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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

Model predictive control (MPC) is an optimal control method that predicts the future states of the system being controlled and estimates the optimal control inputs that drive the predicted states to the required reference. The computations…

Systems and Control · Electrical Eng. & Systems 2023-05-05 Eslam Mostafa , Hussein A. Aly , Ahmed Elliethy

This paper presents a time-optimal Model Predictive Control (MPC) scheme for linear discrete-time systems subject to multiplicative uncertainties represented by interval matrices. To render the uncertainty propagation computationally…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Renato Quartullo , Andrea Garulli , Mirko Leomanni

Sampling-based model predictive control (MPC) algorithms, such as model predictive path integral (MPPI), enable approximate, gradient-free solutions to optimal control problems by drawing samples from a proposal distribution, evaluating…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Markus Walker , Marcel Reith-Braun , Daniel Frisch , Uwe D. Hanebeck

Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…

Systems and Control · Electrical Eng. & Systems 2024-10-25 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

Many practical applications of control require that constraints on the inputs and states of the system be respected, while optimizing some performance criterion. In the presence of model uncertainties or disturbances, for many control…

Optimization and Control · Mathematics 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Christoph Frei , Manfred Morari

We introduce a methodology to guarantee safety against the spread of infectious diseases by viewing epidemiological models as control systems and by considering human interventions (such as quarantining or social distancing) as control…

Systems and Control · Electrical Eng. & Systems 2022-11-21 Tamas G. Molnar , Andrew W. Singletary , Gabor Orosz , Aaron D. Ames

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

This paper considers a risk-constrained infinite-horizon optimal control problem and proposes to solve it in an iterative manner. Each iteration of the algorithm generates a trajectory from the starting point to the target equilibrium state…

Optimization and Control · Mathematics 2021-11-29 Alireza Zolanvari , Ashish Cherukuri

This paper studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk…

Systems and Control · Electrical Eng. & Systems 2022-06-27 Anushri Dixit , Mohamadreza Ahmadi , Joel W. Burdick

We study the impact of model parameter uncertainty on optimally mitigating the spread of epidemics. We capture the epidemic spreading process using a susceptible-infected-removed (SIR) epidemic model and consider testing for isolation as…

Systems and Control · Electrical Eng. & Systems 2022-09-07 Baike She , Shreyas Sundaram , Philip E. Paré

Model Predictive Control (MPC) offers a versatile framework for constraint handling and multi-objective optimisation, yet practical application faces challenges regarding initial and recursive feasibility, robustness against model…

Optimization and Control · Mathematics 2026-02-27 Dario Dennstädt

The effective control of the COVID-19 pandemic is one the most challenging issues of nowadays. The design of optimal control policies is perplexed from a variety of social, political, economical and epidemiological factors. Here, based on…

Dynamical Systems · Mathematics 2023-03-16 Antonis Armaou , Bryce Katch , Lucia Russo , Constantinos Siettos

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

In adaptive-sampling control, the control frequency can be adjusted during task execution. Ensuring that these changes do not jeopardize the safety of the system being controlled requires attention. We introduce robust M-step hold model…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Spencer Schutz , Charlott Vallon , Francesco Borrelli

We study the impact of parameter estimation and state measurement errors on a control framework for optimally mitigating the spread of epidemics. We capture the epidemic spreading process using a susceptible-infected-removed (SIR) epidemic…

Systems and Control · Electrical Eng. & Systems 2024-08-08 Baike She , Lei Xin , Shreyas Sundaram , Philip E. Paré

We consider sampled-data Model Predictive Control (MPC) of nonlinear continuous-time control systems. We derive sufficient conditions to guarantee recursive feasibility and asymptotic stability without stabilising costs and/or constraints.…

Optimization and Control · Mathematics 2021-03-03 Willem Esterhuizen , Karl Worthmann , Stefan Streif

This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…

Systems and Control · Computer Science 2018-12-03 Monimoy Bujarbaruah , Xiaojing Zhang , Francesco Borrelli

We propose model predictive funnel control, a novel model predictive control (MPC) scheme building upon recent results in funnel control. The latter is a high-gain feedback methodology that achieves evolution of the measured output within…

Optimization and Control · Mathematics 2025-05-27 Jens Göbel , Dario Dennstädt , Lukas Lanza , Karl Worthmann , Thomas Berger , Tobias Damm