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In this paper we propose a new methodology for solving an uncertain stochastic Markovian control problem in discrete time. We call the proposed methodology the adaptive robust control. We demonstrate that the uncertain control problem under…

Optimization and Control · Mathematics 2017-06-08 Tomasz R. Bielecki , Tao Chen , Igor Cialenco , Areski Cousin , Monique Jeanblanc

We study the optimal power flow problem with switching (or, equivalently, the line expansion problem) under demand uncertainty. Specifically, we consider the line-use variables at the first stage and the current- or power-flow at the second…

Optimization and Control · Mathematics 2016-01-26 Jakub Marecek , Adam Ouorou , Guanglei Wang

We propose a new algorithm for the solution of the robust multiple-load topology optimization problem. The algorithm can be applied to any type of problem, e.g., truss topology, variable thickness sheet or free material optimization. We…

Optimization and Control · Mathematics 2013-07-30 Michal Kocvara

The control system in surgical robots must ensure patient safety and real time control. As such, all the uncertainties which could appear should be considered into an extended model of the plant. After such an uncertain plant is formed, an…

Robotics · Computer Science 2024-07-24 Vlad Mihaly , Iosif Birlescu , Mircea Şuşcă , Damien Chablat , Petru Dobra

We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…

Optimization and Control · Mathematics 2021-04-23 Dongchan Lee , Konstantin Turitsyn , Jean-Jacques Slotine

Optimizing a building's energy supply design is a task with multiple competing criteria, where not only monetary but also, for example, an environmental objective shall be taken into account. Moreover, when deciding which storages and…

Optimization and Control · Mathematics 2024-07-26 Elisabeth Halser , Elisabeth Finhold , Neele Leithäuser , Tobias Seidel , Karl-Heinz Küfer

Increasing integration of renewable generation poses significant challenges to ensure robustness guarantees in real-time energy system decision-making. This work aims to develop a robust optimal transmission switching (OTS) framework that…

Optimization and Control · Mathematics 2022-09-01 Yuqi Zhou , Hao Zhu , Grani A. Hanasusanto

Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…

Optimization and Control · Mathematics 2022-08-24 Phebe Vayanos , Angelos Georghiou , Han Yu

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

Systems and Control · Electrical Eng. & Systems 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

We provide a framework for incorporating robustness -- to perturbations in the transition dynamics which we refer to as model misspecification -- into continuous control Reinforcement Learning (RL) algorithms. We specifically focus on…

Deterministic model predictive control (MPC), while powerful, is often insufficient for effectively controlling autonomous systems in the real-world. Factors such as environmental noise and model error can cause deviations from the expected…

Optimization and Control · Mathematics 2024-07-29 Alex Oshin , Hassan Almubarak , Evangelos A. Theodorou

Multicriteria adjustable robust optimization (MARO) problems arise in a wide variety of practical settings, for example, in the design of a building's energy supply. However, no general approaches, neither for the characterization of…

Optimization and Control · Mathematics 2024-06-13 Elisabeth Halser , Elisabeth Finhold , Neele Leithäuser , Jan Schwientek , Katrin Teichert , Karl-Heinz Küfer

Control of nonlinear distributed parameter systems (DPS) under uncertainty is a meaningful task for many industrial processes. However, both intrinsic uncertainty and high dimensionality of DPS require intensive computations, while…

Optimization and Control · Mathematics 2024-10-17 Min Tao , Ioannis Zacharopoulos , Constantinos Theodoropoulos

The growing uncertainty from renewable power and electricity demand brings significant challenges to unit commitment (UC). While various advanced forecasting and optimization methods have been developed to predict better and address this…

Optimization and Control · Mathematics 2025-09-30 Rui Xie , Yue Chen , Pierre Pinson

In this paper, we investigate how to achieve the unpredictability against malicious inferences for linear systems. The key idea is to add stochastic control inputs, named as unpredictable control, to make the outputs irregular. The future…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Chendi Qu , Jianping He , Jialun Li , Xiaoming Duan

Copositive linear Lyapunov functions are used along with dissipativity theory for stability analysis and control of uncertain linear positive systems. Unlike usual results on linear systems, linear supply-rates are employed here for…

Systems and Control · Computer Science 2012-06-05 Corentin Briat

We present an optimization-based approach for trajectory planning and control of a maneuverable melting probe with a high number of binary control variables. The dynamics of the system are modeled by a set of ordinary differential equations…

Optimization and Control · Mathematics 2018-09-14 Christian Meerpohl , Kathrin Flaßkamp , Christof Büskens

In this paper we examine multi-objective linear programming problems in the face of data uncertainty both in the objective function and the constraints. First, we derive a formula for radius of robust feasibility guaranteeing constraint…

Optimization and Control · Mathematics 2014-02-14 M. A. Goberna , V. Jeyakumar , G. Li , J. Vicente-Pérez

A robust power scheduling algorithm is proposed to schedule power flow between the main electricity grid and a microgird with solar energy generation and battery energy storage subject to uncertainty in solar energy production. To avoid…

Systems and Control · Computer Science 2019-02-22 Amir Valibeygi , Abdulelah H. Habib , Raymond A. de Callafon

Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…

Machine Learning · Computer Science 2026-04-28 Yunpeng Xu , Wenge Guo , Zhi Wei
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