Scenario-based model predictive control (SBMPC) is a variant of model predictive control (MPC) that explicitly accounts for uncertainty by optimizing control actions over multiple predicted scenarios. However, its computational complexity increases rapidly with the number of scenarios and prediction horizon, limiting is applicability to real-time planning and control.
arXiv:2605. 04568v3 Announce Type: replace-cross Abstract: State-of-the-art model-based Reinforcement Learning (RL) approaches either use gradient-free, population-based methods for planning, learned policy networks, or a combination of policy networks and planning.
By Jonathan Spieler, Sven Behnke
arXiv:2606. 08993v1 Announce Type: new Abstract: We propose LEAF, a learning-enabled ADMM framework for accelerated convex optimization.
By Binh Nguyen, Trinh Tran, Truong X. Nghiem
arXiv:2604. 21030v2 Announce Type: replace-cross Abstract: The integration of Model Predictive Control (MPC) and Reinforcement Learning (RL) has emerged as a promising paradigm for constrained decision-making and adaptive control.
By Mohsen Jalaeian Farimani, Roya Khalili Amirabadi, Davoud Nikkhouy, Malihe Abdolbaghi, Mahshad Rastegarmoghaddam, Shima Samadzadeh, Mahdi Ghane
arXiv:2608. 09335v1 Announce Type: new Abstract: Multistage stochastic model predictive control (MPC) handles uncertainty by optimizing over a scenario tree, a finite branching approximation of future outcomes constructed from sampled forecasts.
By Fabio Pavirani, Bert Claessens, Pierre Pinson, Chris Develder
arXiv:2409. 08066v3 Announce Type: replace Abstract: The real-time solution of parametric optimization problems is critical for applications that demand high accuracy under tight real-time constraints, such as model predictive control.
By Lukas L\"uken, Sergio Lucia
arXiv:2606. 24039v1 Announce Type: cross Abstract: Robotics increasingly relies on GPUs for parallel simulation, large-scale learning, and neural-network inference.
By Gabriel Bravo-Palacios, Jianghan Zhang, Zachary Pestrikov, Brian Plancher, Thomas Lew
Multistage stochastic model predictive control (MPC) handles uncertainty by optimizing over a scenario tree, a finite branching approximation of future outcomes constructed from sampled forecasts. To build such a tree, conventional methods focus on matching the underlying probability distribution---e.
arXiv:2607. 06121v1 Announce Type: cross Abstract: In this paper, we investigate whether a model-free RL agent can identify and exploit price manipulation opportunities more effectively than a traditional model-based approach that assumes correct specification of the data-generating process but relies on noisy parameter estimates.
By Ioanna-Yvonni Tsaknaki, Andrea Macr\`i, Fabrizio Lillo
arXiv:2606. 08797v1 Announce Type: cross Abstract: Decision-focused learning has shown great promise for addressing predict-then-optimize problems, particularly in the presence of under-specified models.
By St\'ephane Eilles-Chan Way, Hugo Percot, Quentin Cappart, Tias Guns, Louis-Martin Rousseau
arXiv:2601. 16510v3 Announce Type: replace-cross Abstract: Solving massive-scale optimization problems requires scalable first-order methods with low per-iteration cost.
By Liping Tao, Xindi Tong, Chee Wei Tan
arXiv:2608. 09921v1 Announce Type: new Abstract: Foundation models are transforming business workflows and boosting productivity, yet they remain largely absent from engineering domains such as power system analysis, where strict physical consistency must be enforced.
By Alban Puech, Matteo Mazzonelli, Tamara R. Govindasamy, Mangaliso Mngomezulu, H\'ector Maeso-Garc\'ia, Thomas Tolhurst, Javad Bayazi, Ali Moeini, Naomi Simumba, Celia Cintas, David Nelischer, Romeo Kienzler, Jonas Weiss, Anna Varbella, Florian D\"orfler, Gabriela Hug, Martin Mevissen, Juan Bernab\'e-Moreno, Fran\c{c}ois Mirall\`es, Hendrik F. Hamann, Etienne Vos, Thomas Brunschwiler