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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

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

Risk-averse model predictive control (MPC) offers a control framework that allows one to account for ambiguity in the knowledge of the underlying probability distribution and unifies stochastic and worst-case MPC. In this paper we study…

Optimization and Control · Mathematics 2018-12-13 Pantelis Sopasakis , Domagoj Herceg , Alberto Bemporad , Panagiotis Patrinos

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

This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…

Optimization and Control · Mathematics 2023-08-23 Alireza Zolanvari , Ashish Cherukuri

The need for control strategies that can address dynamic system uncertainty is becoming increasingly important. In this work, we propose a Model Predictive Control by quantifying the risk of failure in our system model. The proposed control…

Systems and Control · Electrical Eng. & Systems 2023-02-17 Mostafa Tavakkoli Anbarani , Efe C. Balta , Rômulo Meira-Góes , Ilya Kovalenko

Model predictive control (MPC) algorithms can be sensitive to model mismatch when used in challenging nonlinear control tasks. In particular, the performance of MPC for vehicle control at the limits of handling suffers when the underlying…

Robotics · Computer Science 2024-10-23 Thomas Lew , Marcus Greiff , Franck Djeumou , Makoto Suminaka , Michael Thompson , John Subosits

We consider the problem of optimizing the economic performance of nonlinear constrained systems subject to uncertain time-varying parameters and bounded disturbances. In particular, we propose an adaptive economic model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Maximilian Degner , Raffaele Soloperto , Melanie N. Zeilinger , John Lygeros , Johannes Köhler

This paper studies the optimal control problem for discrete-time nonlinear systems and an approximate dynamic programming-based Model Predictive Control (MPC) scheme is proposed for minimizing a quadratic performance measure. In the…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Keerthi Chacko , Midhun T. Augustine , S. Janardhanan , Deepak U. Patil , I. N. Kar

This paper concerns the risk-aware control of stochastic systems with temporal logic specifications dynamically assigned during runtime. Conventional risk-aware control typically assumes that all specifications are predefined and remain…

Systems and Control · Electrical Eng. & Systems 2024-05-01 Maico H. W. Engelaar , Zengjie Zhang , Mircea Lazar , Sofie Haesaert

Autonomous systems are increasingly deployed in real-world environments, where they must achieve high performance while maintaining safety under state and input constraints. Although Model Predictive Control (MPC) provides a principled…

Robotics · Computer Science 2026-04-28 Hao Wang , Nam Nguyen , Armand Jordana , Ludovic Righetti , Somil Bansal

In this paper we present a risk-averse model predictive control (MPC) scheme for the operation of islanded microgrids with very high share of renewable energy sources. The proposed scheme mitigates the effect of errors in the determination…

Optimization and Control · Mathematics 2019-08-20 Christian A. Hans , Pantelis Sopasakis , Jörg Raisch , Carsten Reincke-Collon , Panagiotis Patrinos

This paper proposes a real-time model predictive control (MPC) scheme to execute multiple tasks using robots over a finite-time horizon. In industrial robotic applications, we must carefully consider multiple constraints for avoiding joint…

Robotics · Computer Science 2022-09-27 Jaemin Lee , Mingyo Seo , Andrew Bylard , Robert Sun , Luis Sentis

In this article, a model predictive control (MPC) method is proposed for constrained linear systems to track bounded references with arbitrary dynamics. Besides control inputs to be determined, artificial reference is introduced as…

Systems and Control · Electrical Eng. & Systems 2025-03-27 Shibo Han , Bonan Hou , Yuhao Zhang , Xiaotong Shi , Xingwei Zhao

Solving chance-constrained optimal control problems for systems subject to non-stationary uncertainties is a significant challenge.Conventional robust model predictive control (MPC) often yields excessive conservatism by relying on static…

Systems and Control · Electrical Eng. & Systems 2025-07-16 Mingcong Li

We present a model predictive control (MPC) formulation to directly optimize economic criteria for linear constrained systems subject to disturbances and uncertain model parameters. The proposed formulation combines a certainty equivalent…

Systems and Control · Electrical Eng. & Systems 2024-09-11 Maximilian Degner , Raffaele Soloperto , Melanie N. Zeilinger , John Lygeros , Johannes Köhler

In this paper we present a Learning Model Predictive Control (LMPC) strategy for linear and nonlinear time optimal control problems. Our work builds on existing LMPC methodologies and it guarantees finite time convergence properties for the…

Systems and Control · Electrical Eng. & Systems 2020-10-06 Ugo Rosolia , Francesco Borrelli

This paper presents a robust adaptive learning Model Predictive Control (MPC) framework for linear systems with parametric uncertainties and additive disturbances performing iterative tasks. The approach refines the parameter estimates…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Hannes Petrenz , Johannes Köhler , Francesco Borrelli

Existing results on finite-time model predictive control (MPC) often rely on terminal equality constraint, switching inside one-step region, or terminal cost with short control horizon, leading to limited initial feasibility. This paper…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Bing Zhu , Xiaozhuoer Yuan , Zewei Zheng , Zongyu Zuo

This paper presents a novel distributed model predictive control (MPC) formulation without terminal cost and a corresponding distributed synthesis approach for distributed linear discrete-time systems with coupled constraints. The proposed…

Systems and Control · Electrical Eng. & Systems 2026-05-28 Xiaoyu Liu , Dimos V. Dimarogonas , Changxin Liu , Azita Dabiri , Bart De Schutter
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