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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

Tight performance specifications in combination with operational constraints make model predictive control (MPC) the method of choice in various industries. As the performance of an MPC controller depends on a sufficiently accurate…

Systems and Control · Electrical Eng. & Systems 2020-06-09 Kim P. Wabersich , Melanie N. Zeilinger

We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future…

Systems and Control · Electrical Eng. & Systems 2021-03-25 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

The main benefit of model predictive control (MPC) is its ability to steer the system to a given reference without violating the constraints while minimizing some objective. Furthermore, a suitably designed MPC controller guarantees…

Systems and Control · Electrical Eng. & Systems 2024-06-25 Pablo Krupa , Daniel Limon , Teodoro Alamo

Model predictive control (MPC) is a powerful, optimization-based approach for controlling dynamical systems. However, the computational complexity of online optimization can be problematic on embedded devices. Especially, when we need to…

This paper proposes a stabilising model predictive control (MPC) scheme with preview information of disturbance for nonlinear systems. The proposed MPC algorithm is able to not only reject disturbance by making use of disturbance preview…

Systems and Control · Electrical Eng. & Systems 2022-02-28 Xing Fang , Wen-Hua Chen

Model Predictive Control (MPC) offers rigorous safety and performance guarantees but is computationally intensive. Approximate MPC (AMPC) aims to circumvent this drawback by learning a computationally cheaper surrogate policy. Common…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Elias Milios , Kim P. Wabersich , Felix Berkel , Felix Gruber , Melanie N. Zeilinger

Model Predictive Control (MPC) is widely used to achieve performance objectives, while enforcing operational and safety constraints. Despite its high performance, MPC often demands significant computational resources, making it challenging…

Optimization and Control · Mathematics 2025-01-24 Mohsen Amiri , Mehdi Hosseinzadeh

The combination of policy search and deep neural networks holds the promise of automating a variety of decision-making tasks. Model Predictive Control (MPC) provides robust solutions to robot control tasks by making use of a dynamical model…

Robotics · Computer Science 2021-05-11 Yunlong Song , Davide Scaramuzza

Long prediction horizons in Model Predictive Control (MPC) often prove to be efficient, however, this comes with increased computational cost. Recently, a Robust Model Predictive Control (RMPC) method has been proposed which exploits models…

Systems and Control · Electrical Eng. & Systems 2021-05-17 Tim Brüdigam , Johannes Teutsch , Dirk Wollherr , Marion Leibold

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

Model-Predictive Control (MPC) is a powerful tool for controlling complex, real-world systems that uses a model to make predictions about future behavior. For each state encountered, MPC solves an online optimization problem to choose a…

Machine Learning · Computer Science 2021-04-15 Mohak Bhardwaj , Sanjiban Choudhury , Byron Boots

Model Predictive Control (MPC) is a popular technology to operate industrial systems. It refers to a class of control algorithms that use an explicit model of the system to obtain the control action by minimizing a cost function. At each…

Optimization and Control · Mathematics 2024-11-22 Luz A. Alvarez , Diego F. de Bernardini , Christophe Gallesco

Feedback control synthesis for large-scale particle systems is reviewed in the framework of model predictive control (MPC). The high-dimensional character of collective dynamics hampers the performance of traditional MPC algorithms based on…

Optimization and Control · Mathematics 2024-02-27 Giacomo Albi , Sara Bicego , Michael Herty , Yuyang Huang , Dante Kalise , Chiara Segala

Model Predictive Control (MPC) is a classic tool for optimal control of complex, real-world systems. Although it has been successfully applied to a wide range of challenging tasks in robotics, it is fundamentally limited by the prediction…

Robotics · Computer Science 2021-04-08 Nathan Hatch , Byron Boots

We propose and analyze a real-time model predictive control (MPC) scheme that utilizes stored data to improve its performance by learning the value function online with stability guarantees. For linear and nonlinear systems, a learning…

Optimization and Control · Mathematics 2020-09-23 Lukas Schwenkel , Meriem Gharbi , Sebastian Trimpe , Christian Ebenbauer

Partially-observable problems pose a trade-off between reducing costs and gathering information. They can be solved optimally by planning in belief space, but that is often prohibitively expensive. Model-predictive control (MPC) takes the…

Machine Learning · Computer Science 2023-04-21 Baris Kayalibay , Atanas Mirchev , Ahmed Agha , Patrick van der Smagt , Justin Bayer

In this note, we consider infinite horizon optimal control problems with deterministic systems. Since exact solutions to these problems are often intractable, we propose a parallel model predictive control (MPC) method that provides an…

Optimization and Control · Mathematics 2025-04-29 Yuchao Li , Aren Karapetyan , Niklas Schmid , John Lygeros , Karl H. Johansson , Jonas Mårtensson

The core of the Model Predictive Control (MPC) method in every step of the algorithm consists in solving a time-dependent optimization problem on the prediction horizon of the MPC algorithm, and then to apply a portion of the optimal…

Optimization and Control · Mathematics 2021-01-15 Alessandro Alla , Carmen Gräßle , Michael Hinze

Model predictive control (MPC) is a popular strategy for urban traffic management that is able to incorporate physical and user defined constraints. However, the current MPC methods rely on finite horizon predictions that are unable to…

Systems and Control · Computer Science 2016-02-03 Sadra Sadraddini , Calin Belta