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We analyze the stability of general nonlinear discrete-time stochastic systems controlled by optimal inputs that minimize an infinite-horizon discounted cost. Under a novel stochastic formulation of cost-controllability and detectability…

最优化与控制 · 数学 2025-04-30 Robert H. Moldenhauer , Dragan Nešić , Mathieu Granzotto , Romain Postoyan , Andrew R. Teel

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

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

最优化与控制 · 数学 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

The main challenge in controlling hybrid systems arises from having to consider an exponential number of sequences of future modes to make good long-term decisions. Model predictive control (MPC) computes a control action through a…

最优化与控制 · 数学 2021-06-09 Sandeep Menta , Joseph Warrington , John Lygeros , Manfred Morari

Multistage model predictive control (MPC) provides a robust control strategy for dynamic systems with uncertainties and a setpoint tracking objective. Moreover, extending MPC to minimize an economic cost instead of tracking a pre-calculated…

系统与控制 · 电气工程与系统科学 2025-03-07 Sakshi S. Naik , Lavinia M. Ghilardi , Robert B. Parker , Lorenz T. Biegler

Stability under model predictive control (MPC) schemes is frequently ensured by terminal ingredients. Employing a (control) Lyapunov function as the terminal cost constitutes a common choice. Learning-based methods may be used to construct…

系统与控制 · 电气工程与系统科学 2022-12-02 Francisco Moreno-Mora , Lukas Beckenbach , Stefan Streif

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…

最优化与控制 · 数学 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

This paper deals with the control of pumps in large-scale water distribution networks with the aim of minimizing economic costs while satisfying operational constraints. Finding a control algorithm in combination with a model that can be…

系统与控制 · 电气工程与系统科学 2023-02-01 Mirhan Ürkmez , Carsten Kallesøe , Jan Dimon Bendtsen , John Leth

We study deterministic, discrete linear time-invariant systems with infinite-horizon discounted quadratic cost. It is well-known that standard stabilizability and detectability properties are not enough in general to conclude stability…

最优化与控制 · 数学 2025-09-04 Jonathan de Brusse , Jamal Daafouz , Mathieu Granzotto , Romain Postoyan , Dragan Nesic

We are concerned with the design of Model Predictive Control (MPC) schemes such that asymptotic stability of the resulting closed loop is guaranteed even if the linearization at the desired set point fails to be stabilizable. Therefore, we…

最优化与控制 · 数学 2019-12-12 Jean-Michel Coron , Lars Grüne , Karl Worthmann

Model predictive control (MPC) schemes are commonly designed with fixed, i.e., time-invariant, horizon length and cost functions. If no stabilizing terminal ingredients are used, stability can be guaranteed via a sufficiently long horizon.…

系统与控制 · 电气工程与系统科学 2021-03-02 Lukas Beckenbach , Stefan Streif

In this paper, model predictive control (MPC) strategies are proposed for dead-beat control of linear systems with and without state and control constraints. In unconstrained MPC, deadbeat performance can be guaranteed by setting the…

最优化与控制 · 数学 2022-08-31 Bing Zhu

The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…

最优化与控制 · 数学 2014-01-16 Philipp Braun , Jürgen Pannek , Karl Worthmann

We consider nonlinear model predictive control (MPC) schemes without stabilizing terminal conditions, where the model used in the optimization step is generated based on input-output data only. We establish exponential stability for…

最优化与控制 · 数学 2026-05-27 Lea Bold , Irene Schimperna , Karl Worthmann , Johannes Köhler

We establish a collection of closed-loop guarantees and propose a scalable optimization algorithm for distributionally robust model predictive control (DRMPC) applied to linear systems, convex constraints, and quadratic costs. Via standard…

最优化与控制 · 数学 2024-11-13 Robert D. McAllister , Peyman Mohajerin Esfahani

We study closed-loop stability and suboptimality for MPC and infinite-horizon optimal control solved using a surrogate model that differs from the real plant. We employ a unified framework based on quadratic costs to analyze both finite-…

最优化与控制 · 数学 2026-04-10 Robert H. Moldenhauer , Karl Worthmann , Romain Postoyan , Dragan Nešić , Mathieu Granzotto

We study an optimal stopping problem under non-exponential discounting, where the state process is a multi-dimensional continuous strong Markov process. The discount function is taken to be log sub-additive, capturing decreasing impatience…

数理金融 · 定量金融 2021-07-14 Yu-Jui Huang , Zhenhua Wang

This chapter compares different formulations for Economic nonlinear Model Predictive Control (EMPC) which are all based on an established dissipativity assumption on the underlying Optimal Control Problem (OCP). This includes schemes with…

系统与控制 · 电气工程与系统科学 2020-07-29 Timm Faulwasser , Mario Zanon

In this paper, we consider solving discounted Markov Decision Processes (MDPs) under the constraint that the resulting policy is stabilizing. In practice MDPs are solved based on some form of policy approximation. We will leverage recent…

机器学习 · 计算机科学 2021-02-03 Mario Zanon , Sébastien Gros , Michele Palladino

We provide a stability and performance analysis for nonlinear model predictive control (NMPC) schemes subject to input constraints. Given an exponential stabilizability and detectability condition w.r.t. the employed state cost, we provide…

最优化与控制 · 数学 2023-01-09 Johannes Köhler , Melanie N. Zeilinger , Lars Grüne