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Efficient methods to provide sub-optimal solutions to non-convex optimization problems with knowledge of the solution's sub-optimality would facilitate the widespread application of nonlinear optimal control algorithms. To that end,…

Optimization and Control · Mathematics 2023-04-10 Prithvi Akella , Aaron D. Ames

In this paper, we investigate the closed-loop solvability of the quantum stochastic linear quadratic optimal control problem. We derive the Pontryagin maximum principle for the linear quadratic control problem of infinite-dimensional…

Optimization and Control · Mathematics 2025-02-28 Wang Penghui , Wang Shan , Zhao Shengkai

In this paper, we address the problem of designing stochastic model predictive control (MPC) schemes for linear systems affected by unbounded disturbances. The contribution of the paper is twofold. First, motivated by the difficulty of…

Systems and Control · Electrical Eng. & Systems 2024-06-21 Mirko Fiacchini , Martina Mammarella , Fabrizio Dabbene

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

We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…

Optimization and Control · Mathematics 2017-11-15 Peter Bank , Moritz Voß

Most of the real-time implementations of the stabilizing optimal control actions suffer from the necessity to provide high computational effort. This paper presents a cutting-edge approach for real-time evaluation of linear-quadratic model…

Systems and Control · Electrical Eng. & Systems 2023-09-11 Kristína Fedorová , Yuning Jiang , Juraj Oravec , Colin N. Jones , Michal Kvasnica

Contraction-Based Nonlinear Model Predictive Control (NMPC) formulations are attractive because of the generally short prediction horizons they require and the needless use of terminal set computation that are commonly necessary to…

Systems and Control · Computer Science 2016-06-03 Mazen Alamir

Model Predictive Control (MPC) of an unknown system that is modelled by Gaussian Process (GP) techniques is studied in this paper. Using GP, the variances computed during the modelling and inference processes allow us to take model…

Systems and Control · Computer Science 2016-12-06 Gang Cao , Edmund M-K Lai , Fakhrul Alam

Optimization-based controllers, such as Model Predictive Control (MPC), have attracted significant research interest due to their intuitive concept, constraint handling capabilities, and natural application to multi-input multi-output…

Systems and Control · Electrical Eng. & Systems 2024-10-24 S. A. N. Nouwens , M. M. Paulides , W. P. M. H. Heemels

A centralized model predictive controller (MPC), which is unaware of local uncertainties, for an affine discrete time nonlinear system is presented. The local uncertainties are assumed to be matched, bounded and structured. In order to…

Optimization and Control · Mathematics 2020-09-15 Prabhat K. Mishra , Tixian Wang , Mattia Gazzola , Girish Chowdhary

In this paper, a self-triggered adaptive model predictive control (MPC) algorithm is proposed for constrained discrete-time nonlinear systems subject to parametric uncertainties and additive disturbances. To bound the parametric…

Optimization and Control · Mathematics 2019-12-17 Kunwu Zhang , Changxin Liu , Yang Shi

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

Model predictive control is a powerful framework for enabling optimal control of constrained systems. However, for systems that are described by high-dimensional state spaces this framework can be too computationally demanding for real-time…

Systems and Control · Electrical Eng. & Systems 2020-08-24 Joseph Lorenzetti , Marco Pavone

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

In this paper, we consider the robust closed-loop model predictive control (MPC) of a linear time-variant (LTV) system with norm bounded disturbances and LTV model uncertainty, wherein a series of constrained optimal control problems (OCPs)…

Optimization and Control · Mathematics 2020-06-16 Shaoru Chen , Han Wang , Manfred Morari , Victor M. Preciado , Nikolai Matni

We design nonlinear and adaptive linear model-predictive control (MPC) techniques to minimize operational costs of compressor-actuated dynamics in natural gas pipeline networks. We establish stability of the local linear system and derive…

Optimization and Control · Mathematics 2025-07-24 Luke S. Baker , Sachin Shivakumar , Dieter Armbruster , Rodrigo B. Platte , Anatoly Zlotnik

This paper studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk…

Systems and Control · Electrical Eng. & Systems 2022-06-27 Anushri Dixit , Mohamadreza Ahmadi , Joel W. Burdick

This paper is concerned with a mean-field linear quadratic (LQ, for short) optimal control problem with deterministic coefficients. It is shown that convexity of the cost functional is necessary for the finiteness of the mean-field LQ…

Optimization and Control · Mathematics 2015-09-16 Jingrui Sun

We address the design of a model predictive control (MPC) scheme for large-scale linear systems using reduced-order models (ROMs). Our approach uses a ROM, leverages tools from robust control, and integrates them into an MPC framework to…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Johannes Köhler , Carlo Scholz , Melanie Zeilinger

Model-Predictive Control (MPC) is a powerful tool for controlling complex, real-world systems that uses a model to make predictions about future behavior. For each state encountered, MPC solves an online optimization problem to choose a…

Machine Learning · Computer Science 2021-04-15 Mohak Bhardwaj , Sanjiban Choudhury , Byron Boots
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