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Related papers: Chance-constrained DC Optimal Power Flow with Non-…

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Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability,…

Optimization and Control · Mathematics 2024-09-17 Manish Prajapat , Amon Lahr , Johannes Köhler , Andreas Krause , Melanie N. Zeilinger

We tackle safe trajectory planning under Gaussian mixture model (GMM) uncertainty. Specifically, we use a GMM to model the multimodal behaviors of obstacles' uncertain states. Then, we develop a mixed-integer conic approximation to the…

Robotics · Computer Science 2025-03-11 Kai Ren , Heejin Ahn , Maryam Kamgarpour

We study linear policy approximations for the risk-conscious operation of an industrial energy system with uncertain wind power, significant and variable electricity demand, and high thermal output, as found in a modern foundry. The system…

Optimization and Control · Mathematics 2025-11-24 Johannes Nicklaus , Lea Brass , Gunnar Schubert

Distributionally robust chance-constrained programs (DR-CCP) over Wasserstein ambiguity sets exhibit attractive out-of-sample performance and admit big-$M$-based mixed-integer programming (MIP) reformulations with conic constraints.…

Optimization and Control · Mathematics 2021-01-14 Nam Ho-Nguyen , Fatma Kılınç-Karzan , Simge Küçükyavuz , Dabeen Lee

The increase in renewable energy sources (RESs), like wind or solar power, results in growinguncertainty also in transmission grids. This affects grid stability through fluctuating energy supplyand an increased probability of overloaded…

Systems and Control · Electrical Eng. & Systems 2022-12-07 Rebecca Bauer , Tillmann Mühlpfordt , Nicole Ludwig , Veit Hagenmeyer

Optimal power flow (OPF) is an important tool for Independent System Operators (ISOs) to deal with the power generation management. With the increasing penetration of renewable energy into power grids, challenges arise in tackling the OPF…

Optimization and Control · Mathematics 2023-06-27 Jia Yang , Jun Song , Chaoyue Zhao

This paper deals with the impact of linear approximations for the unknown nonconvex confidence region of chance-constrained AC optimal power flow problems. Such approximations are required for the formulation of tractable chance…

Systems and Control · Computer Science 2018-10-03 Lejla Halilbasic , Pierre Pinson , Spyros Chatzivasileiadis

We propose a novel distribution-free scheme to solve optimization problems where the goal is to minimize the expected value of a cost function subject to probabilistic constraints. Unlike standard sampling-based methods, our idea consists…

Optimization and Control · Mathematics 2025-05-28 Francesco Cordiano , Matin Jafarian , Bart De Schutter

Safety-critical control systems, such as spacecraft performing proximity operations, must provide formal safety guarantees despite stochastic uncertainties from state estimation and unmodeled dynamics. Although Control Barrier Functions…

Systems and Control · Electrical Eng. & Systems 2026-04-13 Kazuya Echigo , David E. J. van Wijk , Pol Mestres , Ersin Daş , Joel W. Burdick , Aaron D. Ames

In this paper, we tackle the resolution of chance-constrained problems reformulated via Sample Average Approximation. The resulting data-driven deterministic reformulation takes the form of a large-scale mixed-integer program cursed with…

Optimization and Control · Mathematics 2023-06-27 Álvaro Porras , Concepción Domínguez , Juan M. Morales , Salvador Pineda

The optimal power flow problem plays an important role in the market clearing and operation of electric power systems. However, with increasing uncertainty from renewable energy operation, the optimal operating point of the system changes…

Optimization and Control · Mathematics 2018-01-25 Yeesian Ng , Sidhant Misra , Line A. Roald , Scott Backhaus

We tackle the data-driven chance-constrained density steering problem using the Gromov-Wasserstein metric. The underlying dynamical system is an unknown linear controlled recursion, with the assumption that sufficiently rich input-output…

Optimization and Control · Mathematics 2025-08-11 Haruto Nakashima , Siddhartha Ganguly , Kenji Kashima

This paper aims to provide a Dynamic Programming (DP) approach to solve the Mission-Wide Chance-Constrained Optimal Control Problems (MWCC-OCP). The mission-wide chance constraint guarantees that the probability that the entire state…

Optimization and Control · Mathematics 2022-09-14 Kai Wang , Sebastien Gros

In this paper we propose a constrained guaranteed cost robust model predictive controller (GCMPC) for uncertain discrete time systems. This controller was developed based on a quadratic cost functional and guarantee robustness with respect…

Optimization and Control · Mathematics 2018-09-21 Carlos M. Massera , Marco H. Terra , Denis F. Wolf

Higher shares of electricity generation from renewable energy sources and market liberalization is increasing uncertainty in power systems operation. At the same time, operation is becoming more flexible with improved control systems and…

Optimization and Control · Mathematics 2016-09-09 Line Roald , Sidhant Misra , Thilo Krause , Goran Andersson

With high penetrations of renewable generation and variable loads, there is significant uncertainty associated with power flows in DC networks such that stability and operational constraint satisfaction are of concern. Most existing DC…

Optimization and Control · Mathematics 2021-06-14 Jianzhe Liu , Bai Cui , Daniel K. Molzahn , Chen Chen , Xiaonan Lu , Feng Qiu

We introduce constrained Gaussian process (CGP), a Gaussian process model for random functions that allows easy placement of mathematical constrains (e.g., non-negativity, monotonicity, etc) on its sample functions. CGP comes with…

Statistics Theory · Mathematics 2019-04-23 Jeremiah Zhe Liu

A method is presented to solve a stochastic, nonlinear optimal control problem representative of spacecraft trajectory design under uncertainty. The problem is reformulated as a chance constrained nonlinear program, or what is known as a…

Optimization and Control · Mathematics 2024-01-05 William Fife , Pradipto Ghosh , Kyle DeMars

Despite cascading failures being the central cause of blackouts in power transmission systems, existing operational and planning decisions are made largely by ignoring their underlying cascade potential. This paper posits a…

Optimization and Control · Mathematics 2022-01-26 Anirudh Subramanyam , Jacob Roth , Albert Lam , Mihai Anitescu

For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach…

Optimization and Control · Mathematics 2023-12-13 Johannes J. Brust , Mihai Anitescu
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