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To address feasibility issues in model predictive control (MPC), most implementations relax state constraints by using slack variables and adding a penalty to the cost. We propose an alternative strategy: relaxing the initial state…

Optimization and Control · Mathematics 2026-02-18 Johannes Köhler , Melanie N. Zeilinger

In this article, a quasi-sliding mode control (QSMC) based on MPC is proposed for the constrained continuous-time nonlinear system with external disturbances. The MPC problem is formulated relating to the design of QSMC, to generate the…

Optimization and Control · Mathematics 2023-02-27 Huan Meng

This paper is concerned with the design of a linear control law for linear systems with stationary additive disturbances. The objective is to find a state feedback gain that minimizes a quadratic stage cost function, while observing chance…

Optimization and Control · Mathematics 2025-10-03 Georg Schildbach , Paul Goulart , Manfred Morari

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 presents a robust MPC scheme for linear systems subject to time-varying, uncertain constraints that arise from uncertain environments. The predicted input sequence is parameterized over future environment states to guarantee…

Systems and Control · Electrical Eng. & Systems 2024-04-16 Philipp Buschermöhle , Taouba Jouini , Torsten Lilge , Matthias A. Müller

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

This paper is concerned with the design of cooperative distributed Model Predictive Control (MPC) for linear systems. Motivated by the special structure of the distributed models in some existing literature, we propose to apply a state…

Systems and Control · Computer Science 2017-06-20 He Kong , Stefano Longo , Gabriele Pannocchia , Efstathios Siampis , Lilantha Samaranayake

This paper addresses the trajectory-tracking problem for discrete-time linear time-invariant systems with bounded parametric uncertainty, subject to hard constraints on system states, control inputs, and input rates. Unlike existing…

Systems and Control · Electrical Eng. & Systems 2026-05-07 Bishal Dey , Abhishek Dhar , Sumit kr. Pandey , Anindita Sengupta

Recent strides in nonlinear model predictive control (NMPC) underscore a dependence on numerical advancements to efficiently and accurately solve large-scale problems. Given the substantial number of variables characterizing typical…

Robotics · Computer Science 2024-06-04 Wilson Jallet , Ewen Dantec , Etienne Arlaud , Justin Carpentier , Nicolas Mansard

Model predictive control (MPC) is a powerful control method that allows to directly include state and input constraints into the controller design. However, errors in the model, e.g., caused by unknown disturbances, can lead to constraint…

Systems and Control · Electrical Eng. & Systems 2025-12-08 Felix Brändle , Frank Allgöwer

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

Systems and Control · Electrical Eng. & Systems 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

In this paper, we present a distributed model predictive control (DMPC) scheme for dynamically decoupled systems which are subject to state constraints, coupling state constraints and input constraints. In the proposed control scheme,…

Systems and Control · Electrical Eng. & Systems 2024-08-17 Adrian Wiltz , Fei Chen , Dimos V. Dimarogonas

A robust Learning Model Predictive Controller (LMPC) for uncertain systems performing iterative tasks is presented. At each iteration of the control task the closed-loop state, input and cost are stored and used in the controller design.…

Systems and Control · Electrical Eng. & Systems 2021-07-06 Ugo Rosolia , Xiaojing Zhang , Francesco Borrelli

We propose a model predictive control (MPC) scheme with sampled-data input which ensures output-reference tracking within prescribed error bounds for relative-degree-one systems. Hereby, we explicitly deduce bounds on the required maximal…

Optimization and Control · Mathematics 2024-03-28 Dario Dennstädt , Lukas Lanza , Karl Worthmann

So far, many control algorithms have been developed for singularly perturbed systems. However, in many industrial processes, enforcing closed-loop fast-slow dynamics for peculiarly non-separable ones is a prior request and a crucial issue…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Xinglong Zhang , Wei Jiang , Shuyou Yu , Xin Xu , Zhizhong Li

Model predictive control (MPC) of hybrid dynamical systems is challenging because the associated optimization problem is nonsmooth and the resulting feedback law is discontinuous. This paper develops real-time MPC algorithms for nonlinear…

Optimization and Control · Mathematics 2026-04-21 Armin Nurkanović , Anton Pozharskiy , Moritz Diehl

In this work, we propose a tube-based MPC scheme for state- and input-constrained linear systems subject to dynamic uncertainties characterized by dynamic integral quadratic constraints (IQCs). In particular, we extend the framework of…

Optimization and Control · Mathematics 2022-05-03 Lukas Schwenkel , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

We propose a control design method for linear time-invariant systems that iteratively learns to satisfy unknown polyhedral state constraints. At each iteration of a repetitive task, the method constructs an estimate of the unknown…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Monimoy Bujarbaruah , Charlott Vallon , Francesco Borrelli

This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Shuhao Yan , Mark Cannon , Paul J. Goulart

This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…

Optimization and Control · Mathematics 2022-01-25 Simo Särkkä , Ángel F. García-Fernández
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