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We propose a simple and computationally efficient approach for designing a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertainty is modeled as an additive disturbance and an additive error on the…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R. Stürz , Francesco Borrelli

Industrial manipulators are normally operated in cluttered environments, making safe motion planning important. Furthermore, the presence of model-uncertainties make safe motion planning more difficult. Therefore, in practice the speed is…

Robotics · Computer Science 2026-02-16 Bernhard Wullt , Johannes Köhler , Per Mattsson , Mikeal Norrlöf , Thomas B. Schön

This paper presents a reactive controller for planar manipulation tasks that leverages machine learning to achieve real-time performance. The approach is based on a Model Predictive Control (MPC) formulation, where the goal is to find an…

Robotics · Computer Science 2018-09-05 Francois Robert Hogan , Eudald Romo Grau , Alberto Rodriguez

Iteration limited model predictive control (MPC) can stabilize a feedback control system under sufficient conditions; this work explores combining a low iteration limit MPC with a high iteration limit MPC for mixed-integer quadratic…

Optimization and Control · Mathematics 2026-02-11 Luke Fina , Christopher Petersen

It is a well known fact that finite time optimal controllers, such as MPC does not necessarily result in closed loop stable systems. Within the MPC community it is common practice to add a final state constraint and/or a final state penalty…

Optimization and Control · Mathematics 2016-04-05 Daniel Simon , Johan Löfberg

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

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

This paper considers the tracking control problem for an unknown nonlinear system with time-varying bounded disturbance subjected to a prescribed performance and input constraints. When performance and input constraints are specified…

Systems and Control · Electrical Eng. & Systems 2022-10-13 Pankaj K Mishra , Pushpak Jagtap

Positive systems describing networks with inherently non-negative states and inputs arise naturally in routing, logistics, and compartmental modelling. We consider problems modelled as positive linear systems in incidence form with linear…

Optimization and Control · Mathematics 2026-05-28 Roland Schurig , David Ohlin , Anders Rantzer , Emma Tegling , Rolf Findeisen

Model Predictive Control (MPC) has established itself as the primary methodology for constrained control, enabling autonomy across diverse applications. While model fidelity is crucial in MPC, solving the corresponding optimization problem…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Lukas Schroth , Daniel Morton , Amon Lahr , Daniele Gammelli , Andrea Carron , Marco Pavone

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

In this work, we propose a Model Predictive Control (MPC) formulation incorporating two distinct horizons: a prediction horizon and a constraint horizon. This approach enables a deeper understanding of how constraints influence key system…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Allan Andre Do Nascimento , Han Wang , Antonis Papachristodoulou , Kostas Margellos

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Anilkumar Parsi , Panagiotis Anagnostaras , Andrea Iannelli , Roy S. Smith

Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…

Optimization and Control · Mathematics 2025-03-12 Casian Iacob , Hany Abdulsamad , Simo Särkkä

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

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

We present a model predictive control (MPC) framework to solve the constrained nonlinear output regulation problem. The main feature of the proposed framework is that the application does not require the solution to classical regulator…

Systems and Control · Electrical Eng. & Systems 2021-06-02 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

There is a widespread intuition that model-based control methods should be able to surpass the data efficiency of model-free approaches. In this paper we attempt to evaluate this intuition on various challenging locomotion tasks. We take a…

In this paper, we develop a new formulation of changeover constraints for mixed integer programming problem (MIP) that emerges in solving a short-term production scheduling problem. The new model requires fewer constraints than the original…

Optimization and Control · Mathematics 2014-08-28 Pavel A. Borisovsky , Anton V. Eremeev , Josef Kallrath

The need for fully autonomous mobile robots has surged over the past decade, with the imperative of ensuring safe navigation in a dynamic setting emerging as a primary challenge impeding advancements in this domain. In this paper, a Safety…

Robotics · Computer Science 2024-04-17 Ali Mohamed Ali , Chao Shen , Hashim A. Hashim