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This paper studies economic model predictive Control (EMPC) schemes, where the stage cost depends only on control inputs. Such problems arise in applications like water distribution networks and differ from standard EMPC since multiple…

Optimization and Control · Mathematics 2026-04-28 Alireza Arastou , Ye Wang , Erik Weyer

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

This note extends a recently proposed algorithm for model identification and robust MPC of asymptotically stable, linear time-invariant systems subject to process and measurement disturbances. Independent output predictors for different…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Enrico Terzi , Lorenzo Fagiano , Marcello Farina , Riccardo Scattolini

Model predictive control (MPC) has proven its applicability in power conversion control with its fast dynamic response to reference changes while ensuring critical system constraints are satisfied. Even then, the computational burden still…

Systems and Control · Electrical Eng. & Systems 2024-06-25 Orcun Karaca , Georgios Darivianakis

Nonlinear Model Predictive Control (NMPC) is a powerful approach for controlling highly dynamic robotic systems, as it accounts for system dynamics and optimizes control inputs at each step. However, its high computational complexity makes…

Robotics · Computer Science 2026-02-27 Van Chung Nguyen , Pratik Walunj , Chuong Le , An Duy Nguyen , Hung Manh La

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

This paper is about a real-time model predictive control (MPC) algorithm for a particular class of model based controllers, whose objective consists of a nominal tracking objective and an additional learning objective. Here, the…

Optimization and Control · Mathematics 2016-11-09 Xuhui Feng , Boris Houska

A common problem in science networks and private wide area networks (WANs) is that of achieving predictable data transfers of multiple concurrent flows by maintaining specific pacing rates for each. We address this problem by developing a…

Networking and Internet Architecture · Computer Science 2020-02-25 Taran Lynn , Dipak Ghosal , Nathan Hanford

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

We introduce a novel structured controller design for the electron beam stabilization problem of the UK's national synchrotron light source. Because changes to the synchrotron will not allow the application of existing control approaches,…

Systems and Control · Electrical Eng. & Systems 2020-09-02 Idris Kempf , Stephen R. Duncan , Paul J. Goulart , Guenther Rehm

In this paper, we consider a Model Predictive Control (MPC) problem of a continuous-time linear time-invariant system subject to continuous-time path constraints on the states and the inputs. By leveraging the concept of differential…

Optimization and Control · Mathematics 2023-04-19 Zishuo Li , Bo Yang , Jiayun Li , Jiaqi Yan , Yilin Mo

Model predictive control (MPC) is an optimal control strategy where control input calculation is based on minimizing the predicted tracking error over a finite horizon that moves with time. This strategy has an advantage over conventional…

Systems and Control · Electrical Eng. & Systems 2021-12-28 Joseph Chai , Eran Medagoda , Erkan Kayacan

A centralized model predictive controller (MPC), which is unaware of local uncertainties, for an affine discrete time nonlinear system is presented. The local uncertainties are assumed to be matched, bounded and structured. In order to…

Optimization and Control · Mathematics 2020-09-15 Prabhat K. Mishra , Tixian Wang , Mattia Gazzola , Girish Chowdhary

In this paper, a safe and learning-based control framework for model predictive control (MPC) is proposed to optimize nonlinear systems with a non-differentiable objective function under uncertain environmental disturbances. The control…

Robotics · Computer Science 2022-02-22 Lei Zheng , Rui Yang , Zhixuan Wu , Jiesen Pan , Hui Cheng

We address the design of a model predictive control (MPC) scheme for large-scale linear systems using reduced-order models (ROMs). Our approach uses a ROM, leverages tools from robust control, and integrates them into an MPC framework to…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Johannes Köhler , Carlo Scholz , Melanie Zeilinger

Deterministic model predictive control (MPC), while powerful, is often insufficient for effectively controlling autonomous systems in the real-world. Factors such as environmental noise and model error can cause deviations from the expected…

Optimization and Control · Mathematics 2024-07-29 Alex Oshin , Hassan Almubarak , Evangelos A. Theodorou

We present a robust model predictive control (MPC) framework for linear systems facing bounded parametric uncertainty and bounded disturbances. Our approach deviates from standard MPC formulations by integrating multi-step predictors, which…

Optimization and Control · Mathematics 2023-11-21 Danilo Saccani , Giancarlo Ferrari-Trecate , Melanie N. Zeilinger , Johannes Köhler

Stochastic model predictive control has been a successful and robust control framework for many robotics tasks where the system dynamics model is slightly inaccurate or in the presence of environment disturbances. Despite the successes, it…

Robotics · Computer Science 2022-04-07 Rel Guzman , Rafael Oliveira , Fabio Ramos

In this paper, we present Robust Model Predictive Control (MPC) problems with adjustable uncertainty sets. In contrast to standard Robust MPC problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional…

Optimization and Control · Mathematics 2018-09-21 Yeojun Kim , Xiaojing Zhang , Jacopo Guanetti , Francesco Borrelli

In model-predictive control (MPC), achieving the best closed-loop performance under a given computational resource is the underlying design consideration. This paper analyzes the MPC design problem with control performance and required…

Optimization and Control · Mathematics 2016-04-25 Vincent Bachtiar , Chris Manzie , William H. Moase , Eric C. Kerrigan