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Sample average approximation--based stochastic dynamic programming (SDP) and model predictive control (MPC) are two different methods for approaching multistage stochastic optimization. In this paper we investigate the conditions under…

Optimization and Control · Mathematics 2026-02-10 Dominic S. T. Keehan , Andrew B. Philpott , Edward J. Anderson

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…

Optimization and Control · Mathematics 2019-05-06 Dario Piga , Marco Forgione , Simone Formentin , Alberto Bemporad

This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP algorithm for solving nonlinear optimization…

Optimization and Control · Mathematics 2011-08-01 Tran Dinh Quoc , Moritz Diehl

Model predictive control (MPC) is a method to formulate the optimal scheduling problem for grid flexibilities in a mathematical manner. The resulting time-constrained optimization problem can be re-solved in each optimization time step…

Systems and Control · Electrical Eng. & Systems 2021-08-20 Steven de Jongh , Sina Steinle , Anna Hlawatsch , Felicitas Mueller , Michael Suriyah , Thomas Leibfried

In this paper, we consider the problem of minimum-time optimal control for a dynamical system with initial state uncertainties and propose a sequential convex programming (SCP) solution framework. We seek to minimize the expected terminal…

Optimization and Control · Mathematics 2024-09-17 Kazuya Echigo , Abhishek Cauligi , Behçet Açıkmeşe

We present a nonlinear model predictive control (MPC) scheme for tracking of dynamic target signals. The scheme combines stabilization and dynamic trajectory planning in one layer, thus ensuring constraint satisfaction irrespective of…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

In this paper, we present a Model Predictive Control (MPC) framework based on path velocity decomposition paradigm for autonomous driving. The optimization underlying the MPC has a two layer structure wherein first, an appropriate path is…

Robotics · Computer Science 2018-03-09 Mithun Babu , Yash Oza , Arun Kumar Singh , K. Madhava Krishna , Shanti Medasani

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

The contribution of this paper is a framework for training and evaluation of Model Predictive Control (MPC) implemented using constrained neural networks. Recent studies have proposed to use neural networks with differentiable convex…

Machine Learning · Statistics 2020-05-11 Rebecka Winqvist , Arun Venkitaraman , Bo Wahlberg

This paper presents a sample-efficient data-driven method to design model predictive control (MPC) for cable-actuated soft robotics using Bayesian optimization. Instead of modeling the complex dynamics of the soft robots, the proposed…

Robotics · Computer Science 2022-10-18 Anuj Pal , Tianyi He , Wenpeng Wei

A centralized model predictive controller (MPC), which is unaware of local uncertainties, for an affine discrete time nonlinear system is presented. The local uncertainties are assumed to be matched, bounded and structured. In order to…

Optimization and Control · Mathematics 2020-09-15 Prabhat K. Mishra , Tixian Wang , Mattia Gazzola , Girish Chowdhary

We propose a distributed model predictive control (MPC) framework for coordinating heterogeneous, nonlinear multi-agent systems under individual and coupling constraints. The cooperative task is encoded as a shared objective function…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Matthias Köhler , Matthias A. Müller , Frank Allgöwer

We propose a data-driven tracking model predictive control (MPC) scheme to control unknown discrete-time linear time-invariant systems. The scheme uses a purely data-driven system parametrization to predict future trajectories based on…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

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 this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

For the application of MPC design in on-line regulation or tracking control problems, several studies have attempted to develop an accurate model, and realize adequate uncertainty description of linear or non-linear plants of the processes.…

Optimization and Control · Mathematics 2019-04-03 Yuanqiang Zhou , Dewei Li , Yugeng Xi , Zhongxue Gan

Model predictive control (MPC) provides a useful means for controlling systems with constraints, but suffers from the computational burden of repeatedly solving an optimization problem in real time. Offline (explicit) solutions for MPC…

Systems and Control · Electrical Eng. & Systems 2022-09-14 Daniel Tabas , Baosen Zhang

Active debris removal (ADR) missions have garnered significant interest as means of mitigating collision risks in space. This work proposes a convex optimization-based model predictive control (MPC) approach to provide guidance for such…

Optimization and Control · Mathematics 2023-08-21 Minduli Wijayatunga , Roberto Armellin , Harry Holt , Laura Pirovano , Claudio Bombardelli

Model Predictive Control (MPC) has proven to be a powerful tool for the control of systems with constraints. Nonetheless, in many applications, a major challenge arises, that is finding the optimal solution within a single sampling instant…

Systems and Control · Electrical Eng. & Systems 2023-08-16 Valentina Breschi , Simone Formentin , Alberto Leva

Model Predictive Control (MPC) has exhibited remarkable capabilities in optimizing objectives and meeting constraints. However, the substantial computational burden associated with solving the Optimal Control Problem (OCP) at each…

Robotics · Computer Science 2024-05-09 Yu Luo , Qie Sima , Tianying Ji , Fuchun Sun , Huaping Liu , Jianwei Zhang