English
Related papers

Related papers: Performance Bounds of Model Predictive Control for…

200 papers

This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model.…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Arash Bahari Kordabad , Mario Zanon , Sebastien Gros

Model Predictive Control (MPC) is a classic tool for optimal control of complex, real-world systems. Although it has been successfully applied to a wide range of challenging tasks in robotics, it is fundamentally limited by the prediction…

Robotics · Computer Science 2021-04-08 Nathan Hatch , Byron Boots

In this note, we consider infinite horizon optimal control problems with deterministic systems. Since exact solutions to these problems are often intractable, we propose a parallel model predictive control (MPC) method that provides an…

Optimization and Control · Mathematics 2025-04-29 Yuchao Li , Aren Karapetyan , Niklas Schmid , John Lygeros , Karl H. Johansson , Jonas Mårtensson

In this work, we propose a Model Predictive Control (MPC) formulation incorporating two distinct horizons: a prediction horizon and a constraint horizon. This approach enables a deeper understanding of how constraints influence key system…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Allan Andre Do Nascimento , Han Wang , Antonis Papachristodoulou , Kostas Margellos

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

We present a stochastic model predictive control (SMPC) framework for linear systems subject to possibly unbounded disturbances. State of the art SMPC approaches with closed-loop chance constraint satisfaction recursively initialize the…

Systems and Control · Electrical Eng. & Systems 2022-06-22 Johannes Köhler , Melanie N. Zeilinger

In model predictive control (MPC), the choice of cost-weighting matrices and designing the Hessian matrix directly affects the trade-off between rapid state regulation and minimizing the control effort. However, traditional MPC in quadratic…

Systems and Control · Electrical Eng. & Systems 2026-02-13 Komeil Nosrati , Juri Belikov , Aleksei Tepljakov , Eduard Petlenkov

In this paper, we explore the interplay between Predictive Control and closed-loop optimality, spanning from Model Predictive Control to Data-Driven Predictive Control. Predictive Control in general relies on some form of prediction scheme…

Optimization and Control · Mathematics 2024-05-29 Akhil S Anand , Shambhuraj Sawant , Dirk Reinhardt , Sebastien Gros

RBM-MPC is a computationally efficient variant of Model Predictive Control (MPC) in which the Random Batch Method (RBM) is used to speed up the finite-horizon optimal control problems at each iteration. In this paper, stability and…

Optimization and Control · Mathematics 2024-03-08 Daniël Veldman , Alexandra Borkowski , Enrique Zuazua

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

Despite the success of model predictive control (MPC), its application to high-dimensional systems, such as flexible structures and coupled fluid/rigid-body systems, remains a largely open challenge due to excessive computational…

Systems and Control · Computer Science 2019-05-03 Joseph Lorenzetti , Benoit Landry , Sumeet Singh , Marco Pavone

Model predictive control (MPC) for linear systems with quadratic costs and linear constraints is shown to admit an exact representation as an implicit neural network. A method to "unravel" the implicit neural network of MPC into an explicit…

Systems and Control · Electrical Eng. & Systems 2024-04-19 Ross Drummond , Pablo R Baldivieso-Monasterios , Giorgio Valmorbida

We analyse the closed-loop performance of a model predictive control (MPC) for tracking formulation with artificial references. It has been shown that such a scheme guarantees closed-loop stability and recursive feasibility for any…

Optimization and Control · Mathematics 2024-01-25 Matthias Köhler , Lisa Krügel , Lars Grüne , Matthias A. Müller , Frank Allgöwer

We propose a simple and computationally efficient approach for designing a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertainty is modeled as an additive disturbance and an additive error on the…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R. Stürz , Francesco Borrelli

This paper discusses the discrete-time mean-field stochastic linear quadratic optimal control problems, whose weighting matrices in the cost functional are not assumed to be definite. The open-loop solvability is characterized by the…

Optimization and Control · Mathematics 2023-06-27 Teng Song , Bin Liu

We develop a tracking model predictive control (MPC) scheme for nonlinear systems using the linearized dynamics at the current state as a prediction model. Under reasonable assumptions on the linearized dynamics, we prove that the proposed…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

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

This paper introduces a computationally efficient approach for solving Model Predictive Control (MPC) reference tracking problems with state and control constraints. The approach consists of three key components: First, a log-domain…

Optimization and Control · Mathematics 2022-05-12 Jordan Leung , Frank Permenter , Ilya Kolmanovsky

This paper is concerned with a stochastic linear quadratic (LQ, for short) optimal control problem. The notions of open-loop and closed-loop solvabilities are introduced. A simple example shows that these two solvabilities are different.…

Optimization and Control · Mathematics 2015-08-11 Jingrui Sun , Xun Li , Jiongmin Yong

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
‹ Prev 1 4 5 6 7 8 10 Next ›