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This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…

Optimization and Control · Mathematics 2026-02-17 Mohamed Naveed Gul Mohamed , Abhijeet , Aayushman Sharma , Raman Goyal , Suman Chakravorty

In distributed model predictive control (DMPC), where a centralized optimization problem is solved in distributed fashion using dual decomposition, it is important to keep the number of iterations in the solution algorithm, i.e. the amount…

Optimization and Control · Mathematics 2013-07-11 Pontus Giselsson , Anders Rantzer

Data-driven model predictive control has two key advantages over model-free methods: a potential for improved sample efficiency through model learning, and better performance as computational budget for planning increases. However, it is…

Machine Learning · Computer Science 2022-07-21 Nicklas Hansen , Xiaolong Wang , Hao Su

In this paper, we propose a Risk-Averse Priced Timed Automata (PTA) Model Predictive Control (MPC) framework to increase flexibility of cyber-physical systems. To improve flexibility in these systems, our risk-averse framework solves a…

Systems and Control · Electrical Eng. & Systems 2022-10-28 Mostafa Tavakkoli Anbarani , Efe C. Balta , Rômulo Meira-Góes , Ilya Kovalenko

This paper investigates the problem of energy-optimal control for autonomous underwater vehicles (AUVs). To improve the endurance of AUVs, we propose a novel energy-optimal control scheme based on the economic model predictive control (MPC)…

Systems and Control · Electrical Eng. & Systems 2019-06-21 Niankai Yang , Dongsik Chang , Mohammad Reza Amini , Matthew Johnson-Roberson , Jing Sun

In this paper, we investigate discounted economic model predictive control (E-MPC) schemes without terminal conditions in scenarios where the optimal operating behavior is a periodic orbit. For such a setting, it is known that a linearly…

Optimization and Control · Mathematics 2025-03-13 Lukas Schwenkel , Daniel Briem , Matthias A. Müller , Frank Allgöwer

The computational burden of model predictive control (MPC) limits its application on real-time systems, such as robots, and often requires the use of short prediction horizons. This not only affects the control performance, but also…

Common approaches for direct model predictive control (MPC) for current reference tracking in power electronics suffer from the high computational complexity encountered when solving integer optimal control problems over long prediction…

Optimization and Control · Mathematics 2016-06-28 Bartolomeo Stellato , Tobias Geyer , Paul J. Goulart

Adaptive dynamic programming is a collective term for a variety of approaches to infinite-horizon optimal control. Common to all approaches is approximation of the infinite-horizon cost function based on dynamic programming philosophy.…

Optimization and Control · Mathematics 2020-07-09 Pavel Osinenko , Thomas Göhrt , Grigory Devadze , Stefan Streif

This article presents a dynamic regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem…

Optimization and Control · Mathematics 2025-02-04 Sungho Shin , Sen Na , Mihai Anitescu

The concept of Deadbeat Robust Model Predictive Control (DRMPC) is to completely extinguish the effect of external disturbances within the first few steps of the prediction horizon. The benefit is that the remaining dynamics of the system…

Optimization and Control · Mathematics 2025-09-19 Georg Schildbach , Hossam S. Abbas

We consider both discrete and continuous "uncertain horizon" deterministic control processes, for which the termination time is a random variable. We examine the dynamic programming equations for the value function of such processes,…

Optimization and Control · Mathematics 2016-01-06 June Andrews , Alexander Vladimirsky

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

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 develops a technique for computing a quadratic terminal cost for linear model predictive controllers that is valid for all states in the maximal control invariant set. This maximizes the set of recursively feasible states for the…

Optimization and Control · Mathematics 2024-06-06 Mikael Johansson , Hamed Taghavian

A comprehensive approach addressing identification and control for learningbased Model Predictive Control (MPC) for linear systems is presented. The design technique yields a data-driven MPC law, based on a dataset collected from the…

Systems and Control · Computer Science 2018-10-31 Enrico Terzi , Lorenzo Fagiano , Marcello Farina , Riccardo Scattolini

We study reinforcement learning in infinite-horizon average-reward settings with linear MDPs. Previous work addresses this problem by approximating the average-reward setting by discounted setting and employing a value iteration-based…

Machine Learning · Computer Science 2025-04-17 Kihyuk Hong , Ambuj Tewari

Considering nonlinear processes which are subject to unknown but measurable disturbances, we provide both stability and feasibility proofs for nonlinear model predictive controllers with abstract updates without the use of stabilizing…

Optimization and Control · Mathematics 2013-09-09 J. Pannek , J. Michael , M. Gerdts

We describe an approximate dynamic programming (ADP) approach to compute approximations of the optimal strategies and of the minimal losses that can be guaranteed in discounted repeated games with vector-valued losses. Such games…

Computer Science and Game Theory · Computer Science 2020-10-27 Vijay Kamble , Patrick Loiseau , Jean Walrand

We study infinite-horizon average-reward Markov decision processes (AMDPs) in the context of general function approximation. Specifically, we propose a novel algorithmic framework named Local-fitted Optimization with OPtimism (LOOP), which…

Machine Learning · Computer Science 2024-04-22 Jianliang He , Han Zhong , Zhuoran Yang