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相关论文: Discounted MPC and infinite-horizon optimal contro…

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We study finite-horizon budget allocation as a closed-loop economic control problem and evaluate receding-horizon Model Predictive Control (MPC) relative to reactive budgeting policies. Budgets are allocated periodically under execution…

系统与控制 · 电气工程与系统科学 2026-05-01 Nilavra Pathak , Smriti Shyamal , Prasant Mhasker , Christopher Swartz

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

Many robotics domains use some form of nonconvex model predictive control (MPC) for planning, which sets a reduced time horizon, performs trajectory optimization, and replans at every step. The actual task typically requires a much longer…

机器人学 · 计算机科学 2021-06-11 Avik Jain , Lawrence Chan , Daniel S. Brown , Anca D. Dragan

In distributed model predictive control (MPC), the control input at each sampling time is computed by solving a large-scale optimal control problem (OCP) over a finite horizon using distributed algorithms. Typically, such algorithms require…

系统与控制 · 电气工程与系统科学 2023-03-28 Giuseppe Belgioioso , Dominic Liao-McPherson , Mathias Hudoba de Badyn , Nicolas Pelzmann , John Lygeros , Florian Dörfler

In this paper, we consider the problem of periodic optimal control of nonlinear systems subject to online changing and periodically time-varying economic performance measures using model predictive control (MPC). The proposed economic MPC…

系统与控制 · 电气工程与系统科学 2020-10-21 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…

系统与控制 · 计算机科学 2020-07-15 Shuhao Yan , Paul Goulart , Mark Cannon

In this work, we propose a Model Predictive Control (MPC) formulation incorporating two distinct horizons: a prediction horizon and a constraint horizon. This approach enables a deeper understanding of how constraints influence key system…

系统与控制 · 电气工程与系统科学 2025-03-25 Allan Andre Do Nascimento , Han Wang , Antonis Papachristodoulou , Kostas Margellos

Economic Model Predictive Control (MPC) dissipativity theory is central to discussing the stability of policies resulting from minimizing economic stage costs. In its current form, the dissipativity theory for economic MPC applies to…

系统与控制 · 电气工程与系统科学 2022-07-25 Sébastien Gros , Mario Zanon

Model predictive control (MPC) of hybrid dynamical systems is challenging because the associated optimization problem is nonsmooth and the resulting feedback law is discontinuous. This paper develops real-time MPC algorithms for nonlinear…

最优化与控制 · 数学 2026-04-21 Armin Nurkanović , Anton Pozharskiy , Moritz Diehl

Model predictive control (MPC) is an optimization-based control strategy with broad industrial adoption. Unfortunately, the required computation time to solve the receding-horizon MPC optimization problem can become prohibitively large for…

系统与控制 · 电气工程与系统科学 2024-10-24 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

Nonlinear optimization-based control policies, such as those those arising in nonlinear Model Predictive Control, have seen remarkable success in recent years. These policies require solving computationally demanding nonlinear optimization…

最优化与控制 · 数学 2025-12-02 Riccardo Zuliani , Efe C. Balta , John Lygeros

This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. It is known that these problems are related to certain infinite-dimensional linear programming…

最优化与控制 · 数学 2023-04-26 Ilya Shvartsman

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 control theory, typically a nominal model is assumed based on which an optimal control is designed and then applied to an actual (true) system. This gives rise to the problem of performance loss due to the mismatch between the true model…

最优化与控制 · 数学 2023-09-19 Somnath Pradhan , Serdar Yuksel

We analyse the closed-loop performance of a model predictive control (MPC) for tracking formulation with artificial references. It has been shown that such a scheme guarantees closed-loop stability and recursive feasibility for any…

最优化与控制 · 数学 2024-01-25 Matthias Köhler , Lisa Krügel , Lars Grüne , Matthias A. Müller , Frank Allgöwer

This paper studies convergence properties of optimal values and actions for discounted and average-cost Markov Decision Processes (MDPs) with weakly continuous transition probabilities and applies these properties to the stochastic…

最优化与控制 · 数学 2017-03-21 Eugene A. Feinberg , Mark E. Lewis

In this paper, we investigate the robustness of stationary mean-field equilibria in the presence of model uncertainties, specifically focusing on infinite-horizon discounted cost functions. To achieve this, we initially establish…

系统与控制 · 电气工程与系统科学 2026-04-10 Uğur Aydın , Naci Saldi

An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic.…

最优化与控制 · 数学 2016-02-26 Xun Li , Jingrui Sun , Jiongmin Yong

A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state…

最优化与控制 · 数学 2020-08-25 Jianping Huang , Jiongmin Yong , Hua-Cheng Zhou

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