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This paper presents an adaptive horizon multi-stage model-predictive control (MPC) algorithm. It establishes appropriate criteria for recursive feasibility and robust stability using the theory of input-to-state practical stability (ISpS).…

最优化与控制 · 数学 2023-06-23 Zawadi Mdoe , Dinesh Krishnamoorthy , Johannes Jäschke

This work presents a suboptimality study of a particular model predictive control with a stage cost shaping based on the ideas of reinforcement learning. The focus of the suboptimality study is to derive quantities relating the…

最优化与控制 · 数学 2020-04-28 Lukas Beckenbach , Pavel Osinenko , Stefan Streif

We present a novel method to synthesize a terminal cost function for a nonlinear model predictive controller (MPC) through value function approximation using supervised learning. Existing methods enforce a descent property on the terminal…

最优化与控制 · 数学 2025-12-05 T. M. J. T. Baltussen , C. A. Orrico , A. Katriniok , W. P. M. H. Heemels , D. Krishnamoorthy

This work proposes a finite-horizon optimal control strategy to solve the tracking problem while providing avoidance features to the closed-loop system. Inspired by the set-point tracking model predictive control (MPC) framework, the…

系统与控制 · 电气工程与系统科学 2023-11-17 Marcelo A. Santos , Antonio Ferramosca , Guilherme V. Raffo

We present a novel nonlinear model predictive control (MPC) scheme with relaxed stability criteria, based on the idea of generalized discrete-time control Lyapunov functions. These functions need to satisfy an average descent over a finite…

最优化与控制 · 数学 2024-04-11 Annika Fürnsinn , Christian Ebenbauer , Bahman Gharesifard

We present a model predictive control (MPC) framework for linear switched evolution equations arising from a parabolic partial differential equation (PDE). First-order optimality conditions for the resulting finite-horizon optimal control…

最优化与控制 · 数学 2026-05-27 Michael Kartmann , Mattia Manucci , Benjamin Unger , Stefan Volkwein

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…

系统与控制 · 电气工程与系统科学 2024-06-25 Pablo Krupa , Daniel Limon , Teodoro Alamo

In this paper, a safe and learning-based control framework for model predictive control (MPC) is proposed to optimize nonlinear systems with a non-differentiable objective function under uncertain environmental disturbances. The control…

机器人学 · 计算机科学 2022-02-22 Lei Zheng , Rui Yang , Zhixuan Wu , Jiesen Pan , Hui Cheng

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

A model predictive control (MPC) scheme for a permanent-magnet synchronous motor (PMSM) is presented. The torque controller optimizes a quadratic cost consisting of control error and machine losses repeatedly, accounting the voltage and…

系统与控制 · 计算机科学 2013-01-01 Jean-Francois Stumper , Alexander Dötlinger , Ralph Kennel

This paper attempts to study the optimal stopping time for semi-Markov processes (SMPs) under the discount optimization criteria with unbounded cost rates. In our work, we introduce an explicit construction of the equivalent semi-Markov…

概率论 · 数学 2021-01-05 Fang Chen , Xianping Guo , Zhong-Wei Liao

Safe learning of control policies remains challenging, both in optimal control and reinforcement learning. In this article, we consider safe learning of parametrized predictive controllers that operate with incomplete information about the…

系统与控制 · 电气工程与系统科学 2024-09-17 Sebastian Hirt , Maik Pfefferkorn , Rolf Findeisen

In this paper we present a Learning Model Predictive Control (LMPC) strategy for linear and nonlinear time optimal control problems. Our work builds on existing LMPC methodologies and it guarantees finite time convergence properties for the…

系统与控制 · 电气工程与系统科学 2020-10-06 Ugo Rosolia , Francesco Borrelli

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

We consider approximate dynamic programming for the infinite-horizon stationary $\gamma$-discounted optimal control problem formalized by Markov Decision Processes. While in the exact case it is known that there always exists an optimal…

最优化与控制 · 数学 2013-04-23 Boris Lesner , Bruno Scherrer

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

系统与控制 · 计算机科学 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

In order to guarantee stability, known results for MPC without additional terminal costs or endpoint constraints often require rather large prediction horizons. Still, stable behavior of closed loop solutions can often be observed even for…

最优化与控制 · 数学 2015-03-19 Jürgen Pannek , Karl Worthmann

This paper presents a stochastic, model predictive control (MPC) algorithm that leverages short-term probabilistic forecasts for dispatching and rebalancing Autonomous Mobility-on-Demand systems (AMoD, i.e. fleets of self-driving vehicles).…

系统与控制 · 计算机科学 2018-05-07 Matthew Tsao , Ramon Iglesias , Marco Pavone

In this paper, we investigate the Merton portfolio management problem in the context of non-exponential discounting. This gives rise to time-inconsistency of the decision-maker. If the decision-maker at time t=0 can commit his/her…

投资组合管理 · 定量金融 2008-12-02 Ivar Ekeland , Traian A. Pirvu

Despite decades of research, existing navigation systems still face real-world challenges when deployed in the wild, e.g., in cluttered home environments or in human-occupied public spaces. To address this, we present a new class of…