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Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…

Systems and Control · Computer Science 2016-05-13 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

This paper outlines an optimization framework for choosing fast and reliable control actions in a transmission grid emergency situation. We consider contractual load shedding and generation re-dispatch as exemplary emergency actions. To…

Optimization and Control · Mathematics 2017-07-25 Sidhant Misra , Line Roald , Marc Vuffray , Michael Chertkov

We consider a robust optimization problem in an electric power system under uncertain demand and availability of renewable energy resources. Solving the deterministic alternating current optimal power flow (ACOPF) problem has been…

Optimization and Control · Mathematics 2021-02-16 Chaithanya Bandi , Krishnamurthy Dvijotham , David Morton , Haoxiang Yang

In many real-world dynamical systems, obtaining precise models of system uncertainty remains a challenge. It may be difficult to estimate noise distributions or robustness bounds, especially when the distributions/robustness bounds vary…

Systems and Control · Electrical Eng. & Systems 2024-03-05 Heling Zhang , Lillian J. Ratliff , Roy Dong

Modern wireless communication systems necessitate the development of cost-effective resource allocation strategies, while ensuring maximal system performance. While commonly realizable via efficient waterfilling schemes, ergodic-optimal…

Signal Processing · Electrical Eng. & Systems 2024-12-03 Gokberk Yaylali , Dionysios S. Kalogerias

The rapid growth of large data center loads and inverter-based generation is increasing the stress on transmission networks, while expanding grid capacity at the required pace remains challenging. Power flow controllers (PFCs) that adjust…

Optimization and Control · Mathematics 2025-11-20 Eric Haag , Yuhao Chen , Giri Venkataramanan , Manish K. Singh

Resilient operation of the power system during ongoing wildfires is challenging because of the uncertain ways in which the fires impact the electric power infrastructure (multiple arc-faults, complete melt-down). To address this challenge,…

Systems and Control · Electrical Eng. & Systems 2024-04-22 Satyaprajna Sahoo , Anamitra Pal

Many practical planning and operational applications in power systems require simultaneous consideration of a large number of operating conditions or Multi-Scenario AC-Optimal Power Flow (MS-AC-OPF) solution. However, when the number of…

Optimization and Control · Mathematics 2019-05-28 Vladimir Frolov , Line Roald , Michael Chertkov

This paper studies the robust optimal gain selection problem for financial trading systems, formulated within a \emph{double linear policy} framework, which allocates capital across long and short positions. The key objective is to…

Systems and Control · Electrical Eng. & Systems 2025-01-20 Chung-Han Hsieh

In this paper, we address the problem of closed-loop control of nonlinear dynamical systems subjected to probabilistic uncertainties. More precisely, we design time-varying polynomial feedback controllers to follow the given nominal…

Optimization and Control · Mathematics 2019-12-10 Ashkan Jasour , Brian Williams

In order to deal with issues caused by the increasing penetration of renewable resources in power systems, this paper proposes a novel distributed frequency control algorithm for each generating unit and controllable load in a transmission…

Systems and Control · Electrical Eng. & Systems 2020-02-19 Luwei Yang , Tao Liu , Zhiyuan Tang , David J. Hill

Distributionally robust chance constrained programs minimize a deterministic cost function subject to the satisfaction of one or more safety conditions with high probability, given that the probability distribution of the uncertain problem…

Optimization and Control · Mathematics 2022-11-22 Zhi Chen , Daniel Kuhn , Wolfram Wiesemann

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Optimization and Control · Mathematics 2024-04-12 Francesco Cordiano , Bart De Schutter

This paper studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk…

Systems and Control · Electrical Eng. & Systems 2022-06-27 Anushri Dixit , Mohamadreza Ahmadi , Joel W. Burdick

Distribution systems are undergoing a dramatic transition from a passive circuit that routinely disseminates electric power among downstream nodes to the system with distributed energy resources. The distributed energy resources come in a…

Systems and Control · Computer Science 2018-03-12 Ali Hassan , Yury Dvorkin , Deepjyoti Deka , Michael Chertkov

This paper studies distributed optimal formation control with hard constraints on energy levels and termination time, in which the formation error is to be minimized jointly with the energy cost. The main contributions include a globally…

Systems and Control · Electrical Eng. & Systems 2020-06-24 Chunxiang Jia , Fei Chen , Linying Xiang , Weiyao Lan , Gang Feng

Stochastic Model Predictive Control addresses uncertainties by incorporating chance constraints that provide probabilistic guarantees of constraint satisfaction. However, simultaneously optimizing over the risk allocation and the feedback…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Filipe Marques Barbosa , Johan Löfberg

A method is developed to numerically solve chance constrained optimal control problems. The chance constraints are reformulated as nonlinear constraints that retain the probability properties of the original constraint. The reformulation…

Optimization and Control · Mathematics 2020-05-29 Rachel E. Keil , Alexander T. Miller , Mrinal Kumar , Anil V. Rao

As independent service providers shift from conventional energy to renewable energy sources, the power distribution system will likely experience increasingly significant fluctuation in supply, given the uncertain and intermittent nature of…

Systems and Control · Computer Science 2016-01-27 Chinwendu Enyioha , Sindri Magnusson , Kathryn Heal , Na Li , Carlo Fischione , Vahid Tarokh

Solving chance-constrained stochastic optimal control problems is a significant challenge in control. This is because no analytical solutions exist for up to a handful of special cases. A common and computationally efficient approach for…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Alexandre Capone , Tim Brüdigam , Sandra Hirche
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