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Multistage risk-averse optimal control problems with nested conditional risk mappings are gaining popularity in various application domains. Risk-averse formulations interpolate between the classical expectation-based stochastic and minimax…

Optimization and Control · Mathematics 2019-03-19 Pantelis Sopasakis , Mathijs Schuurmans , Panagiotis Patrinos

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

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

In model-predictive control (MPC), achieving the best closed-loop performance under a given computational resource is the underlying design consideration. This paper analyzes the MPC design problem with control performance and required…

Optimization and Control · Mathematics 2016-04-25 Vincent Bachtiar , Chris Manzie , William H. Moase , Eric C. Kerrigan

Model predictive control is a control approach that minimizes a stage cost over a predicted system trajectory based on a model of the system and is capable of handling state and input constraints. For uncertain models, robust or adaptive…

Systems and Control · Electrical Eng. & Systems 2022-06-29 Francisco Moreno-Mora , Lukas Beckenbach , Stefan Streif

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

We develop a tracking model predictive control (MPC) scheme for nonlinear systems using the linearized dynamics at the current state as a prediction model. Under reasonable assumptions on the linearized dynamics, we prove that the proposed…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

This paper studies closed-loop chance constrained control problems with disturbance feedback (equivalently state feedback) where state and input vectors must remain in a prescribed polytopic safe region with a predefined confidence level.…

Optimization and Control · Mathematics 2020-01-16 Hossein Sartipizadeh , Behçet Açikmeşe

The paper investigates data-driven output-feedback predictive control of linear systems subject to stochastic disturbances. The scheme relies on the recursive solution of a suitable data-driven reformulation of a stochastic Optimal Control…

Systems and Control · Electrical Eng. & Systems 2022-12-16 Guanru Pan , Ruchuan Ou , Timm Faulwasser

Model Predictive Control (MPC) offers rigorous safety and performance guarantees but is computationally intensive. Approximate MPC (AMPC) aims to circumvent this drawback by learning a computationally cheaper surrogate policy. Common…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Elias Milios , Kim P. Wabersich , Felix Berkel , Felix Gruber , Melanie N. Zeilinger

It is typically proven in adaptive control that asymptotic stabilization and tracking holds, and that at best a bounded-noise bounded-state property is proven. Recently, it has been shown in both the pole-placement control and the $d$-step…

Systems and Control · Electrical Eng. & Systems 2021-10-05 Mohamad T. Shahab , Daniel E. Miller

With the fast change of information and communication technologies and global economics manufacturing industry faces the challenges in both market and supply sides. The challenges in the market include short product life cycle, demand…

Optimization and Control · Mathematics 2021-04-28 Komeil Baghizadeh

This paper considers stochastic linear time-invariant systems subject to constraints on the average number of state-constraint violations over time without knowing the disturbance distribution. We present a novel disturbance-adaptive model…

Systems and Control · Electrical Eng. & Systems 2026-05-13 Jicheng Shi , Colin N. Jones

Model predictive control (MPC) is an optimization-based control strategy with broad industrial adoption. Unfortunately, the required computation time to solve the receding-horizon MPC optimization problem can become prohibitively large for…

Systems and Control · Electrical Eng. & Systems 2024-10-24 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

In this paper, we explore the interplay between Predictive Control and closed-loop optimality, spanning from Model Predictive Control to Data-Driven Predictive Control. Predictive Control in general relies on some form of prediction scheme…

Optimization and Control · Mathematics 2024-05-29 Akhil S Anand , Shambhuraj Sawant , Dirk Reinhardt , Sebastien Gros

This paper proposes an Adaptive Stochastic Model Predictive Control (MPC) strategy for stable linear time-invariant systems in the presence of bounded disturbances. We consider multi-input, multi-output systems that can be expressed by a…

Systems and Control · Electrical Eng. & Systems 2019-12-11 Monimoy Bujarbaruah , Charlott Vallon

We consider stochastic model predictive control of a multi-agent systems with constraints on the probabilities of inter-agent collisions. We first study a sample-based approximation of the collision probabilities and use this approximation…

Systems and Control · Computer Science 2011-08-17 Daniel Lyons , Jan-P. Calliess , Uwe D. Hanebeck

Time-distributed Optimization (TDO) is an approach for reducing the computational burden of Model Predictive Control (MPC). When using TDO, optimization iterations are distributed over time by maintaining a running solution estimate and…

Optimization and Control · Mathematics 2021-02-25 Dominic Liao-McPherson , Terrence Skibik , Jordan Leung , Ilya Kolmanovsky , Marco M. Nicotra

We provide a method to design adaptive controllers for nonlinear systems using model predictive control (MPC). By combining a certainty-equivalent MPC formulation with least-mean-square parameter adaptation, we obtain an adaptive controller…

Optimization and Control · Mathematics 2026-03-19 Johannes Köhler

The main benefit of model predictive control (MPC) is its ability to steer the system to a given reference without violating the constraints while minimizing some objective. Furthermore, a suitably designed MPC controller guarantees…

Systems and Control · Electrical Eng. & Systems 2024-06-25 Pablo Krupa , Daniel Limon , Teodoro Alamo