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This paper proposes a novel robust Model Predictive Control (MPC) scheme for linear discrete-time systems affected by model uncertainty described by interval matrices. The key feature of the proposed method is a bound on the uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-02-20 Renato Quartullo , Andrea Garulli , Mirko Leomanni

In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Fengjiao Liu , George Rapakoulias , Panagiotis Tsiotras

Computationally efficient nonlinear model predictive control relies on elaborate discrete-time optimal control problem (OCP) formulations trading off accuracy with respect to the continuous-time problem and associated computational burden.…

Optimization and Control · Mathematics 2024-08-15 Jonathan Frey , Katrin Baumgärtner , Gianluca Frison , Moritz Diehl

Stand-alone direct current (DC) microgrids may belong to different owners and adopt various control strategies. This brings great challenge to its optimal operation due to the difficulty of implementing a unified control. This paper…

Systems and Control · Computer Science 2017-06-09 Zhaojian Wang , Feng Liu , Ying Chen , Steven Low , Shengwei Mei

We investigate the suboptimality resulting from the application of nominal model predictive control (MPC) to a nonlinear discrete time stochastic system. The suboptimality is defined with respect to the corresponding stochastic optimal…

Optimization and Control · Mathematics 2024-05-14 Florian Messerer , Katrin Baumgärtner , Sergio Lucia , Moritz Diehl

In this paper it is established that any jointly controllable, jointly observable, multi-channel, discrete or continuous time linear system with a strongly connected neighbor (communication) graph can be exponentially stabilized with any…

Systems and Control · Electrical Eng. & Systems 2022-12-02 Fengjiao Liu , Lili Wang , Daniel Fullmer , A. Stephen Morse

Prior work on automatic control synthesis for cyber-physical systems under logical constraints has primarily focused on environmental disturbances or modeling uncertainties, however, the impact of deliberate and malicious attacks has been…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Luyao Niu , Andrew Clark

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

This paper develops a distributed model predictive control (DMPC) strategy for a class of discrete-time linear systems with consideration of globally coupled constraints. The DMPC under study is based on the dual problem concerning all…

Optimization and Control · Mathematics 2019-07-25 Yanxu Su , Yang Shi , Changyin Sun

In real-world problems, uncertainties (e.g., errors in the measurement, precision errors) often lead to poor performance of numerical algorithms when not explicitly taken into account. This is also the case for control problems, where…

Optimization and Control · Mathematics 2020-12-18 Carlos Ignacio Hernández Castellanos , Sina Ober-Blöbaum , Sebastian Peitz

This paper focuses on the optimal coverage problem (OCP) for multi-agent systems with a decentralized optimization mechanism. A game based distributed decision-making method for the multi-agent OCP is proposed to address the high…

Systems and Control · Electrical Eng. & Systems 2026-01-08 Zixin Feng , Wenchao Xue , Yifen Mu , Ming Wei , Bin Meng , Wei Cui

In this paper we consider a general, challenging distributed optimization set-up arising in several important network control applications. Agents of a network want to minimize the sum of local cost functions, each one depending on a local…

Systems and Control · Computer Science 2018-06-15 Ivano Notarnicola , Giuseppe Notarstefano

This paper deals with the finite horizon optimal control problem for discrete-time Markov jump linear system with input delay. The correlation among the jumping parameters and the input delay are considered simultaneously, which forms the…

Optimization and Control · Mathematics 2018-08-22 Chunyan Han , Hongdan Li , Huanshui Zhang

Distributed Pseudo-tree Optimization Procedure (DPOP) is a well-known message passing algorithm that has been used to provide optimal solutions of Distributed Constraint Optimization Problems (DCOPs) -- a framework that is designed to…

Multiagent Systems · Computer Science 2019-09-17 Mashrur Rashik , Md. Musfiqur Rahman , Md. Mamun-or-Rashid , Md. Mosaddek Khan

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

Model Predictive Control (MPC) has shown the great performance of target optimization and constraint satisfaction. However, the heavy computation of the Optimal Control Problem (OCP) at each triggering instant brings the serious delay from…

Robotics · Computer Science 2021-03-18 Yu Luo , Mingxuan Jing , Tianying Ji , Fuchun Sun , Huaping Liu

Optimal control synthesis in stochastic systems with respect to quantitative temporal logic constraints can be formulated as linear programming problems. However, centralized synthesis algorithms do not scale to many practical systems. To…

Systems and Control · Computer Science 2015-03-26 Jie Fu , Shuo Han , Ufuk Topcu

The Distributed Constraint Optimization Problem (DCOP) formulation is a powerful tool to model multi-agent coordination problems that are distributed by nature. The formulation is suitable for problems where variables are discrete and…

Multiagent Systems · Computer Science 2020-05-28 Khoi D. Hoang , William Yeoh , Makoto Yokoo , Zinovi Rabinovich

We study policy optimization problems for deterministic Markov decision processes (MDPs) with metric state and action spaces, which we refer to as Metric Policy Optimization Problems (MPOPs). Our goal is to establish theoretical results on…

Optimization and Control · Mathematics 2022-07-14 Victor D. Dorobantu , Kamyar Azizzadenesheli , Yisong Yue

In model predictive control (MPC), an optimal control problem (OCP) is solved for the current state and the first input of the solution, the optimal feedback law, is applied to the system. This procedure requires to solve the OCP in every…

Optimization and Control · Mathematics 2020-09-10 Ruth Mitze , Raphael Dyrska , Kai König , Martin Mönnigmann
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