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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 propose a novel Stochastic Model Predictive Control (MPC) for uncertain linear systems subject to probabilistic constraints. The proposed approach leverages offline learning to extract key features of affine disturbance feedback…

Systems and Control · Electrical Eng. & Systems 2024-11-22 Hotae Lee , Francesco Borrelli

A common problem when using model predictive control (MPC) in practice is the satisfaction of safety specifications beyond the prediction horizon. While theoretical works have shown that safety can be guaranteed by enforcing a suitable…

Robotics · Computer Science 2025-07-09 Ji Yin , Oswin So , Eric Yang Yu , Chuchu Fan , Panagiotis Tsiotras

This paper presents a safe model predictive control (SMPC) framework designed to ensure the satisfaction of hard constraints for systems perturbed by an external disturbance. Such safety guarantees are ensured, despite the disturbance, by…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Ying Shuai Quan , Mohammad Jeddi , Francesco Prignoli , Paolo Falcone

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…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , Victor M. Zavala

Model predictive control (MPC) has proven its applicability in power conversion control with its fast dynamic response to reference changes while ensuring critical system constraints are satisfied. Even then, the computational burden still…

Systems and Control · Electrical Eng. & Systems 2024-06-25 Orcun Karaca , Georgios Darivianakis

This paper presents a new approach to solve linear and nonlinear model predictive control (MPC) problems that requires small memory footprint and throughput and is particularly suitable when the model and/or controller parameters change at…

Optimization and Control · Mathematics 2021-03-25 Nilay Saraf , Alberto Bemporad

Minimum Attention Control (MAC) is a control technique that provides minimal input changes to meet the control objective. Mathematically, the zero norm of the input changes is used as a constraint for the given control objective and…

Systems and Control · Electrical Eng. & Systems 2025-07-31 Ganesh Teja Theertham , Santhosh Kumar Varanasi , Phanindra Jampana

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

We present a framework to design nonlinear robust output feedback model predictive control (MPC) schemes that ensure constraint satisfaction under noisy output measurements and disturbances. We provide novel estimation methods to bound the…

Systems and Control · Electrical Eng. & Systems 2021-05-10 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

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…

Robotics · Computer Science 2017-03-22 Aviv Tamar , Garrett Thomas , Tianhao Zhang , Sergey Levine , Pieter Abbeel

This paper proposes an off-line algorithm, called Recurrent Model Predictive Control (RMPC), to solve general nonlinear finite-horizon optimal control problems. Unlike traditional Model Predictive Control (MPC) algorithms, it can make full…

Systems and Control · Electrical Eng. & Systems 2021-02-24 Zhengyu Liu , Jingliang Duan , Wenxuan Wang , Shengbo Eben Li , Yuming Yin , Ziyu Lin , Qi Sun , Bo Cheng

This note presents a novel and efficient Economic Model Predictive Control (EMPC) scheme specifically designed for non-dissipative systems subject to state and input constraints. To address the stability challenge of EMPC for constrained…

Optimization and Control · Mathematics 2026-01-06 Defeng He , Weiliang Xiong , Shaoyuan Li , Haiping Du

The problem of achieving a good trade-off in Stochastic Model Predictive Control between the competing goals of improving the average performance and reducing conservativeness, while still guaranteeing recursive feasibility and low…

Optimization and Control · Mathematics 2016-06-21 Matthias Lorenzen , Frank Allgöwer , Fabrizio Dabbene , Roberto Tempo

This paper presents a robust hierarchical MPC (H-MPC) for dynamic systems with slow states subject to demand forecast uncertainty. The H-MPC has two layers: (i) the scheduling MPC at the upper layer with a relatively long…

Optimization and Control · Mathematics 2019-09-16 Mohammad Reza Amini , Ilya Kolmanovsky , Jing Sun

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…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Zhengyu Liu , Jingliang Duan , Wenxuan Wang , Shengbo Eben Li , Yuming Yin , Ziyu Lin , Bo Cheng

Common approaches for direct model predictive control (MPC) for current reference tracking in power electronics suffer from the high computational complexity encountered when solving integer optimal control problems over long prediction…

Optimization and Control · Mathematics 2016-06-28 Bartolomeo Stellato , Tobias Geyer , Paul J. Goulart

The core of the Model Predictive Control (MPC) method in every step of the algorithm consists in solving a time-dependent optimization problem on the prediction horizon of the MPC algorithm, and then to apply a portion of the optimal…

Optimization and Control · Mathematics 2021-01-15 Alessandro Alla , Carmen Gräßle , Michael Hinze

We consider nonlinear model predictive control (MPC) with multiple competing cost functions. In each step of the scheme, a multiobjective optimal control problem with a nonlinear system and terminal conditions is solved. We propose an…

Optimization and Control · Mathematics 2022-07-01 Gabriele Eichfelder , Lars Grüne , Lisa Krügel , Jonas Schießl

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

Optimization and Control · Mathematics 2015-03-24 Laura Ferranti , Tamas Keviczky