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Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…

Machine Learning · Statistics 2012-05-22 Marek Petrik

This paper proposes a general incremental policy iteration adaptive dynamic programming (ADP) algorithm for model-free robust optimal control of unknown nonlinear systems. The approach integrates recursive least squares estimation with…

Optimization and Control · Mathematics 2025-09-01 Qingkai Meng , Fenglan Wang , Lin Zhao

This paper presents a data-driven Model Predictive Control (MPC) for energy-efficient urban road driving for connected, automated vehicles. The proposed MPC aims to minimize total energy consumption by controlling the vehicle's longitudinal…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Eunhyek Joa , Eric Yongkeun Choi , Francesco Borrelli

Constrained partially observable Markov decision processes (CPOMDPs) have been used to model various real-world phenomena. However, they are notoriously difficult to solve to optimality, and there exist only a few approximation methods for…

Artificial Intelligence · Computer Science 2023-06-27 Robert K. Helmeczi , Can Kavaklioglu , Mucahit Cevik

In this work, we study economic model predictive control (MPC) in situations where the optimal operating behavior is periodic. In such a setting, the performance of a standard economic MPC scheme without terminal conditions can generally be…

Systems and Control · Electrical Eng. & Systems 2024-01-09 Lukas Schwenkel , Alexander Hadorn , Matthias A. Müller , Frank Allgöwer

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

While MPC enables nonlinear feedback control by solving an optimal control problem at each timestep, the computational burden tends to be significantly large, making it difficult to optimize a policy within the control period. To address…

Robotics · Computer Science 2024-10-10 Mitsuki Morita , Satoshi Yamamori , Satoshi Yagi , Norikazu Sugimoto , Jun Morimoto

We are concerned with the design of Model Predictive Control (MPC) schemes such that asymptotic stability of the resulting closed loop is guaranteed even if the linearization at the desired set point fails to be stabilizable. Therefore, we…

Optimization and Control · Mathematics 2019-12-12 Jean-Michel Coron , Lars Grüne , Karl Worthmann

The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…

Optimization and Control · Mathematics 2014-01-16 Philipp Braun , Jürgen Pannek , Karl Worthmann

We provide a stability and performance analysis for nonlinear model predictive control (NMPC) schemes subject to input constraints. Given an exponential stabilizability and detectability condition w.r.t. the employed state cost, we provide…

Optimization and Control · Mathematics 2023-01-09 Johannes Köhler , Melanie N. Zeilinger , Lars Grüne

Model predictive control (MPC) is a powerful trajectory optimization control technique capable of controlling complex nonlinear systems while respecting system constraints and ensuring safe operation. The MPC's capabilities come at the cost…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Eivind Bøhn , Sebastien Gros , Signe Moe , Tor Arne Johansen

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

This paper investigates the infinite horizon optimal control problem (OCP) for space applications characterized by nonlinear dynamics. The proposed approach divides the problem into a finite horizon OCP with a regularized terminal cost,…

Optimization and Control · Mathematics 2025-10-13 Abhijeet , Mohamed Naveed Gul Mohamed , Aayushman Sharma , Suman Chakravorty

In many applications of optimal control, the stage cost is not fixed, but rather a design choice with considerable impact on the control performance. In infinite horizon optimal control, the choice of stage cost is often restricted by the…

Optimization and Control · Mathematics 2022-07-13 Christian Fiedler , Sebastian Trimpe

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

We study optimal control of Markov processes with age-dependent transition rates. The control policy is chosen continuously over time based on the state of the process and its age. We study infinite horizon discounted cost and infinite…

Optimization and Control · Mathematics 2014-09-16 Mrinal K. Ghosh , Subhamay Saha

We present a novel nonlinear model predictive control (MPC) scheme with relaxed stability criteria, based on the idea of generalized discrete-time control Lyapunov functions. These functions need to satisfy an average descent over a finite…

Optimization and Control · Mathematics 2024-04-11 Annika Fürnsinn , Christian Ebenbauer , Bahman Gharesifard

We use one-step conditional risk mappings to formulate a risk averse version of a total cost problem on a controlled Markov process in discrete time infinite horizon. The nonnegative one step costs are assumed to be lower semi-continuous…

Optimization and Control · Mathematics 2018-06-05 Kerem Ugurlu

In this paper, we consider discrete-time infinite horizon problems of optimal control to a terminal set of states. These are the problems that are often taken as the starting point for adaptive dynamic programming. Under very general…

Systems and Control · Computer Science 2015-10-05 Dimitri P. Bertsekas

Model predictive control (MPC) is a popular control method that has proved effective for robotics, among other fields. MPC performs re-planning at every time step. Re-planning is done with a limited horizon per computational and real-time…

Robotics · Computer Science 2017-03-22 Aviv Tamar , Garrett Thomas , Tianhao Zhang , Sergey Levine , Pieter Abbeel
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