Related papers: On discount functions for economic model predictiv…
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…
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…
To address feasibility issues in model predictive control (MPC), most implementations relax state constraints by using slack variables and adding a penalty to the cost. We propose an alternative strategy: relaxing the initial state…
A standard way of finding a feedback law that stabilizes a control system to an operating point is to recast the problem as an infinite horizon optimal control problem. If the optimal cost and the optmal feedback can be found on a large…
We investigate nonlinear model predictive control (MPC) with terminal conditions in the Koopman framework using extended dynamic mode decomposition (EDMD) to generate a data-based surrogate model for prediction and optimization. We…
We study discrete-time Markov Decision Processes (MDPs) on finite state-action spaces and analyze the stability of optimal policies and value functions in the long-run discounted risk-sensitive objective setting. Our analysis addresses…
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…
This paper deals with unconstrained discounted continuous-time Markov decision processes in Borel state and action spaces. Under some conditions imposed on the primitives, allowing unbounded transition rates and unbounded (from both above…
This paper studies the optimal control problem for discrete-time nonlinear systems and an approximate dynamic programming-based Model Predictive Control (MPC) scheme is proposed for minimizing a quadratic performance measure. In the…
Model Predictive Control (MPC) has proven to be a powerful tool for the control of systems with constraints. Nonetheless, in many applications, a major challenge arises, that is finding the optimal solution within a single sampling instant…
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…
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…
The problem of controlling hybrid dynamical systems using model predictive control (MPC) is formulated and sufficient conditions for asymptotic stability of a set are provided. Hybrid dynamical systems are modeled in terms of hybrid…
Model predictive control (MPC) is widely used in industries but implementing it poses challenges due to hardware or time constraints. A promising solution is to approximate the MPC policy using function approximators like neural networks.…
This paper studies the mean-field Markov decision process (MDP) with the centralized stopping under the non-exponential discount. The problem differs fundamentally from most existing studies on mean-field optimal control/stopping due to its…
This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…
Model predictive control (MPC) is a popular control method that has proved effective for robotics, among other fields. MPC performs re-planning at every time step. Re-planning is done with a limited horizon per computational and real-time…
The Model Predictive Control (MPC) scheme Funnel MPC enables output tracking of smooth reference signals with prescribed error bounds for nonlinear multi-input multi-output systems with stable internal dynamics. Earlier works achieved the…
In the last decades, control problems with infinite horizons and discount factors have become increasingly central not only for economics but also for applications in artificial intelligence and machine learning. The strong links between…
Model Predictive Control (MPC) is often tuned by trial and error. When a baseline linear controller exists that is already well tuned in the absence of constraints and MPC is introduced to enforce them, one would like to avoid altering the…