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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

The application of supervised learning techniques in combination with model predictive control (MPC) has recently generated significant interest, particularly in the area of approximate explicit MPC, where function approximators like deep…

Machine Learning · Computer Science 2026-03-27 Christopher A. Orrico , Bokan Yang , Dinesh Krishnamoorthy

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law incorporating a dynamic feedback gain to minimise a quadratic cost function subject to a single chance…

Systems and Control · Electrical Eng. & Systems 2022-03-02 Shuhao Yan , Paul J. Goulart , Mark Cannon

The control of constrained systems using model predictive control (MPC) becomes more challenging when full state information is not available and when the nominal system model and measurements are corrupted by noise. Since these conditions…

Systems and Control · Electrical Eng. & Systems 2020-02-19 Joseph Lorenzetti , Marco Pavone

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

This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Shuhao Yan , Mark Cannon , Paul J. Goulart

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

Model Predictive Control (MPC) can efficiently control constrained systems in real-time applications. MPC feedback law for a linear system with linear inequality constraints can be explicitly computed off-line, which results in an off-line…

Systems and Control · Computer Science 2016-06-13 Andrew Knyazev , Peizhen Zhu , Stefano Di Cairano

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 is concerned with model predictive control (MPC) of discrete-time linear systems subject to bounded additive disturbance and mixed constraints on the state and input, whereas the true disturbance set is unknown. Unlike most…

Optimization and Control · Mathematics 2024-05-22 Yulong Gao , Shuhao Yan , Jian Zhou , Mark Cannon , Alessandro Abate , Karl H. Johansson

Model predictive control (MPC) achieves stability and constraint satisfaction for general nonlinear systems, but requires computationally expensive online optimization. This paper studies approximations of such MPC controllers via neural…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Henrik Hose , Johannes Köhler , Melanie N. Zeilinger , Sebastian Trimpe

In this paper, we leverage the rapid advances in imitation learning, a topic of intense recent focus in the Reinforcement Learning (RL) literature, to develop new sample complexity results and performance guarantees for data-driven Model…

Optimization and Control · Mathematics 2022-10-18 Kwangjun Ahn , Zakaria Mhammedi , Horia Mania , Zhang-Wei Hong , Ali Jadbabaie

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Elisa Andina , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

Systems and Control · Electrical Eng. & Systems 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

Robot navigation around humans can be a challenging problem since human movements are hard to predict. Stochastic model predictive control (MPC) can account for such uncertainties and approximately bound the probability of a collision to…

Robotics · Computer Science 2024-07-22 Yunfan Gao , Florian Messerer , Niels van Duijkeren , Moritz Diehl

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

A dual adaptive model predictive control (MPC) algorithm is presented for linear, time-invariant systems subject to bounded disturbances and parametric uncertainty in the state-space matrices. Online set-membership identification is…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

Model Predictive Control (MPC) is a powerful framework for optimal control but can be too slow for low-latency applications. We present a data-driven framework to accelerate MPC by replacing online optimization with a nonparametric policy…

Systems and Control · Electrical Eng. & Systems 2026-05-20 Agustin Castellano , Shijie Pan , Enrique Mallada

Data-driven model predictive control (MPC) has demonstrated significant potential for improving robot control performance in the presence of model uncertainties. However, existing approaches often require extensive offline data collection…

Robotics · Computer Science 2025-10-10 Yu Mei , Xinyu Zhou , Shuyang Yu , Vaibhav Srivastava , Xiaobo Tan