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This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model.…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Arash Bahari Kordabad , Mario Zanon , Sebastien Gros

State-of-the-art model-based Reinforcement Learning (RL) approaches either use gradient-free, population-based methods for planning, learned policy networks, or a combination of policy networks and planning. Hybrid approaches that combine…

Machine Learning · Computer Science 2026-05-25 Jonathan Spieler , Sven Behnke

Sampling-based model predictive control (MPC) algorithms, such as model predictive path integral (MPPI), enable approximate, gradient-free solutions to optimal control problems by drawing samples from a proposal distribution, evaluating…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Markus Walker , Marcel Reith-Braun , Daniel Frisch , Uwe D. Hanebeck

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

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

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

Model-based reinforcement learning has shown promise for improving sample efficiency and decision-making in complex environments. However, existing methods face challenges in training stability, robustness to noise, and computational…

Machine Learning · Computer Science 2024-10-08 Yutaka Shimizu , Masayoshi Tomizuka

This paper demonstrates the applicability of the safe model predictive control (SMPC) framework to autonomous driving scenarios, focusing on the design of adaptive cruise control (ACC) and automated lane-change systems. Building on the SMPC…

Systems and Control · Electrical Eng. & Systems 2025-05-12 Francesco Prignoli , Ying Shuai Quan , Mohammad Jeddi , Jonas Sjöberg , Paolo Falcone

Many practical applications of control require that constraints on the inputs and states of the system be respected, while optimizing some performance criterion. In the presence of model uncertainties or disturbances, for many control…

Optimization and Control · Mathematics 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Christoph Frei , Manfred Morari

We present a numerically efficient Nonlinear Model Predictive Control (NMPC) approach, called Set Membership based NMPC (SM-NMPC). In particular, a Set Membership method is used to derive from data an approximation and tight bounds on the…

Systems and Control · Electrical Eng. & Systems 2023-02-01 Mattia Boggio , Carlo Novara , Michele Taragna

Robotic cloth manipulation is a relevant challenging problem for autonomous robotic systems. Highly deformable objects as textile items can adopt multiple configurations and shapes during their manipulation. Hence, robots should not only…

Robotics · Computer Science 2022-09-21 Adrià Luque , David Parent , Adrià Colomé , Carlos Ocampo-Martinez , Carme Torras

We introduce Learning-Augmented Control (LAC), an approach that integrates untrusted machine learning predictions into the control of constrained, nonlinear dynamical systems. LAC is designed to achieve the "best-of-both-worlds" guarantees,…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Tongxin Li

Model predictive control (MPC) has become the most widely used advanced control method in process industry. In many cases, forecasts of the disturbances are available, e.g., predicted renewable power generation based on weather forecast.…

Systems and Control · Electrical Eng. & Systems 2022-06-08 Ryan McCloy , Lai Wei , Jie Bao

Approximate Bayesian Computation (ABC) methods are increasingly used for inference in situations in which the likelihood function is either computationally costly or intractable to evaluate. Extensions of the basic ABC rejection algorithm…

Computation · Statistics 2020-05-01 Umberto Simola , Jessica Cisewski-Kehe , Michael U. Gutmann , Jukka Corander

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…

Systems and Control · Computer Science 2020-07-15 Shuhao Yan , Paul Goulart , Mark Cannon

Linear Model Predictive Control (MPC) is a widely used method to control systems with linear dynamics. Efficient interior-point methods have been proposed which leverage the block diagonal structure of the quadratic program (QP) resulting…

Optimization and Control · Mathematics 2021-09-09 Kai Pfeiffer , Ludovic Righetti

Model-predictive-control (MPC) offers an optimal control technique to establish and ensure that the total operation cost of multi-energy systems remains at a minimum while fulfilling all system constraints. However, this method presumes an…

This paper proposes to decouple performance optimization and enforcement of asymptotic convergence in Model Predictive Control (MPC) so that convergence to a given terminal set is achieved independently of how much performance is optimized…

Systems and Control · Computer Science 2015-03-02 Alberto Bemporad , Daniele Bernardini , Panagiotis Patrinos

In this paper, we propose an online learning-based predictive control (LPC) approach designed for nonlinear systems that lack explicit system dynamics. Unlike traditional model predictive control (MPC) algorithms that rely on known system…

Optimization and Control · Mathematics 2025-03-17 Yuanqing Zhang , Huanshui Zhang

This paper provides a comprehensive tutorial on a family of Model Predictive Control (MPC) formulations, known as MPC for tracking, which are characterized by including an artificial reference as part of the decision variables in the…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Pablo Krupa , Johannes Köhler , Antonio Ferramosca , Ignacio Alvarado , Melanie N. Zeilinger , Teodoro Alamo , Daniel Limon