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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

Solving chance-constrained optimal control problems for systems subject to non-stationary uncertainties is a significant challenge.Conventional robust model predictive control (MPC) often yields excessive conservatism by relying on static…

Systems and Control · Electrical Eng. & Systems 2025-07-16 Mingcong Li

Sample average approximation--based stochastic dynamic programming (SDP) and model predictive control (MPC) are two different methods for approaching multistage stochastic optimization. In this paper we investigate the conditions under…

Optimization and Control · Mathematics 2026-02-10 Dominic S. T. Keehan , Andrew B. Philpott , Edward J. Anderson

This paper is concerned with solving chance-constrained finite-horizon optimal control problems, with a particular focus on the recursive feasibility issue of stochastic model predictive control (SMPC) in terms of mission-wide probability…

Optimization and Control · Mathematics 2022-09-21 Kai Wang , Sebastien Gros

In recent years, the increasing interest in Stochastic model predictive control (SMPC) schemes has highlighted the limitation arising from their inherent computational demand, which has restricted their applicability to slow-dynamics and…

Systems and Control · Electrical Eng. & Systems 2020-05-22 Martina Mammarella , Teodoro Alamo , Fabrizio Dabbene , Matthias Lorenzen

This article presents a dynamic regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem…

Optimization and Control · Mathematics 2025-02-04 Sungho Shin , Sen Na , Mihai Anitescu

We propose a Stochastic MPC (SMPC) approach for autonomous driving which incorporates multi-modal, interaction-aware predictions of surrounding vehicles. For each mode, vehicle motion predictions are obtained by a control model described…

Systems and Control · Electrical Eng. & Systems 2022-08-09 Siddharth H. Nair , Vijay Govindarajan , Theresa Lin , Yan Wang , Eric H. Tseng , Francesco Borrelli

Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Aren Karapetyan , Efe C. Balta , Andrea Iannelli , John Lygeros

In this paper, we address the problem of designing stochastic model predictive control (MPC) schemes for linear systems affected by unbounded disturbances. The contribution of the paper is twofold. First, motivated by the difficulty of…

Systems and Control · Electrical Eng. & Systems 2024-06-21 Mirko Fiacchini , Martina Mammarella , Fabrizio Dabbene

We propose a model predictive control (MPC) scheme with sampled-data input which ensures output-reference tracking within prescribed error bounds for relative-degree-one systems. Hereby, we explicitly deduce bounds on the required maximal…

Optimization and Control · Mathematics 2024-03-28 Dario Dennstädt , Lukas Lanza , Karl Worthmann

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

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

In this paper, we provide a stability and performance analysis of model predictive control (MPC) schemes based on finite-tail costs. We study the MPC formulation originally proposed by Magni et al. (2001) wherein the standard terminal…

Systems and Control · Electrical Eng. & Systems 2021-06-22 Johannes Köhler , Frank Allgöwer

This paper presents a simulation study on turnpike phenomena in stochastic optimal control problems. We employ the framework of Polynomial Chaos Expansions (PCE) to investigate the presence of turnpikes in stochastic LQ problems. Our…

Systems and Control · Electrical Eng. & Systems 2020-10-26 Ruchuan Ou , Michael Heinrich Baumann , Lars Grüne , Timm Faulwasser

We present a model predictive control (MPC) formulation to directly optimize economic criteria for linear constrained systems subject to disturbances and uncertain model parameters. The proposed formulation combines a certainty equivalent…

Systems and Control · Electrical Eng. & Systems 2024-09-11 Maximilian Degner , Raffaele Soloperto , Melanie N. Zeilinger , John Lygeros , Johannes Köhler

This paper designs traffic signal control policies for a network of signalized intersections without knowing the demand and parameters. Within a model predictive control (MPC) framework, control policies consist of an algorithm that…

Systems and Control · Electrical Eng. & Systems 2025-03-17 Zhexian Li , Ketan Savla

We propose a Stochastic MPC (SMPC) formulation for autonomous driving at traffic intersections which incorporates multi-modal predictions of surrounding vehicles for collision avoidance constraints. The multi-modal predictions are obtained…

Systems and Control · Electrical Eng. & Systems 2022-03-01 Siddharth H. Nair , Vijay Govindarajan , Theresa Lin , Chris Meissen , H. Eric Tseng , Francesco Borrelli

We propose a novel robust Model Predictive Control (MPC) scheme for nonlinear multi-input multi-output systems of relative degree one with stable internal dynamics. The proposed algorithm is a combination of funnel MPC, i.e., MPC with a…

Optimization and Control · Mathematics 2023-12-13 Thomas Berger , Dario Dennstädt , Lukas Lanza , Karl Worthmann

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

We propose a learning-based, distributionally robust model predictive control approach towards the design of adaptive cruise control (ACC) systems. We model the preceding vehicle as an autonomous stochastic system, using a hybrid model with…

Systems and Control · Electrical Eng. & Systems 2020-05-07 Mathijs Schuurmans , Alexander Katriniok , Hongtei Eric Tseng , Panagiotis Patrinos