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In model-predictive control (MPC), achieving the best closed-loop performance under a given computational resource is the underlying design consideration. This paper analyzes the MPC design problem with control performance and required…

Optimization and Control · Mathematics 2016-04-25 Vincent Bachtiar , Chris Manzie , William H. Moase , Eric C. Kerrigan

Model predictive control (MPC) is an optimal control strategy where control input calculation is based on minimizing the predicted tracking error over a finite horizon that moves with time. This strategy has an advantage over conventional…

Systems and Control · Electrical Eng. & Systems 2021-12-28 Joseph Chai , Eran Medagoda , Erkan Kayacan

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

Model Predictive Control (MPC) can efficiently control constrained systems in real-time applications. MPC feedback law for a linear system with linear inequality constraints can be explicitly computed off-line, which results in an off-line…

Systems and Control · Computer Science 2016-06-13 Andrew Knyazev , Peizhen Zhu , Stefano Di Cairano

Model Predictive Control (MPC) is an optimal control strategy suited for flood control of water resources infrastructure. Despite many studies on reservoir flood control and their theoretical contribution, optimisation methodologies have…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Ja-Ho Koo , Edo Abraham , Andreja Jonoski , Dimitri P. Solomatine

This article investigates synthetic model-predictive control (MPC) problems to demonstrate that an increased precision of the internal prediction model (PM) automatially entails an improvement of the controller as a whole. In contrast to…

Machine Learning · Computer Science 2023-08-30 L. Féret , A. Gepperth , S. Lambeck

Nonsmooth composite optimization problems under uncertainty are prevalent in various scientific and engineering applications. We consider risk-neutral composite optimal control problems, where the objective function is the sum of a…

Optimization and Control · Mathematics 2026-03-02 Johannes Milz , Daniel Walter

This paper aims to provide a Dynamic Programming (DP) approach to solve the Mission-Wide Chance-Constrained Optimal Control Problems (MWCC-OCP). The mission-wide chance constraint guarantees that the probability that the entire state…

Optimization and Control · Mathematics 2022-09-14 Kai Wang , Sebastien Gros

We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…

Optimization and Control · Mathematics 2023-07-04 Antoine Oustry , Matteo Tacchi

In this paper, we propose a compositional framework for the synthesis of safety controllers for networks of partially-observed discrete-time stochastic control systems (a.k.a. continuous-space POMDPs). Given an estimator, we utilize a…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Niloofar Jahanshahi , Abolfazl Lavaei , Majid Zamani

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

We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…

Systems and Control · Computer Science 2019-01-23 Lukas Hewing , Kim P. Wabersich , Melanie N. Zeilinger

This paper addresses the problem of control synthesis for nonlinear optimal control problems in the presence of state and input constraints. The presented approach relies upon transforming the given problem into an infinite-dimensional…

Optimization and Control · Mathematics 2017-03-03 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

Suboptimal model predictive control is a technique that can reduce the computational cost of model predictive control (MPC) by exploiting its robustness to incomplete optimization. Instead of solving the optimal control problem exactly,…

Systems and Control · Computer Science 2019-05-08 Dominic Liao-McPherson , Marco Nicotra , Ilya Kolmanovsky

Model Predictive Control (MPC) is a widely known control method that has proved to be particularly effective in multivariable and constrained control. Closed-loop stability and recursive feasibility can be guaranteed by employing accurate…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Marco Polver , Daniel Limon , Fabio Previdi , Antonio Ferramosca

We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

Optimization and Control · Mathematics 2023-04-21 Marianne Akian , Stéphane Gaubert , Shanqing Liu

Event-triggered control strategy is capable of significantly reducing the number of control task executions without sacrificing control performance. In this paper, we propose a novel learning-based approach towards an event-triggered model…

Optimization and Control · Mathematics 2024-01-02 Yuga Onoue , Kazumune Hashimoto , Akifumi Wachi

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

We study the problem of synthesizing a controller that maximizes the entropy of a partially observable Markov decision process (POMDP) subject to a constraint on the expected total reward. Such a controller minimizes the predictability of a…

Optimization and Control · Mathematics 2019-09-16 Michael Hibbard , Yagiz Savas , Bo Wu , Takashi Tanaka , Ufuk Topcu