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Model predictive control (MPC) is an effective method for controlling robotic systems, particularly autonomous aerial vehicles such as quadcopters. However, application of MPC can be computationally demanding, and typically requires…

Machine Learning · Computer Science 2016-02-17 Tianhao Zhang , Gregory Kahn , Sergey Levine , Pieter Abbeel

Model predictive control (MPC) is a popular strategy for urban traffic management that is able to incorporate physical and user defined constraints. However, the current MPC methods rely on finite horizon predictions that are unable to…

Systems and Control · Computer Science 2016-02-03 Sadra Sadraddini , Calin Belta

With the simultaneous rise of energy costs and demand for cloud computing, efficient control of data centers becomes crucial. In the data center control problem, one needs to plan at every time step how many servers to switch on or off in…

Performance · Computer Science 2018-01-25 Paul Weng , Zeqi Qiu , John Costanzo , Xiaoqi Yin , Bruno Sinopoli

This paper considers the portfolio management problem of optimal investment, consumption and life insurance. We are concerned with time inconsistency of optimal strategies. Natural assumptions, like different discount rates for consumption…

Optimization and Control · Mathematics 2011-07-25 Ivar Ekeland , Oumar Mbodji , Traian A. Pirvu

This paper presents a reactive controller for planar manipulation tasks that leverages machine learning to achieve real-time performance. The approach is based on a Model Predictive Control (MPC) formulation, where the goal is to find an…

Robotics · Computer Science 2018-09-05 Francois Robert Hogan , Eudald Romo Grau , Alberto Rodriguez

A model predictive control (MPC) scheme for a permanent-magnet synchronous motor (PMSM) is presented. The torque controller optimizes a quadratic cost consisting of control error and machine losses repeatedly, accounting the voltage and…

Systems and Control · Computer Science 2013-01-01 Jean-Francois Stumper , Alexander Dötlinger , Ralph Kennel

We present a model predictive control (MPC) framework to solve the constrained nonlinear output regulation problem. The main feature of the proposed framework is that the application does not require the solution to classical regulator…

Systems and Control · Electrical Eng. & Systems 2021-06-02 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Manufacturing processes are inherently dynamic and uncertain, with varying parameters and nonlinear behaviors, making robust control essential for maintaining quality and reliability. Traditional control methods often fail under these…

Systems and Control · Electrical Eng. & Systems 2025-11-25 Suk Ki Lee , Ronnie F. P. Stone , Max Gao , Wenlong Zhang , Zhenghui Sha , Hyunwoong Ko

In this work, we consider the optimal portfolio selection problem under hard constraints on trading volume amounts when the dynamics of the risky asset returns are governed by a discrete-time approximation of the Markov-modulated geometric…

Portfolio Management · Quantitative Finance 2014-10-07 Vladimir Dombrovskii , Tatyana Obyedko

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

Model predictive control (MPC) is increasingly being considered for control of fast systems and embedded applications. However, the MPC has some significant challenges for such systems. Its high computational complexity results in high…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Eivind Bøhn , Sebastien Gros , Signe Moe , Tor Arne Johansen

For the application of MPC design in on-line regulation or tracking control problems, several studies have attempted to develop an accurate model, and realize adequate uncertainty description of linear or non-linear plants of the processes.…

Optimization and Control · Mathematics 2019-04-03 Yuanqiang Zhou , Dewei Li , Yugeng Xi , Zhongxue Gan

In this paper, we consider a self-triggered formulation of model predictive control. In this variant, the controller decides at the current sampling instant itself when the next sample should be taken and the optimization problem be solved…

Systems and Control · Electrical Eng. & Systems 2020-05-11 Stefan Wildhagen , Colin N. Jones , Frank Allgöwer

The cost of the power distribution infrastructures is driven by the peak power encountered in the system. Therefore, the distribution network operators consider billing consumers behind a common transformer in the function of their peak…

Systems and Control · Electrical Eng. & Systems 2022-04-01 Wenqi Cai , Hossein N. Esfahani , Arash B. Kordabad , Sébastien Gros

We study risk-aware linear policy approximations for the optimal operation of an energy system with stochastic wind power, storage, and limited fuel. The resulting problem is a sequential decision-making problem with rolling forecasts. In…

Systems and Control · Electrical Eng. & Systems 2024-07-19 Thomas Mortimer , Robert Mieth

Model-based policy optimization often struggles with inaccurate system dynamics models, leading to suboptimal closed-loop performance. This challenge is especially evident in Model Predictive Control (MPC) policies, which rely on the model…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Riccardo Zuliani , Efe C. Balta , John Lygeros

Model predictive control (MPC) is an optimal control strategy where control input calculation is based on minimizing the predicted tracking error over a finite horizon that moves with time. This strategy has an advantage over conventional…

Systems and Control · Electrical Eng. & Systems 2021-12-28 Joseph Chai , Eran Medagoda , Erkan Kayacan

The paper considers the optimal control problem of inventory of a discrete product in regeneration scheme with a Poisson flow of customer requirements. In the system deferred demand is allowed, the volume of which is limited by a given…

Optimization and Control · Mathematics 2020-01-31 P. V. Shnurkov , N. A. Vakhtanov

Solving complex optimal control problems have confronted computational challenges for a long time. Recent advances in machine learning have provided us with new opportunities to address these challenges. This paper takes model predictive…

Optimization and Control · Mathematics 2022-07-21 Weinan E , Jiequn Han , Jihao Long

We study the optimal investment-consumption problem for a member of defined contribution plan during the decumulation phase. For a fixed annuitization time, to achieve higher final annuity, we consider a variable consumption rate. Moreover,…

Portfolio Management · Quantitative Finance 2020-08-18 Hassan Dadashi
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