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20242026
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math.OC2026

On the Value Function of Infinite-Horizon Optimal Control of Piecewise Affine Systems

Francesco Cordiano, Kanghui He, Bart De Schutter

In this paper, we study the structure of the value function in constrained infinite-time optimal control (CITOC) problems of piecewise affine (PWA) systems, with or $\ell_…

math.OC2026

Learning-Based Stochastic Optimal Control with Infinite-Horizon Probabilistic Constraints

Francesco Cordiano, Kanghui He, Bart De Schutter

In this paper, we consider stochastic optimal control problems with infinite-horizon joint chance constraints. By means of an appropriate state augmentation, we reformulate the ori…

math.OC2024

Stability and Performance Analysis of Model Predictive Control of Uncertain Linear Systems

Changrui Liu, Shengling Shi, Bart De Schutter

Model mismatch often poses challenges in model-based controller design. This paper investigates model predictive control (MPC) of uncertain linear systems with input constraints, f…

math.OC2024

Scenario Reduction with Guarantees for Stochastic Optimal Control of Linear Systems

Francesco Cordiano, Bart De Schutter

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly comprom…

math.OC2024

Distributed Model Predictive Control for Piecewise Affine Systems Based on Switching ADMM

Samuel Mallick, Azita Dabiri, Bart De Schutter

This paper presents a novel approach for distributed model predictive control (MPC) for piecewise affine (PWA) systems. Existing approaches rely on solving mixed-integer optimizati…