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Model Predictive Control (MPC) has established itself as the primary methodology for constrained control, enabling autonomy across diverse applications. While model fidelity is crucial in MPC, solving the corresponding optimization problem…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Lukas Schroth , Daniel Morton , Amon Lahr , Daniele Gammelli , Andrea Carron , Marco Pavone

We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…

Systems and Control · Computer Science 2019-01-23 Lukas Hewing , Kim P. Wabersich , Melanie N. Zeilinger

This paper proposes an approach, Spectral Dynamics Embedding Control (SDEC), to optimal control for nonlinear stochastic systems. This method reveals an infinite-dimensional feature representation induced by the system's nonlinear…

Machine Learning · Computer Science 2025-08-27 Zhaolin Ren , Tongzheng Ren , Haitong Ma , Na Li , Bo Dai

We consider the problem of optimizing the economic performance of nonlinear constrained systems subject to uncertain time-varying parameters and bounded disturbances. In particular, we propose an adaptive economic model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Maximilian Degner , Raffaele Soloperto , Melanie N. Zeilinger , John Lygeros , Johannes Köhler

This paper presents a stochastic model predictive control (SMPC) algorithm for linear systems subject to additive Gaussian mixture disturbances, with the goal of satisfying chance constraints. We focus on a special case where each Gaussian…

Systems and Control · Electrical Eng. & Systems 2025-06-25 Maico H. W. Engelaar , Micha P. P. Swaanen , Mircea Lazar , Sofie Haesaert

This paper studies the extremum seeking control (ESC) problem for a class of constrained nonlinear systems. Specifically, we focus on a family of constraints allowing to reformulate the original nonlinear system in the so-called…

Optimization and Control · Mathematics 2021-03-24 Shuai Yuan , Filippo Fabiani , Simone Baldi

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

Optimization and Control · Mathematics 2016-05-04 Ashkan Jasour , Constantino Lagoa

Scenario generation is an effective data-driven method for solving chance-constrained optimization while ensuring desired risk guarantees with a finite number of samples. Crucial challenges in deploying this technique in the real world…

Optimization and Control · Mathematics 2024-01-04 Qian Zhang , Apurv Shukla , Le Xie

This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Marcell Bartos , Alexandre Didier , Jerome Sieber , Johannes Köhler , Melanie N. Zeilinger

The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and…

Optimization and Control · Mathematics 2023-03-03 Mohammad S. Ramadan , Robert R. Bitmead , Ke Huang

This paper presents a stochastic, model predictive control (MPC) algorithm that leverages short-term probabilistic forecasts for dispatching and rebalancing Autonomous Mobility-on-Demand systems (AMoD, i.e. fleets of self-driving vehicles).…

Systems and Control · Computer Science 2018-05-07 Matthew Tsao , Ramon Iglesias , Marco Pavone

This paper presents a Distributed Stochastic Model Predictive Control algorithm for networks of linear systems with multiplicative uncertainties and local chance constraints on the states and control inputs. The chance constraints are…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Mohammad S. Ramadan , Mohammad Alsuwaidan , Ahmed Atallah , Sylvia Herbert

Extremum seeking control (ESC) are optimization algorithms in continuous time, with model-based ESCs using true derivative information of the cost function and model-free ESCs utilizing perturbation-based estimates instead. Stability…

Optimization and Control · Mathematics 2025-07-22 Patrick McNamee , Zahra Nili Ahmadabadi , Mirslav Krstić

Economic model predictive control (EMPC) has attracted significant attention in recent years and is recognized as a promising advanced process control method for the next generation smart manufacturing. It can lead to improving economic…

Systems and Control · Electrical Eng. & Systems 2021-06-22 Zhiyinan Huang , Qinyao Liu , Jinfeng Liu , Biao Huang

This paper presents a longitudinal slip control system for a rear-wheel-driven electric endurance race car. The control system integrates Model Predictive Control (MPC) with Extremum Seeking Control (ESC) to optimize the traction and…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Wytze de Vries , Jorn van Kampen , Mauro Salazar

Extremum Seeking Control (ESC) is a well-known set of continuous time algorithms for model-free optimization of a cost function. One issue for ESCs is the convergence rates of parameters to extrema of unknown cost functions. The local…

Optimization and Control · Mathematics 2024-09-20 Patrick McNamee , Zahra Nili Ahmadabadi

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

In this paper, a safe and learning-based control framework for model predictive control (MPC) is proposed to optimize nonlinear systems with a non-differentiable objective function under uncertain environmental disturbances. The control…

Robotics · Computer Science 2022-02-22 Lei Zheng , Rui Yang , Zhixuan Wu , Jiesen Pan , Hui Cheng

We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…

Optimization and Control · Mathematics 2024-02-06 Alessandro Balata , Michael Ludkovski , Aditya Maheshwari , Jan Palczewski
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