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This paper presents an algorithm to solve the infinite horizon constrained linear quadratic regulator (CLQR) problem using operator splitting methods. First, the CLQR problem is reformulated as a (finite-time) model predictive control (MPC)…

Optimization and Control · Mathematics 2016-09-20 L. Ferranti , G. Stathopoulos , C. N. Jones , T. Keviczky

This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The terminal constraint of such systems distinguishes it from…

Optimization and Control · Mathematics 2026-04-14 Hu Ligui , Meng Qingxin , Tang Maoning

We analyze the asymptotic behavior of discrete-time, Markovian quantum systems with respect to a subspace of interest. Global asymptotic stability of subspaces is relevant to quantum information processing, in particular for initializing…

Quantum Physics · Physics 2014-08-07 Saverio Bolognani , Francesco Ticozzi

A critical engineering challenge in quantum technology is the accurate control of quantum dynamics. Model-based methods for optimal control have been shown to be highly effective when theory and experiment closely match. Consequently,…

Quantum Physics · Physics 2022-10-19 Andy J. Goldschmidt , Jonathan L. DuBois , Steven L. Brunton , J. Nathan Kutz

A centralized model predictive controller (MPC), which is unaware of local uncertainties, for an affine discrete time nonlinear system is presented. The local uncertainties are assumed to be matched, bounded and structured. In order to…

Optimization and Control · Mathematics 2020-09-15 Prabhat K. Mishra , Tixian Wang , Mattia Gazzola , Girish Chowdhary

Model predictive control (MPC) provides a useful means for controlling systems with constraints, but suffers from the computational burden of repeatedly solving an optimization problem in real time. Offline (explicit) solutions for MPC…

Systems and Control · Electrical Eng. & Systems 2022-09-14 Daniel Tabas , Baosen Zhang

This paper presents a parallel Monte Carlo simulation based performance quantification method for nonlinear model predictive control (NMPC) in closed-loop. The method provides distributions for the controller performance in stochastic…

Systems and Control · Electrical Eng. & Systems 2023-06-22 Morten Wahlgreen Kaysfeld , Mario Zanon , John Bagterp Jørgensen

Continuation model predictive control (MPC), introduced by T. Ohtsuka in 2004, uses Krylov-Newton approaches to solve MPC optimization and is suitable for nonlinear and minimum time problems. We suggest particle continuation MPC in the…

Optimization and Control · Mathematics 2016-06-13 Andrew Knyazev , Alexander Malyshev

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

Online optimal control of quadrupedal robots would enable them to plan their movement in novel scenarios. Linear Model Predictive Control (LMPC) has emerged as a practical approach for real-time control. In LMPC, an optimization problem…

Robotics · Computer Science 2025-07-22 Chun-Ming Yang , Pranav A. Bhounsule

We present a robust Distributed and Localized Model Predictive Control (rDLMPC) framework for large-scale structured linear systems. The proposed algorithm uses the System Level Synthesis to provide a distributed closed-loop model…

Optimization and Control · Mathematics 2021-03-29 Carmen Amo Alonso , Jing Shuang Li , Nikolai Matni , James Anderson

This paper proposes a robust self-triggered distributed model predictive control (DMPC) scheme for a family of Discrete-Time linear systems with local (uncoupled) and global (coupled) constraints. To handle the additive disturbance,…

Systems and Control · Electrical Eng. & Systems 2020-12-17 Zhengcai Li

Data-enabled predictive control (DeePC) has emerged as a powerful technique to control complex systems without the need for extensive modeling efforts. However, relying solely on offline collected data trajectories to represent the system…

Systems and Control · Electrical Eng. & Systems 2025-08-06 Sebastian Zieglmeier , Mathias Hudoba de Badyn , Narada D. Warakagoda , Thomas R. Krogstad , Paal Engelstad

Most of the real-time implementations of the stabilizing optimal control actions suffer from the necessity to provide high computational effort. This paper presents a cutting-edge approach for real-time evaluation of linear-quadratic model…

Systems and Control · Electrical Eng. & Systems 2023-09-11 Kristína Fedorová , Yuning Jiang , Juraj Oravec , Colin N. Jones , Michal Kvasnica

This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…

Optimization and Control · Mathematics 2025-10-21 Wenjing Yang , Zhaorong Zhang , Juanjuan Xu

A Learning Model Predictive Controller (LMPC) for linear system in presented. The proposed controller is an extension of the LMPC [1] and it aims to decrease the computational burden. The control scheme is reference-free and is able to…

Optimization and Control · Mathematics 2019-10-31 Ugo Rosolia , Francesco Borrelli

This paper is concerned with a linear quadratic optimal control problem of delayed backward stochastic differential equations. An explicit representation is derived for the optimal control, which is a linear feedback of the entire past…

Optimization and Control · Mathematics 2020-08-07 Weijun Meng , Jingtao Shi

In this study, we are concerned with autonomous driving missions when a static obstacle blocks a given reference trajectory. To provide a realistic control design, we employ a model predictive control (MPC) utilizing nonlinear state-space…

Systems and Control · Electrical Eng. & Systems 2023-07-13 Maryam Nezami , Dimitrios S. Karachalios , Georg Schildbach , Hossam S. Abbas

Model Predictive Control (MPC) is a versatile approach capable of accommodating diverse control requirements that holds significant promise for a broad spectrum of industrial applications. Noteworthy challenges associated with MPC include…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Ryuta Moriyasu , Sho Kawaguchi , Kenji Kashima

Model predictive control (MPC) has played a more crucial role in various robotic control tasks, but its high computational requirements are concerning, especially for nonlinear dynamical models. This paper presents a $\textbf{la}$tent…

Robotics · Computer Science 2026-04-22 Yuan Zhang , Shaohui Yang , Toshiyuki Ohtsuka , Colin Jones , Joschka Boedecker