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This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…

Systems and Control · Computer Science 2013-07-16 Giuseppe C. Calafiore , Lorenzo Fagiano

This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized…

Optimization and Control · Mathematics 2019-01-09 V. Rostampour , T. Keviczky

A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…

Optimization and Control · Mathematics 2020-05-01 Martin A Sehr , Robert R Bitmead

Long prediction horizons in Model Predictive Control (MPC) often prove to be efficient, however, this comes with increased computational cost. Recently, a Robust Model Predictive Control (RMPC) method has been proposed which exploits models…

Systems and Control · Electrical Eng. & Systems 2021-05-17 Tim Brüdigam , Johannes Teutsch , Dirk Wollherr , Marion Leibold

We consider estimation and control in linear time-varying dynamical systems from the perspective of regret minimization. Unlike most prior work in this area, we focus on the problem of designing causal estimators and controllers which…

Machine Learning · Computer Science 2021-06-24 Gautam Goel , Babak Hassibi

We study Model Predictive Control (MPC) and propose a general analysis pipeline to bound its dynamic regret. The pipeline first requires deriving a perturbation bound for a finite-time optimal control problem. Then, the perturbation bound…

Optimization and Control · Mathematics 2022-10-25 Yiheng Lin , Yang Hu , Guannan Qu , Tongxin Li , Adam Wierman

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…

Systems and Control · Computer Science 2020-07-15 Shuhao Yan , Paul Goulart , Mark Cannon

The main challenge in controlling hybrid systems arises from having to consider an exponential number of sequences of future modes to make good long-term decisions. Model predictive control (MPC) computes a control action through a…

Optimization and Control · Mathematics 2021-06-09 Sandeep Menta , Joseph Warrington , John Lygeros , Manfred Morari

In recent years, the increasing interest in Stochastic model predictive control (SMPC) schemes has highlighted the limitation arising from their inherent computational demand, which has restricted their applicability to slow-dynamics and…

Systems and Control · Electrical Eng. & Systems 2020-05-22 Martina Mammarella , Teodoro Alamo , Fabrizio Dabbene , Matthias Lorenzen

Linear Model Predictive Control (MPC) has been successfully used for generating feasible walking motions for humanoid robots. However, the effect of uncertainties on constraints satisfaction has only been studied using Robust MPC (RMPC)…

Systems and Control · Electrical Eng. & Systems 2020-11-16 Ahmad Gazar , Majid Khadiv , Andrea Del Prete , Ludovic Righetti

This paper proposes an off-line algorithm, called Recurrent Model Predictive Control (RMPC), to solve general nonlinear finite-horizon optimal control problems. Unlike traditional Model Predictive Control (MPC) algorithms, it can make full…

Systems and Control · Electrical Eng. & Systems 2021-02-24 Zhengyu Liu , Jingliang Duan , Wenxuan Wang , Shengbo Eben Li , Yuming Yin , Ziyu Lin , Qi Sun , Bo Cheng

Model Predictive Control (MPC) is an optimal control algorithm with strong stability and robustness guarantees. Despite its popularity in robotics and industrial applications, the main challenge in deploying MPC is its high computation…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Camilo Gonzalez , Houshyar Asadi , Lars Kooijman , Chee Peng Lim

Model Predictive Control (MPC) offers rigorous safety and performance guarantees but is computationally intensive. Approximate MPC (AMPC) aims to circumvent this drawback by learning a computationally cheaper surrogate policy. Common…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Elias Milios , Kim P. Wabersich , Felix Berkel , Felix Gruber , Melanie N. Zeilinger

Model Predictive Control (MPC) has proven to be a powerful tool for the control of systems with constraints. Nonetheless, in many applications, a major challenge arises, that is finding the optimal solution within a single sampling instant…

Systems and Control · Electrical Eng. & Systems 2023-08-16 Valentina Breschi , Simone Formentin , Alberto Leva

Model Predictive Control (MPC) is a well-established approach to solve infinite horizon optimal control problems. Since optimization over an infinite time horizon is generally infeasible, MPC determines a suboptimal feedback control by…

Optimization and Control · Mathematics 2022-10-26 Saskia Dietze , Martin A. Grepl

This work analyzes how the trade-off between the modeling error, the terminal value function error, and the prediction horizon affects the performance of a nominal receding-horizon linear quadratic (LQ) controller. By developing a novel…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Shengling Shi , Anastasios Tsiamis , Bart De Schutter

This paper presents first results for near optimality in expectation of the closed-loop solutions for stochastic economic MPC. The approach relies on a recently developed turnpike property for stochastic optimal control problems at an…

Optimization and Control · Mathematics 2025-04-02 Jonas Schießl , Ruchuan Ou , Timm Faulwasser , Michael H. Baumann , Lars Grüne

Model mismatch often poses challenges in model-based controller design. This paper investigates model predictive control (MPC) of uncertain linear systems with input constraints, focusing on stability and closed-loop infinite-horizon…

Optimization and Control · Mathematics 2025-03-06 Changrui Liu , Shengling Shi , Bart De Schutter

This work introduces a formulation of model predictive control (MPC) which adaptively reasons about the complexity of the model based on the task while maintaining feasibility and stability guarantees. Existing MPC implementations often…

Robotics · Computer Science 2024-11-07 Joseph Norby , Ardalan Tajbakhsh , Yanhao Yang , Aaron M. Johnson

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