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We propose a stochastic model predictive control (SMPC) framework for a broad class of unconstrained controlled stochastic differential equations (SDEs) and establish its mean-square exponential stability in the infinite-horizon limit. At…

Optimization and Control · Mathematics 2025-12-04 Qi Lü , Bowen Ma , Enrique Zuazua

We present Shrinking Horizon Model Predictive Control (SHMPC) for discrete-time linear systems with Signal Temporal Logic (STL) specification constraints under stochastic disturbances. The control objective is to maximize an optimization…

Systems and Control · Computer Science 2017-05-08 Samira S. Farahani , Rupak Majumdar , Vinayak Prabhu , Sadegh Esmaeil Zadeh Soudjani

In the realm of control systems, model predictive control (MPC) has exhibited remarkable potential; however, its reliance on accurate models and substantial computational resources has hindered its broader application, especially within…

Systems and Control · Electrical Eng. & Systems 2025-04-14 Amin Vahidi-Moghaddam , Kaian Chen , Kaixiang Zhang , Zhaojian Li , Yan Wang , Kai Wu

Model Predictive Control (MPC) is a classic tool for optimal control of complex, real-world systems. Although it has been successfully applied to a wide range of challenging tasks in robotics, it is fundamentally limited by the prediction…

Robotics · Computer Science 2021-04-08 Nathan Hatch , Byron Boots

Nonlinear model predictive control (NMPC) has gained widespread use in many applications. Its formulation traditionally involves repetitively solving a nonlinear constrained optimization problem online. In this paper, we investigate NMPC…

Systems and Control · Electrical Eng. & Systems 2022-05-11 Iman Askari , Shen Zeng , Huazhen Fang

Based on our recent research on neural heuristic quantization systems, we propose an emulation problem consistent with the neuromimetic paradigm. This optimal quantization problem can be solved with model predictive control (MPC) by…

Systems and Control · Electrical Eng. & Systems 2023-05-08 Zexin Sun , John Baillieul

We present a stochastic model predictive control (MPC) framework for central heating, ventilation, and air conditioning (HVAC) plants. The framework uses real data to forecast and quantify uncertainty of disturbances affecting the system…

Optimization and Control · Mathematics 2020-02-25 Ranjeet Kumar , Michael J. Wenzel , Mohammad N. ElBsat , Michael J. Risbeck , Kirk H. Drees , Victor M. Zavala

This paper proposes an off-line algorithm, called Recurrent Model Predictive Control (RMPC), to solve general nonlinear finite-horizon optimal control problems. Unlike traditional Model Predictive Control (MPC) algorithms, it can make full…

Systems and Control · Electrical Eng. & Systems 2021-02-24 Zhengyu Liu , Jingliang Duan , Wenxuan Wang , Shengbo Eben Li , Yuming Yin , Ziyu Lin , Qi Sun , Bo Cheng

Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…

Systems and Control · Computer Science 2016-05-13 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

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

Nonlinear receding horizon model predictive control is a powerful approach to controlling nonlinear dynamical systems. However, typical approaches that use the Jacobian, adjoint, and forward-backward passes may lose fidelity and efficacy…

Systems and Control · Electrical Eng. & Systems 2023-05-23 Erina Yamaguchi , Sai Ravela

Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Aren Karapetyan , Efe C. Balta , Andrea Iannelli , John Lygeros

By optimizing the predicted performance over a receding horizon, model predictive control (MPC) provides the ability to enforce state and control constraints. The present paper considers an extension of MPC for nonlinear systems that can be…

Systems and Control · Electrical Eng. & Systems 2023-09-29 Mohammadreza Kamaldar , Dennis S. Bernstein

Model Predictive Control (MPC) can efficiently control constrained systems in real-time applications. MPC feedback law for a linear system with linear inequality constraints can be explicitly computed off-line, which results in an off-line…

Systems and Control · Computer Science 2016-06-13 Andrew Knyazev , Peizhen Zhu , Stefano Di Cairano

This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…

Systems and Control · Computer Science 2018-12-03 Monimoy Bujarbaruah , Xiaojing Zhang , Francesco Borrelli

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

Common approaches for direct model predictive control (MPC) for current reference tracking in power electronics suffer from the high computational complexity encountered when solving integer optimal control problems over long prediction…

Optimization and Control · Mathematics 2016-06-28 Bartolomeo Stellato , Tobias Geyer , Paul J. Goulart

Control of non-condensing non-ideal-gas power cycles is challenging because their output power dynamics depend on complex system interactions, non-ideal-gas effects complicate turbomachinery behavior, and state constraints must be…

Systems and Control · Electrical Eng. & Systems 2021-08-30 Viv Bone , Michael Kearney , Ingo Jahn

Decision making in advanced driver assistance systems involves in general the estimated trajectories of the surrounding objects. Multiple object tracking refers to the process of estimating in real time these trajectories, leveraging for…

Robotics · Computer Science 2023-05-03 Sourav Sinha , Mazen Farhood
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