In this thesis, we study model predictive control (MPC) schemes for control tasks which go beyond the classical objective of setpoint stabilization. In particular, we consider two classes of such control problems, namely distributed MPC for cooperative control in networks of multiple interconnected systems, and economic MPC, where the main focus is on the optimization of some general performance criterion which is possibly related to the economics of a system. The contributions of this thesis are to analyze various systems theoretic properties occurring in these type of control problems, and to develop distributed and economic MPC schemes with certain desired (closed-loop) guarantees. To be more precise, in the field of distributed MPC we propose different algorithms which are suitable for general cooperative control tasks in networks of interacting systems. We show that the developed distributed MPC frameworks are such that the desired cooperative goal is achieved, while coupling constraints between the systems are satisfied. Furthermore, we discuss implementation and scalability issues for the derived algorithms, as well as the necessary communication requirements between the systems. In the field of economic MPC, the contributions of this thesis are threefold. Firstly, we analyze a crucial dissipativity condition, in particular its necessity for optimal steady-state operation of a system and its robustness with respect to parameter changes. Secondly, we develop economic MPC schemes which also take average constraints into account. Thirdly, we propose an economic MPC framework with self-tuning terminal cost and a generalized terminal constraint, and we show how self-tuning update rules for the terminal weight can be derived such that desirable closed-loop performance bounds can be established.

This book focuses on distributed and economic Model Predictive Control (MPC) with applications in different fields. MPC is one of the most successful advanced control methodologies due to the simplicity of the basic idea (measure the current state, predict and optimize the future behavior of the plant to determine an input signal, and repeat this procedure ad infinitum) and its capability to deal with constrained nonlinear multi-input multi-output systems. While the basic idea is simple, the rigorous analysis of the MPC closed loop can be quite involved. Here, distributed means that either the computation is distributed to meet real-time requirements for (very) large-scale systems or that distributed agents act autonomously while being coupled via the constraints and/or the control objective. In the latter case, communication is necessary to maintain feasibility or to recover system-wide optimal performance. The term economic refers to general control tasks and, thus, goes beyond the typically predominant control objective of set-point stabilization. Here, recently developed concepts like (strict) dissipativity of optimal control problems or turnpike properties play a crucial role. The book collects research and survey articles on recent ideas and it provides perspectives on current trends in nonlinear model predictive control. Indeed, the book is the outcome of a series of six workshops funded by the German Research Foundation (DFG) involving early-stage career scientists from different countries and from leading European industry stakeholders.

The performance of model predictive control (MPC) largely depends on the accuracy of the prediction model and of the constraints the system is subject to. However, obtaining an accurate knowledge of these elements might be expensive in terms of money and resources, if at all possible. In this thesis, we develop novel learning-based MPC frameworks that actively incentivize learning of the underlying system dynamics and of the constraints, while ensuring recursive feasibility, constraint satisfaction, and performance bounds for the closed-loop. In the first part, we focus on the case of inaccurate models, and analyze learning-based MPC schemes that include, in addition to the primary cost, a learning cost that aims at generating informative data by inducing excitation in the system. In particular, we first propose a nonlinear MPC framework that ensures desired performance bounds for the resulting closed-loop, and then we focus on linear systems subject to uncertain parameters and noisy output measurements. In order to ensure that the desired learning phase occurs in closed-loop operations, we then propose an MPC framework that is able to guarantee closed-loop learning of the controlled system. In the last part of the thesis, we investigate the scenario where the system is known but evolves in a partially unknown environment. In such a setup, we focus on a learning-based MPC scheme that incentivizes safe exploration if and only if this might yield to a performance improvement.

In this thesis, we develop a novel framework for model predictive control (MPC) which combines the concepts of robust MPC and economic MPC. The goal of this thesis is to develop and analyze MPC schemes for nonlinear discrete-time systems which explicitly consider the influence of disturbances on arbitrary performance criteria. Instead of regarding the two aspects separately, we propose robust economic MPC approaches that integrate information which is available about the disturbance directly into the economic framework. In more detail, we develop three concepts which differ in which information about the disturbance is used and how this information is taken into account. Furthermore, we provide a thorough theoretical analysis for each of the three approaches. To this end, we present results on the asymptotic average performance as well as on optimal operating regimes. Optimal operating regimes are closely related to the notion of dissipativity, which is therefore analyzed for the presented concepts. Under suitable assumptions, results on necessity and sufficiency of dissipativity for optimal steady-state operation are established for all three robust economic MPC concepts. A detailed discussion is provided which compares the different performance statements derived for the approaches as well as the respective notions of dissipativity.

Recent developments in model-predictive control promise remarkable opportunities for designing multi-input, multi-output control systems and improving the control of single-input, single-output systems. This volume provides a definitive survey of the latest model-predictive control methods available to engineers and scientists today. The initial set of chapters present various methods for managing uncertainty in systems, including stochastic model-predictive control. With the advent of affordable and fast computation, control engineers now need to think about using “computationally intensive controls,” so the second part of this book addresses the solution of optimization problems in “real” time for model-predictive control. The theory and applications of control theory often influence each other, so the last section of Handbook of Model Predictive Control rounds out the book with representative applications to automobiles, healthcare, robotics, and finance. The chapters in this volume will be useful to working engineers, scientists, and mathematicians, as well as students and faculty interested in the progression of control theory. Future developments in MPC will no doubt build from concepts demonstrated in this book and anyone with an interest in MPC will find fruitful information and suggestions for additional reading.

Model Predictive Control is an important technique used in the process control industries. It has developed considerably in the last few years, because it is the most general way of posing the process control problem in the time domain. The Model Predictive Control formulation integrates optimal control, stochastic control, control of processes with dead time, multivariable control and future references. The finite control horizon makes it possible to handle constraints and non linear processes in general which are frequently found in industry. Focusing on implementation issues for Model Predictive Controllers in industry, it fills the gap between the empirical way practitioners use control algorithms and the sometimes abstractly formulated techniques developed by researchers. The text is firmly based on material from lectures given to senior undergraduate and graduate students and articles written by the authors.

This book is a printed edition of the Special Issue "New Directions on Model Predictive Control" that was published in Mathematics