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Related papers: Data-Driven Predictive Control and MPC: Do we achi…

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The paper investigates the accuracy of the Model Predictive Control (MPC) method for finding online approximate optimal feedback control for Bolza type problems on a fixed finite horizon. The predictions for the dynamics, the state…

Optimization and Control · Mathematics 2025-11-17 Georgi Angelov , Alberto Domínguez Corella , Vladimir Veliov

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

Sampling-based Model Predictive Control (MPC) is a flexible control framework that can reason about non-smooth dynamics and cost functions. Recently, significant work has focused on the use of machine learning to improve the performance of…

Robotics · Computer Science 2022-12-07 Jacob Sacks , Byron Boots

In this work, we compare the direct and indirect approaches to data-driven predictive control of stochastic linear time-invariant systems. The distinction between the two approaches lies in the fact that the indirect approach involves…

Optimization and Control · Mathematics 2021-04-12 Vishaal Krishnan , Fabio Pasqualetti

Model-based policy optimization is a well-established framework for designing reliable and high-performance controllers across a wide range of control applications. Recently, this approach has been extended to model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Riccardo Zuliani , Efe C. Balta , John Lygeros

In real-world problems, uncertainties (e.g., errors in the measurement, precision errors) often lead to poor performance of numerical algorithms when not explicitly taken into account. This is also the case for control problems, where…

Optimization and Control · Mathematics 2020-12-18 Carlos Ignacio Hernández Castellanos , Sina Ober-Blöbaum , Sebastian Peitz

This paper studies a data-driven predictive control for a class of control-affine systems which is subject to uncertainty. With the accessibility to finite sample measurements of the uncertain variables, we aim to find controls which are…

Optimization and Control · Mathematics 2021-05-03 Dan Li , Dariush Fooladivanda , Sonia Martinez

This paper investigates the data-driven predictive control problems for a class of continuous-time industrial processes with completely unknown dynamics. The proposed approach employs the data-driven technique to get the system matrices…

Optimization and Control · Mathematics 2020-12-08 Yuanqiang Zhou , Dewei Li , Yugeng Xi

One of the major limitations of optimization-based strategies for allocating the power flow in hybrid powertrains is that they rely on predictions of future power demand. These predictions are inherently uncertain as they are dependent on…

Optimization and Control · Mathematics 2022-04-14 Sebastian East , Mark Cannon

Solving complex optimal control problems have confronted computational challenges for a long time. Recent advances in machine learning have provided us with new opportunities to address these challenges. This paper takes model predictive…

Optimization and Control · Mathematics 2022-07-21 Weinan E , Jiequn Han , Jihao Long

Time-distributed Optimization (TDO) is an approach for reducing the computational burden of Model Predictive Control (MPC). When using TDO, optimization iterations are distributed over time by maintaining a running solution estimate and…

Optimization and Control · Mathematics 2021-02-25 Dominic Liao-McPherson , Terrence Skibik , Jordan Leung , Ilya Kolmanovsky , Marco M. Nicotra

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

This paper studies the stochastic optimal control problem for systems with unknown dynamics. A novel decoupled data based control (D2C) approach is proposed, which solves the problem in a decoupled "open loop-closed loop" fashion that is…

Systems and Control · Computer Science 2018-09-11 Dan Yu , Mohammandhussen Rafieisakhaei , Suman Chakravorty

This paper presents a data-driven approach to the design of predictive controllers. The prediction matrices utilized in standard model predictive control (MPC) algorithms are typically constructed using knowledge of a system model such as,…

Systems and Control · Electrical Eng. & Systems 2021-04-13 P. C. N. Verheijen , G. R. Gonçalves da Silva , M. Lazar

Dual control addresses the trade-off between exploitation and exploration, where control inputs both regulate the system and generate informative data for estimation and identification. For certain problem classes, control and estimation…

Optimization and Control · Mathematics 2026-04-08 Tren Baltussen , Nathan P. Lawrence , Alexander Katriniok , Ali Mesbah , Maurice Heemels

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

Data-driven and adaptive control approaches face the problem of introducing sudden distributional shifts beyond the distribution of data encountered during learning. Therefore, they are prone to invalidating the very assumptions used in…

Systems and Control · Electrical Eng. & Systems 2025-08-25 Mohammad Ramadan , Evan Toler , Mihai Anitescu

There is a growing debate on whether the future of feedback control systems will be dominated by data-driven or model-driven approaches. Each of these two approaches has their own complimentary set of advantages and disadvantages, however,…

Systems and Control · Electrical Eng. & Systems 2022-04-14 Ross Drummond , Stephen R. Duncan , Matthew C. Turner , Patricia Pauli , Frank Allgöwer

Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…

Systems and Control · Electrical Eng. & Systems 2024-10-25 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels