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The optimal operation of an integrated electricity and natural gas infrastructure is investigated. The couplings between the electricity system and the gas system are modeled by so-called energy hubs, which represent the interface between the loads on the one hand and the transmission infrastructures on the other. To increase reliability and efficiency, storage devices are present in the multi-carrier energy system. In order to optimally incorporate these storage devices in the operation of the infrastructure, the capacity constraints and dynamics of these have to be taken into account explicitly. Therefore, we propose a model predictive control approach for controlling the system. This controller takes into account the present constraints and dynamics, and in addition adapts to expected changes of loads and/or energy prices. Simulations in which the proposed scheme is applied to a three-hub benchmark system are presented.