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Model Predictive Control (MPC) is a powerful control strategy; however, its reliance on online optimization poses significant challenges for implementation on systems with limited computational resources. One possible approach to address…

最优化与控制 · 数学 2025-02-19 Hassan Jafari Ozoumchelooei , Mehdi Hosseinzadeh

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…

系统与控制 · 电气工程与系统科学 2019-12-11 Monimoy Bujarbaruah , Charlott Vallon

Model Predictive Control (MPC) is a widely known control method that has proved to be particularly effective in multivariable and constrained control. Closed-loop stability and recursive feasibility can be guaranteed by employing accurate…

系统与控制 · 电气工程与系统科学 2025-02-05 Marco Polver , Daniel Limon , Fabio Previdi , Antonio Ferramosca

In this work, we consider the optimal portfolio selection problem under hard constraints on trading volume amounts when the dynamics of the risky asset returns are governed by a discrete-time approximation of the Markov-modulated geometric…

投资组合管理 · 定量金融 2014-10-07 Vladimir Dombrovskii , Tatyana Obyedko

This work proposes an approach that integrates reinforcement learning and model predictive control (MPC) to solve finite-horizon optimal control problems in mixed-logical dynamical systems efficiently. Optimization-based control of such…

系统与控制 · 电气工程与系统科学 2025-04-15 Caio Fabio Oliveira da Silva , Azita Dabiri , Bart De Schutter

This paper presents a novel approach to stochastic economic model predictive control (SEMPC) that minimizes average economic cost while satisfying an empirical expected shortfall (EES) constraint to manage risk. A new scenario-based problem…

系统与控制 · 电气工程与系统科学 2025-10-31 Alireza Arastou , Algo Carè , Ye Wang , Marco Campi , Erik Weyer

In chemical process applications, model predictive control effectively deals with input and state constraints during transient operations. However, industrial PID controllers directly manipulates the actuators, so they play the key role in…

系统与控制 · 计算机科学 2013-05-29 Minh Hoang-Tuan Nguyen , Kok Kiong Tan

In this work we propose tailored model order reduction for varying boundary optimal control problems governed by parametric partial differential equations. With varying boundary control, we mean that a specific parameter changes where the…

数值分析 · 数学 2024-01-22 Maria Strazzullo , Fabio Vicini

Model predictive control (MPC) has proven useful in enabling safe and optimal motion planning for autonomous vehicles. In this paper, we investigate how to achieve MPC-based motion planning when a neural state-space model represents the…

机器人学 · 计算机科学 2025-11-18 Iman Askari , Ali Vaziri , Xuemin Tu , Shen Zeng , Huazhen Fang

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

系统与控制 · 电气工程与系统科学 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

We consider the control problem of the stochastic Navier-Stokes equations in multidimensional domains introduced in \cite{ocpc} restricted to noise terms defined by Q-Wiener processes. Using a stochastic maximum principle, we derive a…

最优化与控制 · 数学 2018-10-30 Peter Benner , Christoph Trautwein

This paper introduces a computationally efficient approach for solving Model Predictive Control (MPC) reference tracking problems with state and control constraints. The approach consists of three key components: First, a log-domain…

最优化与控制 · 数学 2022-05-12 Jordan Leung , Frank Permenter , Ilya Kolmanovsky

We present a sequential distributed model predictive control (MPC) scheme for cooperative control of multi-agent systems with dynamically decoupled heterogeneous nonlinear agents subject to individual constraints. In the scheme, we explore…

系统与控制 · 电气工程与系统科学 2024-06-13 Matthias Köhler , Matthias A. Müller , Frank Allgöwer

In this paper, we propose a novel method for addressing Optimal Control Problems (OCPs) with input-affine dynamics and cost functions. This approach adopts a Model Predictive Control (MPC) strategy, wherein a controller is synthesized to…

最优化与控制 · 数学 2024-06-18 Morgan Jones , Yuanbo Nie , Matthew M. Peet

We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…

系统与控制 · 计算机科学 2017-09-19 Weipin Wu , Jianjun Gao , Duan Li , Yun Shi

Tuning parameters in model predictive control (MPC) presents significant challenges, particularly when there is a notable discrepancy between the controller's predictions and the actual behavior of the closed-loop plant. This mismatch may…

系统与控制 · 电气工程与系统科学 2024-10-11 Sebastian Hirt , Andreas Höhl , Joachim Schaeffer , Johannes Pohlodek , Richard D. Braatz , Rolf Findeisen

A key motivation in the development of Distributed Model Predictive Control (DMPC) is to accelerate centralized Model Predictive Control (MPC) for large-scale systems. DMPC has the prospect of scaling well by parallelizing computations…

最优化与控制 · 数学 2025-04-16 Gösta Stomberg , Maurice Raetsch , Alexander Engelmann , Timm Faulwasser

We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…

系统与控制 · 计算机科学 2019-01-23 Lukas Hewing , Kim P. Wabersich , Melanie N. Zeilinger

This paper focuses on the design of an asynchronous dual solver suitable for embedded model predictive control (MPC) applications. The proposed solver relies on a state-of-the-art variance reduction (VR) scheme, previously used in the…

最优化与控制 · 数学 2016-09-20 Laura Ferranti , Ye Pu , Colin N. Jones , Tamas Keviczky

Model Predictive Control (MPC) offers a versatile framework for constraint handling and multi-objective optimisation, yet practical application faces challenges regarding initial and recursive feasibility, robustness against model…

最优化与控制 · 数学 2026-02-27 Dario Dennstädt