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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

In this paper we propose an output-feedback Model Predictive Control (MPC) algorithm for linear discrete-time systems affected by a possibly unbounded additive noise and subject to probabilistic constraints. In case the noise distribution…

Systems and Control · Computer Science 2014-08-29 Marcello Farina , Luca Giulioni , Lalo Magni , Riccardo Scattolini

We propose a novel approach to design a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertain system is modeled as linear parameter varying with additive disturbance. Set bounds for the system…

Systems and Control · Electrical Eng. & Systems 2022-08-11 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R Stürz , Xiaojing Zhang , Francesco Borrelli

This paper deals with the problem of formulating an adaptive Model Predictive Control strategy for constrained uncertain systems. We consider a linear system, in presence of bounded time varying additive uncertainty. The uncertainty is…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Monimoy Bujarbaruah , Xiaojing Zhang , Marko Tanaskovic , Francesco Borrelli

We investigate model predictive control (MPC) formulations for linear systems subject to i.i.d. stochastic disturbances with bounded support and chance constraints. Existing stochastic MPC formulations with closed-loop guarantees can be…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Johannes Köhler , Ferdinand Geuss , Melanie N. Zeilinger

This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…

Systems and Control · Computer Science 2018-12-03 Monimoy Bujarbaruah , Xiaojing Zhang , Francesco Borrelli

A novel perspective on the design of robust model predictive control (MPC) methods is presented, whereby closed-loop constraint satisfaction is ensured using recursive feasibility of the MPC optimization. Necessary and sufficient conditions…

Systems and Control · Electrical Eng. & Systems 2023-03-21 Anilkumar Parsi , Marcell Bartos , Amber Srivastava , Sebastien Gros , Roy S. Smith

In this paper, we focus on the problem of shrinking-horizon Model Predictive Control (MPC) in uncertain dynamic environments. We consider controlling a deterministic autonomous system that interacts with uncontrollable stochastic agents…

Systems and Control · Electrical Eng. & Systems 2024-05-20 Charis Stamouli , Lars Lindemann , George J. Pappas

This manuscript contains technical results related to a particular approach for the design of Model Predictive Control (MPC) laws. The approach, named "generalized" terminal state constraint, induces the recursive feasibility of the…

Systems and Control · Computer Science 2013-07-16 Lorenzo Fagiano , Andrew R. Teel

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…

Systems and Control · Computer Science 2020-07-15 Shuhao Yan , Paul Goulart , Mark Cannon

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

Many practical applications of control require that constraints on the inputs and states of the system be respected, while optimizing some performance criterion. In the presence of model uncertainties or disturbances, for many control…

Optimization and Control · Mathematics 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Christoph Frei , Manfred Morari

This paper investigates adaptive model predictive control (MPC) for a class of constrained linear systems with unknown model parameters. This is also posed as the dual control problem consisting of system identification and regulation. We…

Optimization and Control · Mathematics 2020-11-24 Kunwu Zhang , Yang Shi

The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…

Optimization and Control · Mathematics 2020-04-07 Diego Muñoz-Carpintero , Mark Cannon

We present a chance-constrained model predictive control (MPC) framework under Gaussian mixture model (GMM) uncertainty. Specifically, we consider the uncertainty that arises from predicting future behaviors of moving obstacles, which may…

Systems and Control · Electrical Eng. & Systems 2025-07-21 Kai Ren , Colin Chen , Hyeontae Sung , Heejin Ahn , Ian Mitchell , Maryam Kamgarpour

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

We present a data-driven model predictive control scheme for chance-constrained Markovian switching systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…

Optimization and Control · Mathematics 2020-10-02 Mathijs Schuurmans , Panagiotis Patrinos

This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…

Optimization and Control · Mathematics 2023-08-23 Alireza Zolanvari , Ashish Cherukuri

We present a learning model predictive control (MPC) scheme for chance-constrained Markov jump systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…

Optimization and Control · Mathematics 2023-01-06 Mathijs Schuurmans , Panagiotis Patrinos

The optimization of process economics within the model predictive control (MPC) formulation has given rise to a new control paradigm known as economic MPC (EMPC). Several authors have discussed the closed-loop properties of EMPC-controlled…

Optimization and Control · Mathematics 2016-11-01 Pantelis Sopasakis , Domagoj Herceg , Panagiotis Patrinos , Alberto Bemporad