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We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) framework that balances three competing objectives: order…

Trading and Market Microstructure · Quantitative Finance 2026-04-01 Thomas P. McAuliffe , Samuel Liew , Yuchao Li , Andrey Ushenin , Chihang Wang , Alexandros Tasos , Jack Pearce , Dimitris Tasoulis , Dimitri P. Bertsekas , Theodoros Tsagaris

This paper presents the results of a model predictive controller (MPC) development for diesel engine air-path regulation. The control objective is to track the intake manifold pressure and exhaust gas recirculation (EGR) rate targets by…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Jiadi Zhang , Mohammad Reza Amini , Ilya Kolmanovsky , Munechika Tsutsumi , Hayato Nakada

Existing results on finite-time model predictive control (MPC) often rely on terminal equality constraint, switching inside one-step region, or terminal cost with short control horizon, leading to limited initial feasibility. This paper…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Bing Zhu , Xiaozhuoer Yuan , Zewei Zheng , Zongyu Zuo

This paper presents a hierarchical control scheme for interconnected linear systems. At the higher layer of the control structure a robust centralized Model Predictive Control (MPC) algorithm based on a reduced order dynamic model of the…

Systems and Control · Computer Science 2017-05-25 Marcello Farina , Xinglong Zhang , Riccardo Scattolini

Model Predictive Control (MPC) has shown to be a successful method for many applications that require control. Especially in the presence of prediction uncertainty, various types of MPC offer robust or efficient control system behavior. For…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Jie Zhan , Dirk Wollherr , Marion Leibold

As opposed to stabilizing to a reference trajectory or state, Economic Model Predictive Control (EMPC) optimizes economic performance over a prediction horizon, making it particularly attractive for economic microgrid (MG) dispatch.…

Systems and Control · Electrical Eng. & Systems 2025-12-05 Avik Ghosh , Adil Khurram , Jan Kleissl , Sonia Martinez

This paper presents an uncertainty compensation-based robust adaptive model predictive control (MPC) framework for linear systems with both matched and unmatched nonlinear uncertainties subject to both state and input constraints. In…

Systems and Control · Electrical Eng. & Systems 2024-09-27 Ran Tao , Pan Zhao , Ilya Kolmanovsky , Naira Hovakimyan

This paper proposes a real-time model predictive control (MPC) scheme to execute multiple tasks using robots over a finite-time horizon. In industrial robotic applications, we must carefully consider multiple constraints for avoiding joint…

Robotics · Computer Science 2022-09-27 Jaemin Lee , Mingyo Seo , Andrew Bylard , Robert Sun , Luis Sentis

Model Predictive Control (MPC) is a popular technology to operate industrial systems. It refers to a class of control algorithms that use an explicit model of the system to obtain the control action by minimizing a cost function. At each…

Optimization and Control · Mathematics 2024-11-22 Luz A. Alvarez , Diego F. de Bernardini , Christophe Gallesco

Engineered cyberphysical systems are growing increasingly large and complex. These systems require scalable controllers that robustly satisfy state and input constraints in the presence of additive noise -- such controllers should also be…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Carmen Amo Alonso , Jing Shuang Li , Nikolai Matni , James Anderson

This paper considers the stabilization of nonlinear continuous-time dynamical systems employing periodic event-triggered control (PETC). Assuming knowledge of a stabilizing feedback law for the continuous-time system with a certain…

Systems and Control · Electrical Eng. & Systems 2019-09-02 Michael Hertneck , Steffen Linsenmayer , Frank Allgöwer

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

In this paper, an improved multi-step finite control set model predictive current control (FCS-MPCC) strategy with speed loop disturbance compensation is proposed for permanent magnet synchronous machine (PMSM) drives system. A multi-step…

Systems and Control · Electrical Eng. & Systems 2022-05-17 Hai Yang , Yibin Liu , Junxiao Wang , Jun Yang

A stochastic model predictive control (MPC) framework is presented in this paper for nonlinear affine systems with stability and feasibility guarantee. We first introduce the concept of stochastic control Lyapunov-barrier function (CLBF)…

Systems and Control · Electrical Eng. & Systems 2024-01-30 Weijiang Zheng , Bing Zhu

We present a stochastic model predictive control (MPC) framework for central heating, ventilation, and air conditioning (HVAC) plants. The framework uses real data to forecast and quantify uncertainty of disturbances affecting the system…

Optimization and Control · Mathematics 2020-02-25 Ranjeet Kumar , Michael J. Wenzel , Mohammad N. ElBsat , Michael J. Risbeck , Kirk H. Drees , Victor M. Zavala

In this paper, we propose a data-driven economic model predictive control (EMPC) scheme with generalized terminal constraint to control an unknown linear time-invariant system. Our scheme is based on the Fundamental Lemma to predict future…

Systems and Control · Electrical Eng. & Systems 2022-12-07 Yifan Xie , Julian Berberich , Frank Allgöwer

Model predictive control (MPC) is a method to formulate the optimal scheduling problem for grid flexibilities in a mathematical manner. The resulting time-constrained optimization problem can be re-solved in each optimization time step…

Systems and Control · Electrical Eng. & Systems 2021-08-20 Steven de Jongh , Sina Steinle , Anna Hlawatsch , Felicitas Mueller , Michael Suriyah , Thomas Leibfried

Operation at steady state is often not optimal when optimizing over an economic cost objective. In many cases, periodic operation yields better performance. Therefore, we derive asymptotic stability guarantees of an economic model…

Optimization and Control · Mathematics 2026-04-15 Jonas Mair , Lukas Schwenkel , Matthias A. Müller , Frank Allgöwer

Autonomous systems are increasingly deployed in real-world environments, where they must achieve high performance while maintaining safety under state and input constraints. Although Model Predictive Control (MPC) provides a principled…

Robotics · Computer Science 2026-04-28 Hao Wang , Nam Nguyen , Armand Jordana , Ludovic Righetti , Somil Bansal

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