English
Related papers

Related papers: Model Predictive Control For Trade Execution

200 papers

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Elisa Andina , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

Model predictive control (MPC) is capable of controlling nonlinear systems with guaranteed constraint satisfaction and stability. However, MPC requires solving optimization problems online periodically, which often exceeds the local…

Systems and Control · Electrical Eng. & Systems 2025-04-29 Alexander Gräfe , Sebastian Trimpe

We propose a model predictive control (MPC) scheme with sampled-data input which ensures output-reference tracking within prescribed error bounds for relative-degree-one systems. Hereby, we explicitly deduce bounds on the required maximal…

Optimization and Control · Mathematics 2024-03-28 Dario Dennstädt , Lukas Lanza , Karl Worthmann

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

This paper investigates adaptive model predictive control (MPC) for a class of constrained linear systems with unknown model parameters. This is also posed as the dual control problem consisting of system identification and regulation. We…

Optimization and Control · Mathematics 2020-11-24 Kunwu Zhang , Yang Shi

In control system networks, reconfiguration of the controller when agents are leaving or joining the network is still an open challenge, in particular when operation constraints that depend on each agent's behavior must be met. Drawing our…

Systems and Control · Electrical Eng. & Systems 2023-04-05 Danilo Saccani , Lorenzo Fagiano , Melanie N. Zeilinger , Andrea Carron

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

Periodic dynamical systems, distinguished by their repetitive behavior over time, are prevalent across various engineering disciplines. In numerous applications, particularly within industrial contexts, the implementation of model…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Jose A. Borja-Conde , Juan M. Nadales , Filiberto Fele , Daniel Limon

Sampling-based Model Predictive Control (MPC) is a flexible control framework that can reason about non-smooth dynamics and cost functions. Recently, significant work has focused on the use of machine learning to improve the performance of…

Robotics · Computer Science 2022-12-07 Jacob Sacks , Byron Boots

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

This paper proposes a new sampling-based nonlinear model predictive control (MPC) algorithm, with a bound on complexity quadratic in the prediction horizon N and linear in the number of samples. The idea of the proposed algorithm is to use…

Systems and Control · Computer Science 2017-01-13 R. V. Bobiti , M. Lazar

Model predictive control (MPC) has become the de facto standard action space for local planning and learning-based control in many continuous robotic control tasks, including autonomous driving. MPC solves a long-horizon cost optimization…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-02 Yuan-Yao Lou , Jonathan Spencer , Kwang Taik Kim , Mung Chiang

In this paper, we consider a Model Predictive Control (MPC) problem of a continuous-time linear time-invariant system subject to continuous-time path constraints on the states and the inputs. By leveraging the concept of differential…

Optimization and Control · Mathematics 2023-04-19 Zishuo Li , Bo Yang , Jiayun Li , Jiaqi Yan , Yilin Mo

In this note, we consider infinite horizon optimal control problems with deterministic systems. Since exact solutions to these problems are often intractable, we propose a parallel model predictive control (MPC) method that provides an…

Optimization and Control · Mathematics 2025-04-29 Yuchao Li , Aren Karapetyan , Niklas Schmid , John Lygeros , Karl H. Johansson , Jonas Mårtensson

Model predictive control (MPC) is a popular strategy for urban traffic management that is able to incorporate physical and user defined constraints. However, the current MPC methods rely on finite horizon predictions that are unable to…

Systems and Control · Computer Science 2016-02-03 Sadra Sadraddini , Calin Belta

Industrial manipulators are normally operated in cluttered environments, making safe motion planning important. Furthermore, the presence of model-uncertainties make safe motion planning more difficult. Therefore, in practice the speed is…

Robotics · Computer Science 2026-02-16 Bernhard Wullt , Johannes Köhler , Per Mattsson , Mikeal Norrlöf , Thomas B. Schön

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

Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…

Optimization and Control · Mathematics 2025-03-12 Casian Iacob , Hany Abdulsamad , Simo Särkkä

We develop a three-component Model Predictive Control (MPC) algorithm to achieve output-reference tracking with prescribed performance for continuous-time nonlinear systems. One component is so-called funnel MPC, which achieves reference…

Optimization and Control · Mathematics 2025-02-18 Lukas Lanza , Dario Dennstädt , Thomas Berger , Karl Worthmann

A comprehensive approach addressing identification and control for learningbased Model Predictive Control (MPC) for linear systems is presented. The design technique yields a data-driven MPC law, based on a dataset collected from the…

Systems and Control · Computer Science 2018-10-31 Enrico Terzi , Lorenzo Fagiano , Marcello Farina , Riccardo Scattolini