中文
相关论文

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

200 篇论文

We study the problem of distributed online control of networked systems with time-varying cost functions and disturbances, where each node only has local information of the states and forecasts of the costs and disturbances. We develop a…

最优化与控制 · 数学 2025-07-18 Eric Xu , Soummya Kar , Guannan Qu

This paper proposes a novel robust Model Predictive Control (MPC) scheme for linear discrete-time systems affected by model uncertainty described by interval matrices. The key feature of the proposed method is a bound on the uncertainty…

系统与控制 · 电气工程与系统科学 2026-02-20 Renato Quartullo , Andrea Garulli , Mirko Leomanni

In this paper, we propose a combined Magnitude Saturated Adaptive Control (MSAC)-Model Predictive Control (MPC) approach to linear quadratic tracking optimal control problems with parametric uncertainties and input saturation. The proposed…

最优化与控制 · 数学 2023-03-14 Sunbochen Tang , Anuradha M. Annaswamy

The exploration/exploitation trade-off is an inherent challenge in data-driven adaptive control. Though this trade-off has been studied for multi-armed bandits (MAB's) and reinforcement learning for linear systems; it is less well-studied…

最优化与控制 · 数学 2023-01-30 Ilgin Dogan , Zuo-Jun Max Shen , Anil Aswani

In this paper, we focus on the problem of shrinking-horizon Model Predictive Control (MPC) in uncertain dynamic environments. We consider controlling a deterministic autonomous system that interacts with uncontrollable stochastic agents…

系统与控制 · 电气工程与系统科学 2024-05-20 Charis Stamouli , Lars Lindemann , George J. Pappas

We consider a discrete-time bipartite matching model with random arrivals of units of supply and demand that can wait in queues located at the nodes in the network. A control policy determines which are matched at each time. The focus is on…

离散数学 · 计算机科学 2016-06-28 Ana Bušić , Sean Meyn

We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our…

最优化与控制 · 数学 2017-12-20 Dimitri P. Bertsekas

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

机器学习 · 计算机科学 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

This paper proves continuity of value functions in discounted periodic-review single-commodity total-cost inventory control problems with \revision{continuous inventory levels,} fixed ordering costs, possibly bounded inventory storage…

最优化与控制 · 数学 2022-07-27 Eugene A. Feinberg , David N. Kraemer

This paper focuses on infinite-horizon optimal control problems for dissipative systems and the relations to their finite-horizon formulations. We show that, for a large class of problems, dissipativity of the state equation, when a…

最优化与控制 · 数学 2026-02-17 Matteo Della Rossa , Thiago Alves Lima , Lorenzo Freddi

Asymptotic stability in economic receding horizon control can be obtained under a strict dissipativity assumption, related to positive-definiteness of a so-called rotated cost, and through the use of suitable terminal cost and constraints.…

系统与控制 · 电气工程与系统科学 2025-11-20 Mario Zanon

In this brief, we consider the constrained optimization problem underpinning model predictive control (MPC). We show that this problem can be decomposed into an unconstrained optimization problem with the same cost function as the original…

最优化与控制 · 数学 2020-08-18 Uroš Kalabić , Ilya Kolmanovsky

In this note, we consider infinite horizon optimal control problems with deterministic systems. Since exact solutions to these problems are often intractable, we propose a parallel model predictive control (MPC) method that provides an…

最优化与控制 · 数学 2025-04-29 Yuchao Li , Aren Karapetyan , Niklas Schmid , John Lygeros , Karl H. Johansson , Jonas Mårtensson

In this technical note we analyse the performance improvement and optimality properties of the Learning Model Predictive Control (LMPC) strategy for linear deterministic systems. The LMPC framework is a policy iteration scheme where…

Control co-design (CCD) is a technique for improving the closed-loop performance of systems through the coordinated design of both plant parameters and an optimal control policy. While model predictive control (MPC) is an attractive control…

系统与控制 · 电气工程与系统科学 2023-04-18 Austin L. Nash , Herschel C. Pangborn , Neera Jain

In this paper, we provide a stability and performance analysis of model predictive control (MPC) schemes based on finite-tail costs. We study the MPC formulation originally proposed by Magni et al. (2001) wherein the standard terminal…

系统与控制 · 电气工程与系统科学 2021-06-22 Johannes Köhler , Frank Allgöwer

Model predictive control (MPC) is a popular control method that has proved effective for robotics, among other fields. MPC performs re-planning at every time step. Re-planning is done with a limited horizon per computational and real-time…

机器人学 · 计算机科学 2017-03-22 Aviv Tamar , Garrett Thomas , Tianhao Zhang , Sergey Levine , Pieter Abbeel

%!TEX root = LCSS_main_max.tex The widespread adoption of nonlinear Receding Horizon Control (RHC) strategies by industry has led to more than 30 years of intense research efforts to provide stability guarantees for these methods. However,…

最优化与控制 · 数学 2024-01-29 Tyler Westenbroek , Max Simchowitz , Michael I. Jordan , S. Shankar Sastry

Time-distributed Optimization (TDO) is an approach for reducing the computational burden of Model Predictive Control (MPC). When using TDO, optimization iterations are distributed over time by maintaining a running solution estimate and…

最优化与控制 · 数学 2021-02-25 Dominic Liao-McPherson , Terrence Skibik , Jordan Leung , Ilya Kolmanovsky , Marco M. Nicotra

Designing predictive controllers towards optimal closed-loop performance while maintaining safety and stability is challenging. This work explores closed-loop learning for predictive control parameters under imperfect information while…

系统与控制 · 电气工程与系统科学 2024-04-19 Sebastian Hirt , Maik Pfefferkorn , Ali Mesbah , Rolf Findeisen