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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

Tight performance specifications in combination with operational constraints make model predictive control (MPC) the method of choice in various industries. As the performance of an MPC controller depends on a sufficiently accurate…

Systems and Control · Electrical Eng. & Systems 2020-06-09 Kim P. Wabersich , Melanie N. Zeilinger

Applying nonlinear model predictive control (NMPC) to systems with hybrid dynamics or discrete actions typically yields mixed-integer nonlinear programs (MINLPs), whose real-time solution remains a major challenge and limits the…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Christopher Anthony Orrico , W. P. M. H. Heemels , Dinesh Krishnamoorthy

We show how a posteriori goal oriented error estimation can be used to efficiently solve the subproblems occurring in a Model Predictive Control (MPC) algorithm. In MPC, only an initial part of a computed solution is implemented as a…

Optimization and Control · Mathematics 2022-03-02 Lars Grüne , Manuel Schaller , Anton Schiela

The recent increase in data availability and reliability has led to a surge in the development of learning-based model predictive control (MPC) frameworks for robot systems. Despite attaining substantial performance improvements over their…

Robotics · Computer Science 2023-08-02 Kong Yao Chee , Thales C. Silva , M. Ani Hsieh , George J. Pappas

A model predictive control (MPC) scheme for a permanent-magnet synchronous motor (PMSM) is presented. The torque controller optimizes a quadratic cost consisting of control error and machine losses repeatedly, accounting the voltage and…

Systems and Control · Computer Science 2013-01-01 Jean-Francois Stumper , Alexander Dötlinger , Ralph Kennel

A dual adaptive model predictive control (MPC) algorithm is presented for linear, time-invariant systems subject to bounded disturbances and parametric uncertainty in the state-space matrices. Online set-membership identification is…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

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

Being the most classical generative model for serial data, state-space models (SSM) are fundamental in AI and statistical machine learning. In SSM, any form of parameter learning or latent state inference typically involves the computation…

Machine Learning · Statistics 2024-07-04 Alessandro Mastrototaro , Jimmy Olsson

Model predictive control (MPC) has become a hot cake technology for various applications due to its ability to handle multi-input multi-output systems with physical constraints. The optimization solvers require considerable time, limiting…

Systems and Control · Electrical Eng. & Systems 2022-01-11 Abhijith Sharma , Chaitanya Jugade , Shreya Yawalkar , Vaishali Patne , Deepak Ingole , Dayaram Sonawane

We present a novel data-driven Model Predictive Control (MPC) algorithm for nonlinear systems. The method is based on recent extensions of behavioural theory and Willem's Fundamental Lemma for nonlinear systems by the means of adequate…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Marcelo Menezes Morato , Julio Elias Normey-Rico , Olivier Sename

Configuration-Constrained Tube Model Predictive Control (CCTMPC) offers flexibility by using a polytopic parameterization of invariant sets and the optimization of an associated vertex control law. This flexibility, however, often demands…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Filippo Badalamenti , Sampath Kumar Mulagaleti , Mario Eduardo Villanueva , Boris Houska , Alberto Bemporad

This paper addresses the design of an event-triggered, data-based, and performance-oriented adaption method for model predictive control (MPC). The performance of such a strategy strongly depends on the accuracy of the prediction model,…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Samuel Mallick , Laura Boca de de Giuli , Alessio La Bella , Azita Dabiri , Bart De Schutter , Riccardo Scattolini

This paper discusses distributed approaches for the solution of random convex programs (RCP). RCPs are convex optimization problems with a (usually large) number N of randomly extracted constraints; they arise in several applicative areas,…

Optimization and Control · Mathematics 2012-07-27 Luca Carlone , Vaibhav Srivastava , Francesco Bullo , Giuseppe Calafiore

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

One of the most important queries in knowledge compilation is weighted model counting (WMC), which has been applied to probabilistic inference on various models, such as Bayesian networks. In practical situations on inference tasks, the…

Artificial Intelligence · Computer Science 2026-04-16 Kengo Nakamura , Masaaki Nishino , Norihito Yasuda

We propose a Model Predictive Control (MPC) with a single-step prediction horizon to approximate the solution of infinite horizon optimal control problems with the expected sum of convex stage costs for constrained linear uncertain systems.…

Optimization and Control · Mathematics 2025-04-24 Eunhyek Joa , Francesco Borrelli

Computational variant effect predictors (VEPs) are providing increasingly strong evidence to classify the pathogenicity of missense variants. Precision vs. recall analysis is useful in evaluating VEP performance, especially when adjusted…

Genomics · Quantitative Biology 2024-12-16 Cindy Zhang , Frederick P. Roth

Model predictive control (MPC) is a powerful technique for solving dynamic control tasks. In this paper, we show that there exists a close connection between MPC and online learning, an abstract theoretical framework for analyzing online…

Robotics · Computer Science 2019-10-10 Nolan Wagener , Ching-An Cheng , Jacob Sacks , Byron Boots

We present a robust Distributed and Localized Model Predictive Control (rDLMPC) framework for large-scale structured linear systems. The proposed algorithm uses the System Level Synthesis to provide a distributed closed-loop model…

Optimization and Control · Mathematics 2021-03-29 Carmen Amo Alonso , Jing Shuang Li , Nikolai Matni , James Anderson