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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 comment presents the results of using chance-constrained model predictive control (MPC) to solve a one-horizon benchmark collision avoidance problem.

Robotics · Computer Science 2020-06-05 Hai Zhu , Javier Alonso-Mora

Handling model mismatch is a common challenge in model predictive control (MPC). While robust MPC is effective, its conservatism often makes it less desirable. Certainty-equivalence MPC (CE-MPC), which uses a nominal model, offers an…

Optimization and Control · Mathematics 2026-02-10 Changrui Liu , Shengling Shi , Bart De Schutter

We propose model-plant mismatch learning offset-free model predictive control (MPC), which learns and applies the intrinsic model-plant mismatch, to effectively exploit the advantages of model-based and data-driven control strategies and…

Systems and Control · Electrical Eng. & Systems 2020-12-15 Sang Hwan Son , Jong Woo Kim , Tae Hoon Oh , Jong Min Lee

We propose an adaptive Model Predictive Safety Certification (MPSC) scheme for learning-based control of linear systems with bounded disturbances and uncertain parameters where the true parameters are contained within an a priori known set…

Systems and Control · Electrical Eng. & Systems 2021-09-30 Alexandre Didier , Kim P. Wabersich , Melanie N. Zeilinger

The reinforcement learning (RL) and model predictive control (MPC) communities have developed vast ecosystems of theoretical approaches and computational tools for solving optimal control problems. Given their conceptual similarities but…

Machine Learning · Computer Science 2025-09-04 Nathan P. Lawrence , Thomas Banker , Ali Mesbah

Cloud computing creates new possibilities for control applications by offering powerful computation and storage capabilities. In this paper, we propose a novel cloud-assisted model predictive control (MPC) framework in which we…

Systems and Control · Electrical Eng. & Systems 2021-06-22 Nan Li , Kaixiang Zhang , Zhaojian Li , Vaibhav Srivastava , Xiang Yin

This paper presents an adaptive horizon multi-stage model-predictive control (MPC) algorithm. It establishes appropriate criteria for recursive feasibility and robust stability using the theory of input-to-state practical stability (ISpS).…

Optimization and Control · Mathematics 2023-06-23 Zawadi Mdoe , Dinesh Krishnamoorthy , Johannes Jäschke

Learning Model Predictive Control (LMPC) improves performance on iterative tasks by leveraging data from previous executions. At each iteration, LMPC constructs a sampled safe set from past trajectories and uses it as a terminal constraint,…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Wataru Hashimoto , Kazumune Hashimoto

This paper proposes an MPC-based controller to efficiently execute multiple hierarchical tasks for underactuated and constrained robotic systems. Existing task-space controllers or whole-body controllers solve instantaneous optimization…

Robotics · Computer Science 2020-09-15 Jaemin Lee , Seung Hyeon Bang , Efstathios Bakolas , Luis Sentis

A supervised learning framework is proposed to approximate a model predictive controller (MPC) with reduced computational complexity and guarantees on stability and constraint satisfaction. The framework can be used for a wide class of…

Systems and Control · Computer Science 2018-06-13 Michael Hertneck , Johannes Köhler , Sebastian Trimpe , Frank Allgöwer

This letter is devoted to the concept of ``instant'' model predictive control (iMPC) for linear systems. An optimization problem is formulated to express the finite-time constrained optimal regulation control, like conventional MPC. Then,…

Systems and Control · Computer Science 2020-03-11 Keisuke Yoshida , Masaki Inoue , Takeshi Hatanaka

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 tool for controlling highly dynamic robotic systems subject to complex constraints. However, MPC is computationally demanding, and is often impractical to implement on small, resource-constrained…

Robotics · Computer Science 2025-08-14 Anoushka Alavilli , Khai Nguyen , Sam Schoedel , Brian Plancher , Zachary Manchester

Model-based optimization approaches for monitoring and control, such as model predictive control and optimal state and parameter estimation, have been used for decades in many engineering applications. Models describing the dynamics,…

Systems and Control · Electrical Eng. & Systems 2022-03-31 Johannes Pohlodek , Bruno Morabito , Christian Schlauch , Pablo Zometa , Rolf Findeisen

Minimum Attention Control (MAC) is a control technique that provides minimal input changes to meet the control objective. Mathematically, the zero norm of the input changes is used as a constraint for the given control objective and…

Systems and Control · Electrical Eng. & Systems 2025-07-31 Ganesh Teja Theertham , Santhosh Kumar Varanasi , Phanindra Jampana

Harmonic model predictive control (HMPC) is a model predictive control (MPC) formulation which displays several benefits over other MPC formulations, especially when using a small prediction horizon. These benefits, however, come at the…

Optimization and Control · Mathematics 2022-11-16 Pablo Krupa , Daniel Limon , Alberto Bemporad , Teodoro Alamo

Plain reinforcement learning (RL) may be prone to loss of convergence, constraint violation, unexpected performance, etc. Commonly, RL agents undergo extensive learning stages to achieve acceptable functionality. This is in contrast to…

Dynamical Systems · Mathematics 2021-08-25 Pavel Osinenko , Dmitrii Dobriborsci

Motion Cueing Algorithms (MCAs) encode the movement of simulated vehicles into movement that can be reproduced with a motion simulator to provide a realistic driving experience within the capabilities of the machine. This paper introduces a…

Robotics · Computer Science 2025-04-11 Camilo Gonzalez Arango , Houshyar Asadi , Mohammad Reza Chalak Qazani , Chee Peng Lim

Nonlinear model predictive control (NMPC) is typically restricted to short, finite horizons to limit the computational burden of online optimization. As a result, global planning frameworks are frequently necessary to avoid local minima…

Robotics · Computer Science 2025-06-11 Adam Polevoy , Mark Gonzales , Marin Kobilarov , Joseph Moore
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