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Model predictive control (MPC) is increasingly being considered for control of fast systems and embedded applications. However, the MPC has some significant challenges for such systems. Its high computational complexity results in high…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Eivind Bøhn , Sebastien Gros , Signe Moe , Tor Arne Johansen

Model predictive control is a control approach that minimizes a stage cost over a predicted system trajectory based on a model of the system and is capable of handling state and input constraints. For uncertain models, robust or adaptive…

Systems and Control · Electrical Eng. & Systems 2022-06-29 Francisco Moreno-Mora , Lukas Beckenbach , Stefan Streif

We present a numerical algorithm that allows the approximation of optimal controls for stochastic reaction-diffusion equations with additive noise by first reducing the problem to controls of feedback form and then approximating the…

Optimization and Control · Mathematics 2023-09-15 Wilhelm Stannat , Alexander Vogler , Lukas Wessels

We investigate the suboptimality resulting from the application of nominal model predictive control (MPC) to a nonlinear discrete time stochastic system. The suboptimality is defined with respect to the corresponding stochastic optimal…

Optimization and Control · Mathematics 2024-05-14 Florian Messerer , Katrin Baumgärtner , Sergio Lucia , Moritz Diehl

The deployment of Artificial Neural Networks (ANNs) in safety-critical applications poses a number of new verification and certification challenges. In particular, for ANN-enabled self-driving vehicles it is important to establish…

Machine Learning · Computer Science 2017-07-06 Chih-Hong Cheng , Georg Nührenberg , Harald Ruess

This note establishes a theoretical framework for finding (potentially overparameterized) approximations of a function on a compact set with a-priori bounds for the generalization error. The approximation method considered is to choose,…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Arthur C. B. de Oliveira , Ruigang Wang , Ian R. Manchester , Eduardo D. Sontag

Safe control of neural network dynamic models (NNDMs) is important to robotics and many applications. However, it remains challenging to compute an optimal safe control in real time for NNDM. To enable real-time computation, we propose to…

Machine Learning · Computer Science 2024-05-22 Hanjiang Hu , Jianglin Lan , Changliu Liu

We study algorithms for online linear optimization in Hilbert spaces, focusing on the case where the player is unconstrained. We develop a novel characterization of a large class of minimax algorithms, recovering, and even improving,…

Machine Learning · Computer Science 2014-05-22 H. Brendan McMahan , Francesco Orabona

The use of Mixed-Integer Linear Programming (MILP) models to represent neural networks with Rectified Linear Unit (ReLU) activations has become increasingly widespread in the last decade. This has enabled the use of MILP technology to…

Optimization and Control · Mathematics 2024-02-01 Fabian Badilla , Marcos Goycoolea , Gonzalo Muñoz , Thiago Serra

In model predictive control (MPC), an optimal control problem (OCP) is solved for the current state and the first input of the solution, the optimal feedback law, is applied to the system. This procedure requires to solve the OCP in every…

Optimization and Control · Mathematics 2020-09-10 Ruth Mitze , Raphael Dyrska , Kai König , Martin Mönnigmann

We introduce a class of numerical schemes for optimal control problems based on a novel Markov chain approximation, which uses, in turn, a piecewise constant policy approximation, Euler-Maruyama time stepping, and a Gauss-Hermite…

Optimization and Control · Mathematics 2020-01-07 Athena Picarelli , Christoph Reisinger

We study the problem of designing a controller that satisfies an arbitrary number of affine inequalities at every point in the state space. This is motivated by the fact that a variety of key control objectives, such as stability, safety,…

Optimization and Control · Mathematics 2026-04-20 Pol Mestres , Jorge Cortés , Eduardo D. Sontag

Approximating model predictive control (MPC) using imitation learning (IL) allows for fast control without solving expensive optimization problems online. However, methods that use neural networks in a simple L2-regression setup fail to…

We present an approach for accelerating nonlinear model predictive control. If the current optimal input signal is saturated, also the optimal signals in subsequent time steps often are. We propose to use the open-loop optimal input signals…

Optimization and Control · Mathematics 2020-09-15 Raphael Dyrska , Ruth Mitze , Martin Mönnigmann

In control applications there is often a compromise that needs to be made with regards to the complexity and performance of the controller and the computational resources that are available. For instance, the typical hardware platform in…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Eivind Bøhn , Sebastien Gros , Signe Moe , Tor Arne Johansen

Safety guarantees are vital in many control applications, such as robotics. Model predictive control (MPC) provides a constructive framework for controlling safety-critical systems, but is limited by its computational complexity. We address…

Systems and Control · Electrical Eng. & Systems 2024-04-12 Abdullah Tokmak , Christian Fiedler , Melanie N. Zeilinger , Sebastian Trimpe , Johannes Köhler

We derive exact upper and lower bounds for the cumulative distribution function (cdf) of the output of a neural network (NN) over its entire support subject to noisy (stochastic) inputs. The upper and lower bounds converge to the true cdf…

Machine Learning · Computer Science 2025-06-11 Andrey Kofnov , Daniel Kapla , Ezio Bartocci , Efstathia Bura

This paper proposes to decouple performance optimization and enforcement of asymptotic convergence in Model Predictive Control (MPC) so that convergence to a given terminal set is achieved independently of how much performance is optimized…

Systems and Control · Computer Science 2015-03-02 Alberto Bemporad , Daniele Bernardini , Panagiotis Patrinos

While Model Predictive Control (MPC) enforces safety via constraints, its real-time execution can exceed embedded compute budgets. We propose a Barrier-integrated Adaptive Neural Model Predictive Control (BAN-MPC) framework that synergizes…

Robotics · Computer Science 2025-09-09 Kaikai Wang , Tianxun Li , Liang Xu , Qinglei Hu , Keyou You

Model predictive control (MPC) is pervasive in research and industry. However, designing the cost function and the constraints of the MPC to maximize closed-loop performance remains an open problem. To achieve optimal tuning, we propose a…

Optimization and Control · Mathematics 2024-12-02 Riccardo Zuliani , Efe C. Balta , John Lygeros