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Model predictive control (MPC) schemes are commonly designed with fixed, i.e., time-invariant, horizon length and cost functions. If no stabilizing terminal ingredients are used, stability can be guaranteed via a sufficiently long horizon.…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Lukas Beckenbach , Stefan Streif

We propose a nonlinear model predictive control (NMPC) framework based on a direct optimal control method that ensures continuous-time constraint satisfaction and accurate evaluation of the running cost, without compromising computational…

Optimization and Control · Mathematics 2024-05-02 Samet Uzun , Purnanand Elango , Abhinav G. Kamath , Taewan Kim , Behcet Acikmese

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

Novel advanced policy gradient (APG) methods, such as Trust Region policy optimization and Proximal policy optimization (PPO), have become the dominant reinforcement learning algorithms because of their ease of implementation and good…

Optimization and Control · Mathematics 2022-03-22 J. G. Dai , Mark Gluzman

End-to-end learning has become a widely applicable and studied problem in training predictive ML models to be aware of their impact on downstream decision-making tasks. These end-to-end models often outperform traditional methods that…

Machine Learning · Computer Science 2025-05-19 Rares Cristian , Pavithra Harsha , Georgia Perakis , Brian Quanz

Intelligent Virtual Machine (VM) provisioning is central to cost and resource efficient computation in cloud computing environments. As bootstrapping VMs is time-consuming, a key challenge for latency-critical tasks is to predict future…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Shreshth Tuli , Giuliano Casale , Nicholas R. Jennings

We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) framework that balances three competing objectives: order…

Trading and Market Microstructure · Quantitative Finance 2026-04-01 Thomas P. McAuliffe , Samuel Liew , Yuchao Li , Andrey Ushenin , Chihang Wang , Alexandros Tasos , Jack Pearce , Dimitris Tasoulis , Dimitri P. Bertsekas , Theodoros Tsagaris

Many decision processes in artificial intelligence and operations research are modeled by parametric optimization problems whose defining parameters are unknown and must be inferred from observable data. The Predict-Then-Optimize (PtO)…

Artificial Intelligence · Computer Science 2024-02-13 My H Dinh , James Kotary , Ferdinando Fioretto

Recent research increasingly integrates machine learning (ML) into predictive maintenance (PdM) to reduce operational and maintenance costs in data-rich operational settings. However, uncertainty due to model misspecification continues to…

Artificial Intelligence · Computer Science 2025-06-25 Zhuojun Xie , Adam Abdin , Yiping Fang

In model-predictive control (MPC), achieving the best closed-loop performance under a given computational resource is the underlying design consideration. This paper analyzes the MPC design problem with control performance and required…

Optimization and Control · Mathematics 2016-04-25 Vincent Bachtiar , Chris Manzie , William H. Moase , Eric C. Kerrigan

Heavy computational load for solving nonconvex problems for large-scale systems or systems with real-time demands at each sample step has been recognized as one of the reasons for preventing a wider application of nonlinear model predictive…

Optimization and Control · Mathematics 2022-04-19 Yaling Ma , Runze Gao , Li Dai , Jinxian Wu , Yuanqing Xia

In this paper we build a case for providing job completion time predictions to cloud users, similar to the delivery date of a package or arrival time of a booked ride. Our analysis reveals that providing predictability can come at the…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-22 Abdullah Bin Faisal , Noah Martin , Hafiz Mohsin Bashir , Swaminathan Lamelas , Fahad R. Dogar

We study finite-horizon budget allocation as a closed-loop economic control problem and evaluate receding-horizon Model Predictive Control (MPC) relative to reactive budgeting policies. Budgets are allocated periodically under execution…

Systems and Control · Electrical Eng. & Systems 2026-05-01 Nilavra Pathak , Smriti Shyamal , Prasant Mhasker , Christopher Swartz

Model Predictive Control (MPC) is a popular technology to operate industrial systems. It refers to a class of control algorithms that use an explicit model of the system to obtain the control action by minimizing a cost function. At each…

Optimization and Control · Mathematics 2024-11-22 Luz A. Alvarez , Diego F. de Bernardini , Christophe Gallesco

A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive…

Optimization and Control · Mathematics 2022-02-08 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

With the continuous trend of data explosion, delivering packets from data servers to end users causes increased stress on both the fronthaul and backhaul traffic of mobile networks. To mitigate this problem, caching popular content closer…

Networking and Internet Architecture · Computer Science 2023-11-15 Yantong Wang , Ye Hu , Zhaohui Yang , Walid Saad , Kai-Kit Wong , Vasilis Friderikos

Backpropagation (BP) is the standard algorithm for training the deep neural networks that power modern artificial intelligence including large language models. However, BP is energy inefficient and unlikely to be implemented by the brain.…

Machine Learning · Computer Science 2025-10-30 Francesco Innocenti

The rapid expansion of cloud services and their unpredictable workload demands present significant challenges in resource management. Traditional resource management approaches, primarily based on static rules and thresholds, often fail to…

Networking and Internet Architecture · Computer Science 2024-07-30 Boyang Yan

This paper proposes a stabilising model predictive control (MPC) scheme with preview information of disturbance for nonlinear systems. The proposed MPC algorithm is able to not only reject disturbance by making use of disturbance preview…

Systems and Control · Electrical Eng. & Systems 2022-02-28 Xing Fang , Wen-Hua Chen

We present PANOC, a new algorithm for solving optimal control problems arising in nonlinear model predictive control (NMPC). A usual approach to this type of problems is sequential quadratic programming (SQP), which requires the solution of…

Optimization and Control · Mathematics 2017-09-20 Lorenzo Stella , Andreas Themelis , Pantelis Sopasakis , Panagiotis Patrinos