triggered, data-based, and performance-oriented adaption method for model predictive control (MPC). The performance of such a strategy strongly depends on the accuracy of the prediction model,…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Samuel Mallick , Laura Boca de de Giuli , Alessio La Bella , Azita Dabiri , Bart De Schutter , Riccardo Scattolini

We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) framework that balances three competing objectives: order…

Trading and Market Microstructure · Quantitative Finance 2026-04-01 Thomas P. McAuliffe , Samuel Liew , Yuchao Li , Andrey Ushenin , Chihang Wang , Alexandros Tasos , Jack Pearce , Dimitris Tasoulis , Dimitri P. Bertsekas , Theodoros Tsagaris

In the field of numerical approximation, specialists considering highly complex problems have recently proposed various ways to simplify their underlying problems. In this field, depending on the problem they were tackling and the community…

Numerical Analysis · Mathematics 2013-05-23 Mario Bebendorf , Yvon Maday , Benjamin Stamm

Model Predictive Control (MPC) provides an optimal control solution based on a cost function while allowing for the implementation of process constraints. As a model-based optimal control technique, the performance of MPC strongly depends…

Systems and Control · Electrical Eng. & Systems 2024-09-11 David C. Gordon , Alexander Winkler , Julian Bedei , Patrick Schaber , Jakob Andert , Charles R. Koch

Model predictive control (MPC) is a popular control method that has proved effective for robotics, among other fields. MPC performs re-planning at every time step. Re-planning is done with a limited horizon per computational and real-time…

Robotics · Computer Science 2017-03-22 Aviv Tamar , Garrett Thomas , Tianhao Zhang , Sergey Levine , Pieter Abbeel

Distributed energy resources (DERs) such as grid-responsive loads and batteries can be harnessed to provide ramping and regulation services across the grid. This paper concerns the problem of optimal allocation of different classes of DERs,…

Systems and Control · Electrical Eng. & Systems 2024-05-07 Joel Mathias , Rajasekhar Anguluri , Oliver Kosut , Lalitha Sankar

In this paper, we propose new proximal Newton-type methods for convex optimization problems in composite form. The applications include model predictive control (MPC) and embedded MPC. Our new methods are computationally attractive since…

Optimization and Control · Mathematics 2020-07-21 Ilan Adler , Zhiyue Tom Hu , Tianyi Lin
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