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We propose a formulation for approximate constrained nonlinear output-feedback stochastic model predictive control. Starting from the ideal but intractable stochastic optimal control problem (OCP), which involves the optimization over…

Optimization and Control · Mathematics 2023-01-10 Florian Messerer , Katrin Baumgärtner , Moritz Diehl

Model mismatch and process noise are two frequently occurring phenomena that can drastically affect the performance of model predictive control (MPC) in practical applications. We propose a principled way to tune the cost function and the…

Systems and Control · Electrical Eng. & Systems 2025-06-24 Riccardo Zuliani , Efe C. Balta , John Lygeros

In this paper, we consider the problem of periodic optimal control of nonlinear systems subject to online changing and periodically time-varying economic performance measures using model predictive control (MPC). The proposed economic MPC…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

We show how a posteriori goal oriented error estimation can be used to efficiently solve the subproblems occurring in a Model Predictive Control (MPC) algorithm. In MPC, only an initial part of a computed solution is implemented as a…

Optimization and Control · Mathematics 2022-03-02 Lars Grüne , Manuel Schaller , Anton Schiela

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

Recently, suboptimality estimates for model predictive controllers (MPC) have been derived for the case without additional stabilizing endpoint constraints or a Lyapunov function type endpoint weight. The proposed methods yield a posteriori…

Optimization and Control · Mathematics 2015-03-19 Thomas Jahn , Jürgen Pannek

In this brief, we consider the constrained optimization problem underpinning model predictive control (MPC). We show that this problem can be decomposed into an unconstrained optimization problem with the same cost function as the original…

Optimization and Control · Mathematics 2020-08-18 Uroš Kalabić , Ilya Kolmanovsky

This letter is devoted to the concept of ``instant'' model predictive control (iMPC) for linear systems. An optimization problem is formulated to express the finite-time constrained optimal regulation control, like conventional MPC. Then,…

Systems and Control · Computer Science 2020-03-11 Keisuke Yoshida , Masaki Inoue , Takeshi Hatanaka

In this paper, we propose a combined Magnitude Saturated Adaptive Control (MSAC)-Model Predictive Control (MPC) approach to linear quadratic tracking optimal control problems with parametric uncertainties and input saturation. The proposed…

Optimization and Control · Mathematics 2023-03-14 Sunbochen Tang , Anuradha M. Annaswamy

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

This paper presents a model predictive control (MPC) for dynamic systems whose nonlinearity and uncertainty are modelled by deep neural networks (NNs), under input and state constraints. Since the NN output contains a high-order complex…

Systems and Control · Electrical Eng. & Systems 2024-05-20 Jianglin Lan

Model Predictive Control (MPC) has exhibited remarkable capabilities in optimizing objectives and meeting constraints. However, the substantial computational burden associated with solving the Optimal Control Problem (OCP) at each…

Robotics · Computer Science 2024-05-09 Yu Luo , Qie Sima , Tianying Ji , Fuchun Sun , Huaping Liu , Jianwei Zhang

A conventional way to handle model predictive control (MPC) problems distributedly is to solve them via dual decomposition and gradient ascent. However, at each time-step, it might not be feasible to wait for the dual algorithm to converge.…

Optimization and Control · Mathematics 2015-03-13 Farhad Farokhi , Iman Shames , Karl H. Johansson

This paper proposes an offline control algorithm, called Recurrent Model Predictive Control (RMPC), to solve large-scale nonlinear finite-horizon optimal control problems. It can be regarded as an explicit solver of traditional Model…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Zhengyu Liu , Jingliang Duan , Wenxuan Wang , Shengbo Eben Li , Yuming Yin , Ziyu Lin , Bo Cheng

This paper analyses the interplay between dissipativity and stability properties in continuous-time infinite-horizon Optimal Control Problems (OCPs). We establish several relations between these properties, which culminate in a set of…

Systems and Control · Electrical Eng. & Systems 2021-03-12 Timm Faulwasser , Christopher M. Kellett

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

We propose an efficient algorithm for the optimal control problems (OCPs) of nonlinear switched systems that optimizes the control input and switching instants simultaneously for a given switching sequence. We consider the switching…

Optimization and Control · Mathematics 2021-06-09 Sotaro Katayama , Toshiyuki Ohtsuka

In this paper, we study the numerical method for stochastic optimal control problems (SOCPs). By reducing the optimal control problem to the discrete case, we derive a discrete stochastic maximum principle (SMP). With the help of this SMP,…

Numerical Analysis · Mathematics 2020-07-14 Mingshang Hu , Lianzi Jiang

This paper presents a new concept of controlled dissipativity as an extension of the standard dissipativity property to systems with parameter-varying storage functions under the framework of economic model predictive control (EMPC). Based…

Optimization and Control · Mathematics 2023-02-22 Zihang Dong , David Angeli , Goran Strbac

Move blocking (MB) is a widely used strategy to reduce the degrees of freedom of the Optimal Control Problem (OCP) arising in receding horizon control. The size of the OCP is reduced by forcing the input variables to be constant over…

Optimization and Control · Mathematics 2019-10-24 Yutao Chen , Nicolo Scarabottolo , Mattia Bruschetta , Alessandro Beghi