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This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

A new model for controlled sensing for multihypothesis testing is proposed and studied in the sequential setting. This new model, termed {\em controlled Markovian observation} model, exhibits a more complicated memory structure in the…

Optimization and Control · Mathematics 2014-07-01 Sirin Nitinawarat , Venupogal V. Veeravalli

Partially-observable problems pose a trade-off between reducing costs and gathering information. They can be solved optimally by planning in belief space, but that is often prohibitively expensive. Model-predictive control (MPC) takes the…

Machine Learning · Computer Science 2023-04-21 Baris Kayalibay , Atanas Mirchev , Ahmed Agha , Patrick van der Smagt , Justin Bayer

Approximating model predictive control (MPC) policy using expert-based supervised learning techniques requires labeled training data sets sampled from the MPC policy. This is typically obtained by sampling the feasible state-space and…

Optimization and Control · Mathematics 2022-03-16 Dinesh Krishnamoorthy

We propose a function-learning methodology with a control-theoretical foundation. We parametrise the approximating function as the solution to a control system on a reproducing-kernel Hilbert space, and propose several methods to find the…

Optimization and Control · Mathematics 2024-06-18 Paolo Colusso , Damir Filipović

In this paper, we consider a Model Predictive Control (MPC) problem of a continuous-time linear time-invariant system subject to continuous-time path constraints on the states and the inputs. By leveraging the concept of differential…

Optimization and Control · Mathematics 2023-04-19 Zishuo Li , Bo Yang , Jiayun Li , Jiaqi Yan , Yilin Mo

Solving complex optimal control problems have confronted computational challenges for a long time. Recent advances in machine learning have provided us with new opportunities to address these challenges. This paper takes model predictive…

Optimization and Control · Mathematics 2022-07-21 Weinan E , Jiequn Han , Jihao Long

Model predictive control (MPC) is a de facto standard control algorithm across the process industries. There remain, however, applications where MPC is impractical because an optimization problem is solved at each time step. We present a…

Optimization and Control · Mathematics 2019-07-10 Robert J. Lovelett , Felix Dietrich , Seungjoon Lee , Ioannis G. Kevrekidis

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…

Systems and Control · Computer Science 2020-07-15 Shuhao Yan , Paul Goulart , Mark Cannon

Electron beam stabilization in a synchrotron is a disturbance rejection problem, with hundreds of inputs and outputs, that is sampled at frequencies higher than $10$ kHz. In this feasibility study, we focus on the practical issues of an…

Systems and Control · Electrical Eng. & Systems 2021-07-06 Idris Kempf , Paul J. Goulart , Stephen R. Duncan

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

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

We propose a data-driven Model Predictive Control (MPC) framework that employs a transformer encoder to generate multi-step predictions. To handle the nonconvex attention mechanism, we derive difference of convex (DC) representations of the…

Optimization and Control · Mathematics 2026-05-15 Xingxiao Chen , Mark Cannon

Model predictive control (MPC) anticipates future events to take appropriate control actions. Nonlinear MPC (NMPC) describes systems with nonlinear models and/or constraints. Continuation MPC, suggested by T.~Ohtsuka in 2004, uses…

Optimization and Control · Mathematics 2016-06-13 Andrew Knyazev , Alexander Malyshev

We present a sampling-based Model Predictive Control (MPC) method that implements Model Predictive Path Integral (MPPI) as an \emph{Ising machine}, suitable for novel forms of probabilistic computing. By expressing the control problem as a…

Systems and Control · Electrical Eng. & Systems 2025-12-18 Lorin Werthen-Brabants , Pieter Simoens

In this paper, we present Robust Model Predictive Control (MPC) problems with adjustable uncertainty sets. In contrast to standard Robust MPC problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional…

Optimization and Control · Mathematics 2018-09-21 Yeojun Kim , Xiaojing Zhang , Jacopo Guanetti , Francesco Borrelli

This paper presents a robust adaptive learning Model Predictive Control (MPC) framework for linear systems with parametric uncertainties and additive disturbances performing iterative tasks. The approach refines the parameter estimates…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Hannes Petrenz , Johannes Köhler , Francesco Borrelli

Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Aren Karapetyan , Efe C. Balta , Andrea Iannelli , John Lygeros

We present a nonlinear model predictive control (MPC) scheme for tracking of dynamic target signals. The scheme combines stabilization and dynamic trajectory planning in one layer, thus ensuring constraint satisfaction irrespective of…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Model mismatch often poses challenges in model-based controller design. This paper investigates model predictive control (MPC) of uncertain linear systems with input constraints, focusing on stability and closed-loop infinite-horizon…

Optimization and Control · Mathematics 2025-03-06 Changrui Liu , Shengling Shi , Bart De Schutter
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