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This paper proposes a parallelizable algorithm for linear-quadratic model predictive control (MPC) problems with state and input constraints. The algorithm itself is based on a parallel MPC scheme that has originally been designed for…

Optimization and Control · Mathematics 2022-07-04 Jiahe Shi , Yuning Jiang , Juraj Oravec , Boris Houska

We show that Funnel MPC, a novel Model Predictive Control (MPC) scheme, allows tracking of smooth reference signals with prescribed performance for nonlinear multi-input multi-output systems of relative degree one with stable internal…

Optimization and Control · Mathematics 2022-03-18 Thomas Berger , Dario Dennstädt , Achim Ilchmann , Karl Worthmann

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

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

Risk-sensitive planning aims to identify policies maximizing some tail-focused metrics in Markov Decision Processes (MDPs). Such an optimization task can be very costly for the most widely used and interpretable metrics such as threshold…

Machine Learning · Statistics 2025-07-09 Alexandre Marthe , Samuel Bounan , Aurélien Garivier , Claire Vernade

We provide finite-sample performance guarantees for control policies executed on stochastic robotic systems. Given an open- or closed-loop policy and a finite set of trajectory rollouts under the policy, we bound the expected value,…

Robotics · Computer Science 2024-06-17 Joseph A. Vincent , Aaron O. Feldman , Mac Schwager

We present an information theoretic approach to stochastic optimal control problems that can be used to derive general sampling based optimization schemes. This new mathematical method is used to develop a sampling based model predictive…

Robotics · Computer Science 2017-07-11 Grady Williams , Paul Drews , Brian Goldfain , James M. Rehg , Evangelos A. Theodorou

We study finite-horizon budget allocation as a closed-loop economic control problem and evaluate receding-horizon Model Predictive Control (MPC) relative to reactive budgeting policies. Budgets are allocated periodically under execution…

Systems and Control · Electrical Eng. & Systems 2026-05-01 Nilavra Pathak , Smriti Shyamal , Prasant Mhasker , Christopher Swartz

In this paper, we propose a novel model predictive control (MPC) framework for output tracking that deals with partially unknown constraints. The MPC scheme optimizes over a learning and a backup trajectory. The learning trajectory aims to…

Optimization and Control · Mathematics 2022-05-10 Raffaele Soloperto , Ali Mesbah , Frank Allgöwer

Tight performance specifications in combination with operational constraints make model predictive control (MPC) the method of choice in various industries. As the performance of an MPC controller depends on a sufficiently accurate…

Systems and Control · Electrical Eng. & Systems 2020-06-09 Kim P. Wabersich , Melanie N. Zeilinger

The paper considers constrained linear systems with stochastic additive disturbances and noisy measurements transmitted over a lossy communication channel. We propose a model predictive control (MPC) law that minimizes a discounted cost…

Optimization and Control · Mathematics 2020-05-08 Shuhao Yan , Mark Cannon , Paul Goulart

We present a chance-constrained model predictive control (MPC) framework under Gaussian mixture model (GMM) uncertainty. Specifically, we consider the uncertainty that arises from predicting future behaviors of moving obstacles, which may…

Systems and Control · Electrical Eng. & Systems 2025-07-21 Kai Ren , Colin Chen , Hyeontae Sung , Heejin Ahn , Ian Mitchell , Maryam Kamgarpour

Periodic dynamical systems, distinguished by their repetitive behavior over time, are prevalent across various engineering disciplines. In numerous applications, particularly within industrial contexts, the implementation of model…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Jose A. Borja-Conde , Juan M. Nadales , Filiberto Fele , Daniel Limon

Model Predictive Control (MPC) offers a versatile framework for constraint handling and multi-objective optimisation, yet practical application faces challenges regarding initial and recursive feasibility, robustness against model…

Optimization and Control · Mathematics 2026-02-27 Dario Dennstädt

RBM-MPC is a computationally efficient variant of Model Predictive Control (MPC) in which the Random Batch Method (RBM) is used to speed up the finite-horizon optimal control problems at each iteration. In this paper, stability and…

Optimization and Control · Mathematics 2024-03-08 Daniël Veldman , Alexandra Borkowski , Enrique Zuazua

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

In this paper, we tackle the problem of risk-averse route planning in a transportation network with time-dependent and stochastic costs. To solve this problem, we propose an adaptation of the A* algorithm that accommodates any risk measure…

Artificial Intelligence · Computer Science 2017-01-04 Dajian Li , Paul Weng , Orkun Karabasoglu

Many robotics domains use some form of nonconvex model predictive control (MPC) for planning, which sets a reduced time horizon, performs trajectory optimization, and replans at every step. The actual task typically requires a much longer…

Robotics · Computer Science 2021-06-11 Avik Jain , Lawrence Chan , Daniel S. Brown , Anca D. Dragan

Approaches for stochastic nonlinear model predictive control (SNMPC) typically make restrictive assumptions about the system dynamics and rely on approximations to characterize the evolution of the underlying uncertainty distributions. For…

Robotics · Computer Science 2023-09-14 Adam Polevoy , Marin Kobilarov , Joseph Moore

We present a novel method to synthesize a terminal cost function for a nonlinear model predictive controller (MPC) through value function approximation using supervised learning. Existing methods enforce a descent property on the terminal…

Optimization and Control · Mathematics 2025-12-05 T. M. J. T. Baltussen , C. A. Orrico , A. Katriniok , W. P. M. H. Heemels , D. Krishnamoorthy