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Model predictive control (MPC) is a powerful tool for controlling complex nonlinear systems under constraints, but often struggles with model uncertainties and the design of suitable cost functions. To address these challenges, we discuss…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Sebastian Hirt , Andreas Höhl , Johannes Pohlodek , Joachim Schaeffer , Maik Pfefferkorn , Richard D. Braatz , Rolf Findeisen

We present a model predictive control (MPC) formulation to directly optimize economic criteria for linear constrained systems subject to disturbances and uncertain model parameters. The proposed formulation combines a certainty equivalent…

Systems and Control · Electrical Eng. & Systems 2024-09-11 Maximilian Degner , Raffaele Soloperto , Melanie N. Zeilinger , John Lygeros , Johannes Köhler

This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model.…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Arash Bahari Kordabad , Mario Zanon , Sebastien Gros

Recently there has been a lot of progress in the development of economic nonlinear model predictive control (NMPC) schemes for multistage optimal power flow (OPF) problems. However, the additional inclusion of discrete decision variables to…

Optimization and Control · Mathematics 2026-05-28 Jürgen Gutekunst , Armin Nurkanovic , Ekaterina Kostina , Hans Georg Bock , Robert Scholz , Amer Mesanovic

Model predictive control (MPC) is an optimal control technique which involves solving a sequence of constrained optimization problems across a given time horizon. In this paper, we introduce a category theoretic framework for constructing…

Optimization and Control · Mathematics 2024-03-12 Tyler Hanks , Baike She , Matthew Hale , Evan Patterson , Matthew Klawonn , James Fairbanks

This paper develops a data-driven learning framework for approximating the feasible region and invariant set of a nonlinear system under the nonlinear Model Predictive Control (MPC) scheme. The developed approach is based on the feasibility…

Optimization and Control · Mathematics 2020-12-16 Yuanqiang Zhou , Dewei Li , Yugeng Xi , Yunwen Xu

This paper presents a novel distributed model predictive control (MPC) formulation without terminal cost and a corresponding distributed synthesis approach for distributed linear discrete-time systems with coupled constraints. The proposed…

Systems and Control · Electrical Eng. & Systems 2026-05-28 Xiaoyu Liu , Dimos V. Dimarogonas , Changxin Liu , Azita Dabiri , Bart De Schutter

In this paper we present a Learning Model Predictive Control (LMPC) strategy for linear and nonlinear time optimal control problems. Our work builds on existing LMPC methodologies and it guarantees finite time convergence properties for the…

Systems and Control · Electrical Eng. & Systems 2020-10-06 Ugo Rosolia , Francesco Borrelli

Model Predictive Control (MPC) is a powerful and flexible design tool of high-performance controllers for physical systems in the presence of input and output constraints. A challenge for the practitioner applying MPC is the need of tuning…

Systems and Control · Electrical Eng. & Systems 2021-01-19 Marco Forgione , Dario Piga , Alberto Bemporad

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

In this work, we study economic model predictive control (MPC) in situations where the optimal operating behavior is periodic. In such a setting, the performance of a standard economic MPC scheme without terminal conditions can generally be…

Systems and Control · Electrical Eng. & Systems 2024-01-09 Lukas Schwenkel , Alexander Hadorn , Matthias A. Müller , Frank Allgöwer

Multistage model predictive control (MPC) provides a robust control strategy for dynamic systems with uncertainties and a setpoint tracking objective. Moreover, extending MPC to minimize an economic cost instead of tracking a pre-calculated…

Systems and Control · Electrical Eng. & Systems 2025-03-07 Sakshi S. Naik , Lavinia M. Ghilardi , Robert B. Parker , Lorenz T. Biegler

We propose an iterative approach for designing Robust Learning Model Predictive Control (LMPC) policies for a class of nonlinear systems with additive, unmodelled dynamics. The nominal dynamics are assumed to be difference flat, i.e., the…

Systems and Control · Electrical Eng. & Systems 2023-03-23 Siddharth H. Nair , Francesco Borrelli

Optimal control for safety-critical systems is often dependent on the conservativeness of constraints. Control Barrier Functions (CBFs) serve as a medium to represent such constraints, but constructing a minimally conservative CBF is a…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Tanmay Dokania , Yashwanth Kumar Nakka

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

This paper proposes a parallelizable algorithm for linear-quadratic model predictive control (MPC) problems with state and input constraints. The algorithm itself is based on a parallel MPC scheme that has originally been designed for…

Optimization and Control · Mathematics 2022-07-04 Jiahe Shi , Yuning Jiang , Juraj Oravec , Boris Houska

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

Optimization and Control · Mathematics 2015-09-10 Andrew Knyazev , Yuta Fujii , Alexander Malyshev

This article provides an overview of model predictive control (MPC) frameworks for dynamic operation of nonlinear constrained systems. Dynamic operation is often an integral part of the control objective, ranging from tracking of reference…

Systems and Control · Electrical Eng. & Systems 2024-01-10 Johannes Köhler , Matthas A. Müller , Frank Allgöwer

This manuscript contains technical results related to a particular approach for the design of Model Predictive Control (MPC) laws. The approach, named "generalized" terminal state constraint, induces the recursive feasibility of the…

Systems and Control · Computer Science 2013-07-16 Lorenzo Fagiano , Andrew R. Teel

This paper designs traffic signal control policies for a network of signalized intersections without knowing the demand and parameters. Within a model predictive control (MPC) framework, control policies consist of an algorithm that…

Systems and Control · Electrical Eng. & Systems 2025-03-17 Zhexian Li , Ketan Savla