Related papers: Model Predictive Control For Trade Execution

Long prediction horizons in Model Predictive Control (MPC) often prove to be efficient, however, this comes with increased computational cost. Recently, a Robust Model Predictive Control (RMPC) method has been proposed which exploits models…

Adaptive model predictive control (MPC) robustly ensures safety while reducing uncertainty during operation. In this paper, a distributed version is proposed to deal with network systems featuring multiple agents and limited communication.…

Model Predictive Control (MPC) is an enabling technology in applications requiring controlling physical processes in an optimized way under constraints on inputs and outputs. However, in MPC closed-loop performance is pushed to the limits…

The core of the Model Predictive Control (MPC) method in every step of the algorithm consists in solving a time-dependent optimization problem on the prediction horizon of the MPC algorithm, and then to apply a portion of the optimal…

In real-world problems, uncertainties (e.g., errors in the measurement, precision errors) often lead to poor performance of numerical algorithms when not explicitly taken into account. This is also the case for control problems, where…

The Model Predictive Control (MPC) scheme Funnel MPC enables output tracking of smooth reference signals with prescribed error bounds for nonlinear multi-input multi-output systems with stable internal dynamics. Earlier works achieved the…

Markov Decision Processes (MDPs) offer a fairly generic and powerful framework to discuss the notion of optimal policies for dynamic systems, in particular when the dynamics are stochastic. However, computing the optimal policy of an MDP…

While MPC enables nonlinear feedback control by solving an optimal control problem at each timestep, the computational burden tends to be significantly large, making it difficult to optimize a policy within the control period. To address…

Partially-observable problems pose a trade-off between reducing costs and gathering information. They can be solved optimally by planning in belief space, but that is often prohibitively expensive. Model-predictive control (MPC) takes the…

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

Switched systems in which the manipulated control action is the time-depending switching signal describe many engineering problems, mainly related to biomedical applications. In such a context, to control the system means to select an…

We introduce a Model Predictive Control (MPC) framework for training deep neural networks, systematically unifying the Back-Propagation (BP) and Forward-Forward (FF) algorithms. At the same time, it gives rise to a range of intermediate…

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.…

Many robotics domains use some form of nonconvex model predictive control (MPC) for planning, which sets a reduced time horizon, performs trajectory optimization, and replans at every step. The actual task typically requires a much longer…

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…

Model Predictive Control (MPC) has become a popular framework in embedded control for high-performance autonomous systems. However, to achieve good control performance using MPC, an accurate dynamics model is key. To maintain real-time…

In distributed model predictive control (MPC), the control input at each sampling time is computed by solving a large-scale optimal control problem (OCP) over a finite horizon using distributed algorithms. Typically, such algorithms require…

Robotic tasks which involve uncertainty--due to variation in goal, environment configuration, or confidence in task model--may require human input to instruct or adapt the robot. In tasks with physical contact, several existing methods for…

The goal of this paper is to present an end-to-end, data-driven framework to control Autonomous Mobility-on-Demand systems (AMoD, i.e. fleets of self-driving vehicles). We first model the AMoD system using a time-expanded network, and…

Model predictive control (MPC) is an effective approach to control multivariable dynamic systems with constraints. Most real dynamic models are however affected by plant-model mismatch and process uncertainties, which can lead to…