Related papers: On discount functions for economic model predictiv…
This study examines the economic impact of post-hoc uncertainty discounting in predictive energy management, specifically in battery energy arbitrage. A 2.2 MWh, 1.1 MW Tesla battery, emulating operations at the University of Queensland's…
A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive…
We study a class of infinite-horizon average-cost Markov Decision Processes (MDPs) whose reward and transition structures are nearly separable. For the totally separable baseline (that is, with no perturbation), we derive an explicit…
In many mechatronic applications, controller input costs are negligible and time optimality is of great importance to maximize the productivity by executing fast positioning maneuvers. As a result, the obtained control input has mostly a…
We study discrete-time discounted constrained Markov decision processes (CMDPs) on Borel spaces with unbounded reward functions. In our approach the transition probability functions are weakly or set-wise continuous. The reward functions…
By optimizing the predicted performance over a receding horizon, model predictive control (MPC) provides the ability to enforce state and control constraints. The present paper considers an extension of MPC for nonlinear systems that can be…
This paper presents a time-optimal Model Predictive Control (MPC) scheme for linear discrete-time systems subject to multiplicative uncertainties represented by interval matrices. To render the uncertainty propagation computationally…
Model mismatch and process noise are two frequently occurring phenomena that can drastically affect the performance of model predictive control (MPC) in practical applications. We propose a principled way to tune the cost function and the…
This paper provides conditions under which total-cost and average-cost Markov decision processes (MDPs) can be reduced to discounted ones. Results are given for transient total-cost MDPs with tran- sition rates whose values may be greater…
Suboptimal methods in optimal control arise due to a limited computational budget, unknown system dynamics, or a short prediction window among other reasons. Although these methods are ubiquitous, their transient performance remains…
Recent results in the literature have provided connections between the so-called turnpike property, near optimality of closed-loop solutions, and strict dissipativity. Motivated by applications in economics, optimal control problems with…
When designing algorithms for finite-time-horizon episodic reinforcement learning problems, a common approach is to introduce a fictitious discount factor and use stationary policies for approximations. Empirically, it has been shown that…
We analyze a time-coarsening strategy for model predictive control (MPC) that we call diffusing-horizon MPC. This strategy seeks to overcome the computational challenges associated with optimal control problems that span multiple…
This paper is concerned with the design of cooperative distributed Model Predictive Control (MPC) for linear systems. Motivated by the special structure of the distributed models in some existing literature, we propose to apply a state…
The computational burden of model predictive control (MPC) limits its application on real-time systems, such as robots, and often requires the use of short prediction horizons. This not only affects the control performance, but also…
This note proposes a distributed model predictive control (DMPC) scheme with switched cost functions for a class of spatially interconnected systems with communication constraints. Non-iterative and parallel communication strategy is…
This paper proposes an offline control algorithm, called Recurrent Model Predictive Control (RMPC), to solve large-scale nonlinear finite-horizon optimal control problems. It can be regarded as an explicit solver of traditional Model…
This paper considers an infinite-horizon Markov decision process (MDP) that allows for general non-exponential discount functions, in both discrete and continuous time. Due to the inherent time inconsistency, we look for a randomized…
We consider the discrete time infinite horizon average reward restless markovian bandit (RMAB) problem. We propose a \emph{model predictive control} based non-stationary policy with a rolling computational horizon $\tau$. At each time-slot,…
The optimal performance of robotic systems is usually achieved near the limit of state and input bounds. Model predictive control (MPC) is a prevalent strategy to handle these operational constraints, however, safety still remains an open…