Learning-enabled Acceleration of Scenario-based Model Predictive Control

Agent-based model predictive control (AMPC) has recently been proposed for vehicle systems with various controllers, such as differential braking and torque vectoring, where controllers are regarded as distributed agents contributing to the same objective. However, this scheme is challenging in handling multiple conflicting objectives with coupled agents. A common approach for such tasks is the integrated MPC, where all objectives and agents are stacked together in one optimization. Nevertheless, as more agents and objectives are involved, the integrated MPC will face challenges like computational burdens and maintenance difficulties in practice. To this end, this paper proposes a learning multi-objective AMPC that can improve design flexibility and computing efficiency. First, under the assumption of information exchange, a multi-objective AMPC tailored from the alternating direction method of multipliers (ADMM) is proposed to decouple the system and achieve the same performance as the integrated scheme iteratively. Second, a learning-based method for initializing iterations is proposed to accelerate convergence. In addition, a data management method is proposed for real-time efficiency, and an authentication module is designed for learning reliability. We compare the proposed scheme against the integrated scheme via a combined path-tracking simulation for autonomous vehicles with various controllers. The proposed scheme achieves the same control performance as the integrated one while reducing the computational time by 43.5%. Furthermore, the learning-based method saves 88.6% more computational time than without learning, making it suitable for real-time implementation.

Scenario-tree model predictive control (MPC) represents future information by a rooted tree and optimizes a nonanticipative policy over that tree. Numerical methods for solving the resulting nonlinear program typically compute their search directions through a sequence of branched linear-quadratic regulator (LQR) subproblems. The standard tree Riccati recursion requires linear work but has a dependency chain proportional to tree height. We present an algebraically exact parallel solver based on rake-compress tree contraction. After independent local control condensation, its two operations act on node and edge data that represent conditional quadratic functions. A rake eliminates a leaf and its parent edge, adding their reduced contribution to the parent-node data. A compress eliminates a unary node and replaces its two adjacent edges by one edge, using the same conditional-value composition as parallel Riccati methods on a chain. Together they contract an arbitrary rooted tree to its root; reversing the contraction recovers every Riccati coefficient, state, control, and multiplier. Given a reusable topology plan, a solve with $N$ nodes and fixed state and control dimensions has $O(N)$ arithmetic work and storage and $O(\log N)$ span, independently of tree height, balance, and maximum out-degree. The formulation allows positive-semidefinite dual regularization, including the unregularized case, and an exact linear-size lifting covers the standard scenario-MPC convention of one control per information node. We prove the contraction identities and equivalence to the Karush-Kuhn-Tucker (KKT) system. Three MIT-licensed JAX packages implement the bidirectional contraction, the dual-regularized LQR solver, and a user-facing primal-dual interior-point solver for tree-structured optimal control.

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.g., via Wasserstein-based scenario reduction---but improved distributional accuracy does not necessarily yield better control performance. We propose a control-oriented approach that learns scenario tree construction directly from its impact on downstream decisions. Fixing the tree topology, we formulate tree construction as a sequential assignment of sampled scenarios to leaves. This assignment is parameterized by an attention-based policy over the scenario set and trained using reinforcement learning, with closed-loop control profit as the objective. Training is stabilized by an asymmetric critic that leverages realized future trajectories. We evaluate the method on a risk-averse battery arbitrage problem. Across a range of forecast set sizes, the learned construction consistently achieves the highest profit, outperforming classical forward and backward reduction methods and certainty-equivalent (single-trajectory forecast) control. The learned policy also exhibits greater robustness on challenging instances, consistently demonstrating better tail-risk characteristics. Analysis of the resulting trees indicates that our method constructs compact, selectively branching structures that capture high-impact events while keeping most trajectories nearly deterministic. These findings highlight that the value of a scenario tree depends critically on the decisions it supports, and provide an effective framework to train scenario tree constructors merely based on the closed-loop control optimization signal.