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Traditional stochastic optimal control methods that attempt to obtain an optimal feedback policy for nonlinear systems are computationally intractable. In this paper, we derive a decoupling principle between the open loop plan, and the…

Systems and Control · Computer Science 2019-02-28 Karthikeya S Parunandi , Suman Chakravorty

This paper presents a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. By jointly optimizing control inputs…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Teruki Kato , Ryotaro Shima , Kenji Kashima

A data-driven MPC scheme is proposed to safely control constrained stochastic linear systems using distributionally robust optimization. Distributionally robust constraints based on the Wasserstein metric are imposed to bound the state…

Optimization and Control · Mathematics 2021-05-19 Zhengang Zhong , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis

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 letter analyzes the contraction property of the nonlinear systems controlled by suboptimal model predictive control (MPC) using the continuation method. We propose a contraction metric that reflects the hierarchical dynamics inherent…

Optimization and Control · Mathematics 2025-03-06 Ryotaro Shima , Yuji Ito , Tatsuya Miyano

This letter considers cascaded model predictive control (MPC) as a computationally lightweight method for controlling a tandem-rotor helicopter. A traditional single MPC structure is split into separate outer and inner-loops. The outer-loop…

Optimization and Control · Mathematics 2023-06-30 Faraaz Ahmed , Ludwik Sobiesiak , James Richard Forbes

This paper studies integral-type event-triggered model predictive control (MPC) of continuous-time nonlinear systems. An integral-type event-triggered mechanism is proposed by incorporating the integral of errors between the actual and…

Optimization and Control · Mathematics 2020-02-19 Qi Sun , Jicheng Chen , Yang Shi

In this work, we study economic model predictive control (MPC) in situations where the optimal operating behavior is periodic. In such a setting, the performance of a standard economic MPC scheme without terminal conditions can generally be…

Systems and Control · Electrical Eng. & Systems 2024-01-09 Lukas Schwenkel , Alexander Hadorn , Matthias A. Müller , Frank Allgöwer

We present a stochastic model predictive control framework for nonlinear systems subject to unbounded process noise with closed-loop guarantees. First, we provide a conceptual shrinking-horizon framework that utilizes general probabilistic…

Systems and Control · Electrical Eng. & Systems 2025-06-06 Johannes Köhler , Melanie N. Zeilinger

In this paper, we investigate the use of relaxed logarithmic barrier functions in the context of linear model predictive control. We present results that allow to guarantee asymptotic stability of the corresponding closed-loop system, and…

Optimization and Control · Mathematics 2015-03-12 Christian Feller , Christian Ebenbauer

To address feasibility issues in model predictive control (MPC), most implementations relax state constraints by using slack variables and adding a penalty to the cost. We propose an alternative strategy: relaxing the initial state…

Optimization and Control · Mathematics 2026-02-18 Johannes Köhler , Melanie N. Zeilinger

We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…

Optimization and Control · Mathematics 2024-02-06 Alessandro Balata , Michael Ludkovski , Aditya Maheshwari , Jan Palczewski

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

Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…

Machine Learning · Computer Science 2021-03-17 Baiyu Peng , Yao Mu , Yang Guan , Shengbo Eben Li , Yuming Yin , Jianyu Chen

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…

Machine Learning · Computer Science 2022-05-24 Ján Drgoňa , Sayak Mukherjee , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

This paper is about a class of distributionally robust model predictive controllers (MPC) for nonlinear stochastic processes that evaluate risk and control performance measures by propagating ambiguity sets in the space of state probability…

Optimization and Control · Mathematics 2022-06-22 Fan Wu , Mario E. Villanueva , Boris Houska

We present a model predictive control (MPC) formulation to directly optimize economic criteria for linear constrained systems subject to disturbances and uncertain model parameters. The proposed formulation combines a certainty equivalent…

Systems and Control · Electrical Eng. & Systems 2024-09-11 Maximilian Degner , Raffaele Soloperto , Melanie N. Zeilinger , John Lygeros , Johannes Köhler

Robust model predictive control (MPC) is a well-known control technique for model-based control with constraints and uncertainties. In classic robust tube-based MPC approaches, an open-loop control sequence is computed via periodically…

Systems and Control · Electrical Eng. & Systems 2022-06-13 Xinglong Zhang , Jiahang Liu , Xin Xu , Shuyou Yu , Hong Chen

In distributed model predictive control (DMPC), where a centralized optimization problem is solved in distributed fashion using dual decomposition, it is important to keep the number of iterations in the solution algorithm, i.e. the amount…

Optimization and Control · Mathematics 2013-07-11 Pontus Giselsson , Anders Rantzer
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