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In this paper, we propose a model predictive control (MPC) method for real-time intervention of spreading processes, such as epidemics and wildfire, over large-scale networks. The goal is to allocate budgeted resources each time step to…

Optimization and Control · Mathematics 2022-10-31 Ruigang Wang , Armaghan Zafar , Ian R. Manchester

Switched systems in which the manipulated control action is the time-depending switching signal describe many engineering problems, mainly related to biomedical applications. In such a context, to control the system means to select an…

Multiple chronic conditions (MCC) are one of the biggest challenges of modern times. The evolution of MCC follows a complex stochastic process that is influenced by a variety of risk factors, ranging from pre-existing conditions to…

This paper presents a scenario-based model predictive control (MPC) scheme designed to control an evolving pandemic via non-pharmaceutical intervention (NPIs). The proposed approach combines predictions of possible pandemic evolution to…

Systems and Control · Electrical Eng. & Systems 2025-06-24 Domagoj Herceg , Marco DellOro , Riccardo Bertollo , Fuminari Miura , Paul de Klaver , Valentina Breschi , Dinesh Krishnamoorthy , Mauro Salazar

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

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

We consider a change detection problem in which the arrival rate of a Poisson process changes suddenly at some unknown and unobservable disorder time. It is assumed that the prior distribution of the disorder time is known. The objective is…

Optimization and Control · Mathematics 2007-05-23 Erhan Bayraktar , Semih Sezer

Although the notion of diagnostic problem has been extensively investigated in the context of static systems, in most practical applications the behavior of the modeled system is significantly variable during time. The goal of the paper is…

Artificial Intelligence · Computer Science 2013-03-25 Luigi Portinale

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…

Optimization and Control · Mathematics 2023-08-23 Alireza Zolanvari , Ashish Cherukuri

This paper focuses on the design of time-invariant memoryless control policies for fully observed controlled Markov chains, with a finite state space. Safety constraints are imposed through a pre-selected set of forbidden states. A state is…

Systems and Control · Computer Science 2012-11-09 Eduardo Arvelo , Nuno C. Martins

Model predictive control (MPC) is an optimization-based control strategy with broad industrial adoption. Unfortunately, the required computation time to solve the receding-horizon MPC optimization problem can become prohibitively large for…

Systems and Control · Electrical Eng. & Systems 2024-10-24 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

Efficiently computing the optimal control policy concerning a complicated future with stochastic disturbance has always been a challenge. The predicted stochastic future disturbance can be represented by a scenario tree, but solving the…

Systems and Control · Electrical Eng. & Systems 2021-08-31 Ran Jing , Xiangrui Zeng

Stochastic model-predictive control (SMPC) has evolved to a powerful framework for the control of stochastic dynamical systems. SMPC utilizes a probabilistic uncertainty description to provide a systematic trade-off between the control…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Bendegúz Györök , Roland Tóth , Maarten Schoukens , Tamás Péni

Control charts have traditionally been used in industrial statistics, but are constantly seeing new areas of application, especially in the age of Industry 4.0. This paper introduces a new method, which is suitable for applications in the…

Applications · Statistics 2019-03-18 Balázs Dobi , András Zempléni

We propose a stochastic Model Predictive Control (MPC) framework that ensures closed-loop chance constraint satisfaction for linear systems with general sub-Gaussian process and measurement noise. By considering sub-Gaussian noise, we can…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Yunke Ao , Johannes Köhler , Manish Prajapat , Yarden As , Melanie Zeilinger , Philipp Fürnstahl , Andreas Krause

This paper presents a discrete time probabilistic dynamic for simulating a contact-based epidemic spreading based on discrete time Markov chain process, in particular the attention is addressed to the susceptible-infectious-removed (SIR)…

Physics and Society · Physics 2017-12-22 Fabrizio Angaroni

Treatment switching is a common occurrence in the management of Multiple Sclerosis (MS), where patients transition across various disease-modifying therapies (DMTs) due to heterogeneous treatment responses, differences in disease…

Methodology · Statistics 2026-04-16 Beomchang Kim , Zongqi Xia , Priyam Das

Gaussian process (GP) regression has been widely used in supervised machine learning due to its flexibility and inherent ability to describe uncertainty in function estimation. In the context of control, it is seeing increasing use for…

Systems and Control · Computer Science 2020-01-01 Lukas Hewing , Juraj Kabzan , Melanie N. Zeilinger
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