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For discrete-time linear systems subject to parametric uncertainty described by random variables, we develop a sampling-based Stochastic Model Predictive Control algorithm. Unlike earlier results employing a scenario approximation, we…

Systems and Control · Computer Science 2016-06-21 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

Model predictive control (MPC) is a method to formulate the optimal scheduling problem for grid flexibilities in a mathematical manner. The resulting time-constrained optimization problem can be re-solved in each optimization time step…

Systems and Control · Electrical Eng. & Systems 2021-08-20 Steven de Jongh , Sina Steinle , Anna Hlawatsch , Felicitas Mueller , Michael Suriyah , Thomas Leibfried

Continuation model predictive control (MPC), introduced by T. Ohtsuka in 2004, uses Krylov-Newton approaches to solve MPC optimization and is suitable for nonlinear and minimum time problems. We suggest particle continuation MPC in the…

Optimization and Control · Mathematics 2016-06-13 Andrew Knyazev , Alexander Malyshev

Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…

Optimization and Control · Mathematics 2025-03-12 Casian Iacob , Hany Abdulsamad , Simo Särkkä

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

Control of nonlinear systems with high levels of uncertainty is practically relevant and theoretically challenging. This paper presents a numerical investigation of an adaptive nonlinear model predictive control (MPC) technique that relies…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Rami Abdulelah Alhazmi , Achinth Suresh Babu , Syed Aseem Ul Islam , Dennis S. Bernstein

"Particle methods" are sequential Monte Carlo algorithms, typically involving importance sampling, that are used to estimate and sample from joint and marginal densities from a collection of a, presumably increasing, number of random…

Computation · Statistics 2014-07-17 J. N. Corcoran , D. Jennings

We present a sample-based Learning Model Predictive Controller (LMPC) for constrained uncertain linear systems subject to bounded additive disturbances. The proposed controller builds on earlier work on LMPC for deterministic systems.…

Systems and Control · Computer Science 2021-01-22 Ugo Rosolia , Francesco Borrelli

The accuracy of the underlying model predictions is crucial for the success of model predictive control (MPC) applications. If the model is unable to accurately analyze the dynamics of the controlled system, the performance and stability…

Machine Learning · Computer Science 2024-04-16 Qi Zhang , Lei Wang , Weihua Xu , Hongye Su , Lei Xie

A robust model predictive control scheme for a class of constrained norm-bounded uncertain discrete-time linear systems is developed under the hypothesis that only partial state measurements are available for feedback. Off-line calculations…

Systems and Control · Computer Science 2018-07-23 Giuseppe Franzè , Massimiliano Mattei , Luciano Ollio , Valerio Scordamaglia

In this paper, we leverage the rapid advances in imitation learning, a topic of intense recent focus in the Reinforcement Learning (RL) literature, to develop new sample complexity results and performance guarantees for data-driven Model…

Optimization and Control · Mathematics 2022-10-18 Kwangjun Ahn , Zakaria Mhammedi , Horia Mania , Zhang-Wei Hong , Ali Jadbabaie

Model Predictive Control (MPC) has been demonstrated to be effective in continuous control tasks. When a world model and a value function are available, planning a sequence of actions ahead of time leads to a better policy. Existing methods…

Machine Learning · Computer Science 2025-04-07 Yuhang Wang , Hanwei Guo , Sizhe Wang , Long Qian , Xuguang Lan

In this review, we assess the use of Bayesian methods in model predictive control (MPC), focusing on neural-network-based modeling, control design, and uncertainty quantification. We systematically analyze individual studies and how they…

Artificial Intelligence · Computer Science 2025-10-08 Asli Karacelik

We consider the problem of simultaneous control and parameter estimation when the model is available only as a differentiable physics simulator. We propose a receding-horizon control framework in which a model predictive control (MPC)…

Optimization and Control · Mathematics 2026-04-07 Alan Williams , Alp Sunol

Robust optimal or min-max model predictive control (MPC) approaches aim to guarantee constraint satisfaction over a known, bounded uncertainty set while minimizing a worst-case performance bound. Traditionally, these methods compute a…

Systems and Control · Electrical Eng. & Systems 2025-09-04 J. Wehbeh , E. C. Kerrigan

Model predictive control (MPC) is a powerful, optimization-based approach for controlling dynamical systems. However, the computational complexity of online optimization can be problematic on embedded devices. Especially, when we need to…

Heavy computational load for solving nonconvex problems for large-scale systems or systems with real-time demands at each sample step has been recognized as one of the reasons for preventing a wider application of nonlinear model predictive…

Optimization and Control · Mathematics 2022-04-19 Yaling Ma , Runze Gao , Li Dai , Jinxian Wu , Yuanqing Xia

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

This paper presents an adaptive tracking model predictive control (MPC) scheme to control unknown nonlinear systems based on an adaptively estimated linear model. The model is determined based on linear system identification using a moving…

Systems and Control · Electrical Eng. & Systems 2024-05-17 Tatiana Strelnikova , Johannes Köhler , Julian Berberich

A novel formulation of the clustering problem is introduced in which the task is expressed as an estimation problem, where the object to be estimated is a function which maps a point to its distribution of cluster membership. Unlike…

Machine Learning · Computer Science 2025-10-14 David P. Hofmeyr
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