Related papers: A Tax-Efficient Model Predictive Control Policy fo…
This paper studies an optimal control problem for an adoption-opinion model that couples innovation adoption with opinion formation on a multilayer network. Adoption spreads through social contagion and perceived benefits, while opinions…
We consider the holder of an individual tontine retirement account, with maximum and minimum withdrawal amounts (per year) specified. The tontine account holder initiates the account at age 65, and earns mortality credits while alive, but…
The contribution of this paper is a framework for training and evaluation of Model Predictive Control (MPC) implemented using constrained neural networks. Recent studies have proposed to use neural networks with differentiable convex…
The increasing difficulties in financing the welfare state and in particular public retirement pensions have been one of the outcomes both of the decrease of fertility and birth rates combined with the increase of life expectancy. The…
A comprehensive approach addressing identification and control for learningbased Model Predictive Control (MPC) for linear systems is presented. The design technique yields a data-driven MPC law, based on a dataset collected from the…
Model predictive control (MPC) has become increasingly popular for the control of robot manipulators due to its improved performance compared to instantaneous control approaches. However, tuning these controllers remains a considerable…
The expansion in automation of increasingly fast applications and low-power edge devices poses a particular challenge for optimization based control algorithms, like model predictive control. Our proposed machine-learning supported approach…
Periodic operation often emerges as the economically optimal mode in industrial processes, particularly under varying economic or environmental conditions. This paper proposes a robust model predictive control (MPC) framework for uncertain…
The core of the Model Predictive Control (MPC) method in every step of the algorithm consists in solving a time-dependent optimization problem on the prediction horizon of the MPC algorithm, and then to apply a portion of the optimal…
Motivated by an energy efficient building application, we want to optimize a quadratic cost functional subject to the Boussinesq approximation of the Navier-Stokes equations and to bilateral state and control constraints. Since the…
Currently, pension providers are running into trouble mainly due to the ultra-low interest rates and the guarantees associated to some pension benefits. With the aim of reducing the pension volatility and providing adequate pension levels…
Model Predictive Control (MPC) is often tuned by trial and error. When a baseline linear controller exists that is already well tuned in the absence of constraints and MPC is introduced to enforce them, one would like to avoid altering the…
Model predictive control (MPC) is widely used for motion planning, particularly in autonomous driving. Real-time capability of the planner requires utilizing convex approximation of optimal control problems (OCPs) for the planner. However,…
An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data, modeling and forecasting can be taken place in two routes. On the one hand, we can first truncate the available data to…
Model Predictive Control (MPC) is a well-established approach to solve infinite horizon optimal control problems. Since optimization over an infinite time horizon is generally infeasible, MPC determines a suboptimal feedback control by…
In this paper, we study a stochastic optimal control problem with stochastic volatility. We prove the sufficient and necessary maximum principle for the proposed problem. Then we apply the results to solve an investment, consumption and…
There is a widespread intuition that model-based control methods should be able to surpass the data efficiency of model-free approaches. In this paper we attempt to evaluate this intuition on various challenging locomotion tasks. We take a…
This work presents an explicit-implicit procedure to compute a model predictive control (MPC) law with guarantees on recursive feasibility and asymptotic stability. The approach combines an offline-trained fully-connected neural network…
Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…
Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…