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This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…

Systems and Control · Computer Science 2020-07-15 Shuhao Yan , Paul Goulart , Mark Cannon

In model-predictive control (MPC), achieving the best closed-loop performance under a given computational resource is the underlying design consideration. This paper analyzes the MPC design problem with control performance and required…

Optimization and Control · Mathematics 2016-04-25 Vincent Bachtiar , Chris Manzie , William H. Moase , Eric C. Kerrigan

We investigate model predictive control (MPC) formulations for linear systems subject to i.i.d. stochastic disturbances with bounded support and chance constraints. Existing stochastic MPC formulations with closed-loop guarantees can be…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Johannes Köhler , Ferdinand Geuss , Melanie N. Zeilinger

A Learning Model Predictive Controller (LMPC) for linear system in presented. The proposed controller is an extension of the LMPC [1] and it aims to decrease the computational burden. The control scheme is reference-free and is able to…

Optimization and Control · Mathematics 2019-10-31 Ugo Rosolia , Francesco Borrelli

To address feasibility issues in model predictive control (MPC), most implementations relax state constraints by using slack variables and adding a penalty to the cost. We propose an alternative strategy: relaxing the initial state…

Optimization and Control · Mathematics 2026-02-18 Johannes Köhler , Melanie N. Zeilinger

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 a stochastic model predictive controller (SMPC) for linear time-invariant systems in the presence of additive disturbances. The distribution of the disturbance is unknown and is assumed to have a bounded support. A…

Systems and Control · Electrical Eng. & Systems 2022-10-03 Hotae Lee , Monimoy Bujarbaruah , Francesco Borrelli

Nonlinear dynamics and safety constraints typically result in a nonlinear programming problem when applying model predictive control to achieve safe output consensus. To avoid the heavy computational burden of solving a nonlinear…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Chao Wang , Shuyuan Zhang , Lei Wang

In this paper, we present Robust Model Predictive Control (MPC) problems with adjustable uncertainty sets. In contrast to standard Robust MPC problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional…

Optimization and Control · Mathematics 2018-09-21 Yeojun Kim , Xiaojing Zhang , Jacopo Guanetti , Francesco Borrelli

Suboptimal model predictive control is a technique that can reduce the computational cost of model predictive control (MPC) by exploiting its robustness to incomplete optimization. Instead of solving the optimal control problem exactly,…

Systems and Control · Computer Science 2019-05-08 Dominic Liao-McPherson , Marco Nicotra , Ilya Kolmanovsky

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

To provide robustness of distributed model predictive control (DMPC), this work proposes a robust DMPC formulation for discrete-time linear systems subject to unknown-but-bounded disturbances. Taking advantage of the structure of certain…

Systems and Control · Electrical Eng. & Systems 2021-03-10 Ye Wang , Chris Manzie

Robotic manipulators are essential for future autonomous systems, yet limited trust in their autonomy has confined them to rigid, task-specific systems. The intricate configuration space of manipulators, coupled with the challenges of…

Robotics · Computer Science 2024-08-13 Itamar Mishani , Hayden Feddock , Maxim Likhachev

This paper introduces an uncertainty compensation-based robust adaptive model predictive control (MPC) framework for linear systems with nonlinear time-varying uncertainties. The framework integrates an L1 adaptive controller to compensate…

Systems and Control · Electrical Eng. & Systems 2026-03-20 Ran Tao , Pan Zhao , Ilya Kolmanovsky , Naira Hovakimyan

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

In this paper, we propose a combined Magnitude Saturated Adaptive Control (MSAC)-Model Predictive Control (MPC) approach to linear quadratic tracking optimal control problems with parametric uncertainties and input saturation. The proposed…

Optimization and Control · Mathematics 2023-03-14 Sunbochen Tang , Anuradha M. Annaswamy

In this paper, we provide non-averaged and transient performance guarantees for recently developed, tube-based robust economic model predictive control (MPC) schemes. In particular, we consider both tube-based MPC schemes with and without…

Systems and Control · Electrical Eng. & Systems 2022-05-17 Christian Klöppelt , Lukas Schwenkel , Frank Allgöwer , Matthias A. Müller

The closed-loop performance of model predictive controllers (MPCs) is sensitive to the choice of prediction models, controller formulation, and tuning parameters. However, prediction models are typically optimized for prediction accuracy…

Systems and Control · Electrical Eng. & Systems 2020-11-25 Farshud Sorourifar , Georgios Makrygirgos , Ali Mesbah , Joel A. Paulson

Faster, cheaper, and more power efficient optimization solvers than those currently offered by general-purpose solutions are required for extending the use of model predictive control (MPC) to resource-constrained embedded platforms. We…

Systems and Control · Computer Science 2017-10-13 Juan L. Jerez , Paul J. Goulart , Stefan Richter , George A. Constantinides , Eric C. Kerrigan , Manfred Morari

Model predictive control (MPC) is promising for fueling and core density feedback control in nuclear fusion tokamaks, where the primary actuators, frozen hydrogen fuel pellets fired into the plasma, are discrete. Previous density feedback…

Systems and Control · Electrical Eng. & Systems 2023-06-02 Christopher A. Orrico , Matthijs van Berkel , Thomas O. S. J. Bosman , W. P. M. H. Heemels , Dinesh Krishnamoorthy