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Many systems such as autonomous vehicles and quadrotors are subject to parametric uncertainties and external disturbances. These uncertainties can lead to undesired performance degradation and safety issues. Therefore, it is important to…

Systems and Control · Electrical Eng. & Systems 2019-10-09 Huishan Chen , Zheng Zhang

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

Adding inequality constraints (e.g. boundedness, monotonicity, convexity) into Gaussian processes (GPs) can lead to more realistic stochastic emulators. Due to the truncated Gaussianity of the posterior, its distribution has to be…

Model predictive control (MPC) is a powerful control method that allows to directly include state and input constraints into the controller design. However, errors in the model, e.g., caused by unknown disturbances, can lead to constraint…

Systems and Control · Electrical Eng. & Systems 2025-12-08 Felix Brändle , Frank Allgöwer

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

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

This paper presents an off-policy Gaussian Predictive Control (GPC) framework aimed at solving optimal control problems with a smaller computational footprint, thereby facilitating real-time applicability while ensuring critical safety…

Robotics · Computer Science 2026-03-19 Shiva Kumar Tekumatla , Varun Gampa , Siavash Farzan

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

In this paper we propose a constrained guaranteed cost robust model predictive controller (GCMPC) for uncertain discrete time systems. This controller was developed based on a quadratic cost functional and guarantee robustness with respect…

Optimization and Control · Mathematics 2018-09-21 Carlos M. Massera , Marco H. Terra , Denis F. Wolf

We propose an adaptive optimisation approach for tuning stochastic model predictive control (MPC) hyper-parameters while jointly estimating probability distributions of the transition model parameters based on performance rewards. In…

Robotics · Computer Science 2022-06-02 Rel Guzman , Rafael Oliveira , Fabio Ramos

Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…

Systems and Control · Electrical Eng. & Systems 2024-10-25 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…

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

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

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

Learning-based model predictive control (MPC) can enhance control performance by correcting for model inaccuracies, enabling more precise state trajectory predictions than traditional MPC. A common approach is to model unknown residual…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Lars Bartels , Amon Lahr , Andrea Carron , Melanie N. Zeilinger

In this work we propose a Model Predictive Control (MPC) formulation that splits constraints in two different types. Motivated by safety considerations, the first type of constraint enforces a control-invariant set, while the second type…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Allan Andre do Nascimento , Han Wang , Antonis Papachristodoulou , Kostas Margellos

Gaussian process classification (GPC) provides a flexible and powerful statistical framework describing joint distributions over function space. Conventional GPCs however suffer from (i) poor scalability for big data due to the full kernel…

Machine Learning · Statistics 2019-09-17 Haitao Liu , Yew-Soon Ong , Ziwei Yu , Jianfei Cai , Xiaobo Shen

Motion planning for autonomous driving must account for multi-modal uncertainty in both the intentions and trajectories of surrounding vehicles. Handling uncertainty in a worst-case manner guarantees robustness but often leads to excessive…

Robotics · Computer Science 2026-05-22 Zekun Xing , Ramkrishna Chaudhari , Marion Leibold , Dirk Wollherr , Martin Buss

The Model Predictive Control (MPC) trajectory tracking problem of an unmanned quadrotor with input and output constraints is addressed. In this article, the dynamic models of the quadrotor are obtained purely from operational data in the…

Systems and Control · Computer Science 2017-07-17 Gang Cao , Edmund M-K Lai , Fakhrul Alam

In this work, we propose a distributionally robust stochastic model predictive control (DR-SMPC) algorithm to address the problem of two-sided chance constrained discrete-time linear system corrupted by additive noise. The prevalent…

Systems and Control · Electrical Eng. & Systems 2022-03-17 Yuan Tan , Jun Yang , Wen-Hua Chen , Shihua Li
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