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We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…

Machine Learning · Computer Science 2025-11-19 Jiashuo Jiang , Yinyu Ye

Configuration-Constrained Tube Model Predictive Control (CCTMPC) offers flexibility by using a polytopic parameterization of invariant sets and the optimization of an associated vertex control law. This flexibility, however, often demands…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Filippo Badalamenti , Sampath Kumar Mulagaleti , Mario Eduardo Villanueva , Boris Houska , Alberto Bemporad

Model Predictive Control (MPC) is an optimal control algorithm with strong stability and robustness guarantees. Despite its popularity in robotics and industrial applications, the main challenge in deploying MPC is its high computation…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Camilo Gonzalez , Houshyar Asadi , Lars Kooijman , Chee Peng Lim

This paper analyzes the stability of interconnected continuous-time (CT) and discrete-time (DT) systems coupled through sampling and zero-order hold mechanisms. The DT system updates its output at regular intervals $T>0$ by applying an…

Systems and Control · Electrical Eng. & Systems 2026-01-05 Yiting Chen , Francesco Bullo , Emiliano Dall'Anese

In a wide range of applications, we are required to rapidly solve a sequence of convex multiparametric quadratic programs (mp-QPs) on resource-limited hardwares. This is a nontrivial task and has been an active topic for decades in control…

Optimization and Control · Mathematics 2024-12-17 Zhinan Hou , Keyou You

Model predictive control (MPC) has become a hot cake technology for various applications due to its ability to handle multi-input multi-output systems with physical constraints. The optimization solvers require considerable time, limiting…

Systems and Control · Electrical Eng. & Systems 2022-01-11 Abhijith Sharma , Chaitanya Jugade , Shreya Yawalkar , Vaishali Patne , Deepak Ingole , Dayaram Sonawane

Safety is one of the fundamental challenges in control theory. Recently, multi-step optimal control problems for discrete-time dynamical systems were formulated to enforce stability, while subject to input constraints as well as…

Optimization and Control · Mathematics 2023-07-14 Shuo Liu , Jun Zeng , Koushil Sreenath , Calin A. Belta

For interior-point algorithms in linear programming, it is well-known that the selection of the centering parameter is crucial for proving polynomility in theory and for efficiency in practice. However, the selection of the centering…

Optimization and Control · Mathematics 2021-10-05 Yaguang Yang

To efficiently deploy robotic systems in society, mobile robots must move autonomously and safely through complex environments. Nonlinear model predictive control (MPC) methods provide a natural way to find a dynamically feasible trajectory…

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Elisa Andina , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

Embedded systems have proliferated in various consumer and industrial applications with the evolution of Cyber-Physical Systems and the Internet of Things. These systems are subjected to stringent constraints so that embedded software must…

We present a decentralized minimum-time trajectory optimization scheme based on learning model predictive control for multi-agent systems with nonlinear decoupled dynamics and coupled state constraints. By performing the same task…

Systems and Control · Electrical Eng. & Systems 2020-12-21 Edward L. Zhu , Yvonne R. Stürz , Ugo Rosolia , Francesco Borrelli

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

We consider approximate dynamic programming in $\gamma$-discounted Markov decision processes and apply it to approximate planning with linear value-function approximation. Our first contribution is a new variant of Approximate Policy…

Machine Learning · Computer Science 2022-10-31 Gellért Weisz , András György , Tadashi Kozuno , Csaba Szepesvári

Executing multiple applications on a single MPSoC brings the major challenge of satisfying multiple quality requirements regarding real-time, energy, etc. Hybrid application mapping denotes the combination of design-time analysis with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-11-22 Andreas Weichslgartner , Stefan Wildermann , Deepak Gangadharan , Michael Glaß , Jürgen Teich

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

This paper proposes an Adaptive Learning Model Predictive Control strategy for uncertain constrained linear systems performing iterative tasks. The additive uncertainty is modeled as the sum of a bounded process noise and an unknown…

Systems and Control · Computer Science 2018-04-27 Monimoy Bujarbaruah , Xiaojing Zhang , Ugo Rosolia , Francesco Borrelli

In this paper, we present a novel solution for real-time, Non-Linear Model Predictive Control (NMPC) exploiting a time-mesh refinement strategy. The proposed controller formulates the Optimal Control Problem (OCP) in terms of flat outputs…

Robotics · Computer Science 2018-06-15 Ciro Potena , Bartolomeo Della Corte , Daniele Nardi , Giorgio Grisetti , Alberto Pretto

We propose a model predictive control (MPC) scheme with sampled-data input which ensures output-reference tracking within prescribed error bounds for relative-degree-one systems. Hereby, we explicitly deduce bounds on the required maximal…

Optimization and Control · Mathematics 2024-03-28 Dario Dennstädt , Lukas Lanza , Karl Worthmann
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