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This note describes sufficient conditions under which total-cost and average-cost Markov decision processes (MDPs) with general state and action spaces, and with weakly continuous transition probabilities, can be reduced to discounted MDPs.…

最优化与控制 · 数学 2017-11-21 Eugene A. Feinberg , Jefferson Huang

Stability of economic model predictive control can be proven under the assumption that a strict dissipativity condition holds. This assumption has a clear interpretation in terms of the so-called rotated stage cost, which must have its…

最优化与控制 · 数学 2026-03-10 Mario Zanon

For nonlinear discrete time systems satisfying a controllability condition, we present a stability condition for model predictive control without stabilizing terminal constraints or costs. The condition is given in terms of an analytical…

最优化与控制 · 数学 2012-04-02 Lars Grüne , Jürgen Pannek , Martin Seehafer , Karl Worthmann

In this note, a new formulation of Model Predictive Control (MPC) framework with no stability-related terminal constraint is proposed and its stability is proved under mild standard assumptions. The novelty in the formulation lies in the…

系统与控制 · 计算机科学 2017-03-09 Mazen Alamir

In this paper, we propose an economic nonlinear model predictive control (MPC) algorithm for district heating networks (DHNs). The proposed method features prosumers, multiple producers, and storage systems, which are essential components…

系统与控制 · 电气工程与系统科学 2025-01-30 Max Sibeijn , Saeed Ahmed , Mohammad Khosravi , Tamás Keviczky

For discrete time nonlinear systems satisfying an exponential or finite time controllability assumption, we present an analytical formula for a suboptimality estimate for model predictive control schemes without stabilizing terminal…

最优化与控制 · 数学 2011-09-27 Lars Grüne , Jürgen Pannek , Martin Seehafer , Karl Worthmann

We show how a posteriori goal oriented error estimation can be used to efficiently solve the subproblems occurring in a Model Predictive Control (MPC) algorithm. In MPC, only an initial part of a computed solution is implemented as a…

最优化与控制 · 数学 2022-03-02 Lars Grüne , Manuel Schaller , Anton Schiela

We present a model predictive control (MPC) framework for nonlinear stochastic systems that ensures safety guarantee with high probability. Unlike most existing stochastic MPC schemes, our method adopts a set-erosion that converts the…

系统与控制 · 电气工程与系统科学 2025-12-16 Zishun Liu , Liqian Ma , Yongxin Chen

Model predictive control (MPC) is a popular strategy for urban traffic management that is able to incorporate physical and user defined constraints. However, the current MPC methods rely on finite horizon predictions that are unable to…

系统与控制 · 计算机科学 2016-02-03 Sadra Sadraddini , Calin Belta

With a growing interest in data-driven control techniques, Model Predictive Control (MPC) provides an opportunity to exploit the surplus of data reliably, particularly while taking safety and stability into account. In many real-world and…

人工智能 · 计算机科学 2021-06-04 Mayank Mittal , Marco Gallieri , Alessio Quaglino , Seyed Sina Mirrazavi Salehian , Jan Koutník

This paper extends the core results of discrete time infinite horizon dynamic programming to the case of state-dependent discounting. We obtain a condition on the discount factor process under which all of the standard optimality results…

综合经济学 · 经济学 2020-10-15 John Stachurski , Junnan Zhang

This paper introduces a novel method for robust output-feedback model predictive control (MPC) for a class of nonlinear discrete-time systems. We propose a novel interval-valued predictor which, given an initial estimate of the state,…

系统与控制 · 电气工程与系统科学 2025-04-15 Scott Brown , Mohammad Khajenejad , Aamodh Suresh , Sonia Martinez

This article is concerned with stability and performance of controlled stochastic processes under receding horizon policies. We carry out a systematic study of methods to guarantee stability under receding horizon policies via appropriate…

系统与控制 · 计算机科学 2017-11-27 Debasish Chatterjee , John Lygeros

Markov Decision Processes (MDPs) offer a fairly generic and powerful framework to discuss the notion of optimal policies for dynamic systems, in particular when the dynamics are stochastic. However, computing the optimal policy of an MDP…

系统与控制 · 电气工程与系统科学 2024-07-24 Dirk Reinhardt , Akhil S. Anand , Shambhuraj Sawant , Sebastien Gros

In this paper, we investigate system theoretic properties of transient average constrained economic model predictive control (MPC) without terminal constraints. We show that the optimal open-loop solution passes by the optimal steady-state…

系统与控制 · 电气工程与系统科学 2020-10-21 Mario Rosenfelder , Johannes Köhler , Frank Allgöwer

Handling model mismatch is a common challenge in model predictive control (MPC). While robust MPC is effective, its conservatism often makes it less desirable. Certainty-equivalence MPC (CE-MPC), which uses a nominal model, offers an…

最优化与控制 · 数学 2026-02-10 Changrui Liu , Shengling Shi , Bart De Schutter

In this paper, we consider the discounted continuous-time Markov decision process (CTMDP) with a lower bounding function. In this model, the negative part of each cost rate is bounded by the drift function, say $w$, whereas the positive…

最优化与控制 · 数学 2016-12-05 Xin Guo , Alexey Piunovskiy , Yi Zhang

In this work we propose a Model Predictive Control (MPC) formulation that splits constraints in two different types. Motivated by safety considerations, the first type of constraint enforces a control-invariant set, while the second type…

系统与控制 · 电气工程与系统科学 2025-11-05 Allan Andre do Nascimento , Han Wang , Antonis Papachristodoulou , Kostas Margellos

Energy efficiency and safety are two critical objectives for marine vehicles operating in environments with obstacles, and they generally conflict with each other. In this paper, we propose a novel online motion planning method of marine…

系统与控制 · 电气工程与系统科学 2021-12-14 Haojiao Liang , Huiping Li , Jian Gao , Rongxin Cui , Demin Xu

Contraction-Based Nonlinear Model Predictive Control (NMPC) formulations are attractive because of the generally short prediction horizons they require and the needless use of terminal set computation that are commonly necessary to…

系统与控制 · 计算机科学 2016-06-03 Mazen Alamir