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Microgrids are integrated systems that gather and operate energy production units to satisfy consumers demands. This paper details different mathematical methods to design the Energy Management System (EMS) of domestic microgrids. We…

Optimization and Control · Mathematics 2018-01-22 François Pacaud , Pierre Carpentier , Jean-Philippe Chancelier , Michel De Lara

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

We investigate model predictive control (MPC) formulations for linear systems subject to i.i.d. stochastic disturbances with bounded support and chance constraints. Existing stochastic MPC formulations with closed-loop guarantees can be…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Johannes Köhler , Ferdinand Geuss , Melanie N. Zeilinger

Chance-constrained optimization has emerged as a promising framework for managing uncertainties in power systems. This work advances its application to the DC Optimal Power Flow (DC-OPF) model, developing a novel approach to uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Tianyang Yi , D. Adrian Maldonado , Anirudh Subramanyam

We consider the problem of robotic planning under uncertainty. This problem may be posed as a stochastic optimal control problem, complete solution to which is fundamentally intractable owing to the infamous curse of dimensionality. We…

Optimization and Control · Mathematics 2020-07-21 Mohamed Naveed Gul Mohamed , Suman Chakravorty , Dylan A. Shell

This article presents a robust control strategy using Time-Optimal Model Predictive Control (TOMPC) for a two-level quantum system subject to bounded uncertainties. In this method, the control field is optimized over a finite horizon using…

Quantum Physics · Physics 2024-02-13 Yunyan Lee , Ian R. Petersen , Daoyi Dong

In this paper, we present a multilevel Monte Carlo (MLMC) version of the Stochastic Gradient (SG) method for optimization under uncertainty, in order to tackle Optimal Control Problems (OCP) where the constraints are described in the form…

Optimization and Control · Mathematics 2019-12-30 Matthieu Martin , Fabio Nobile , Panagiotis Tsilifis

This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized…

Optimization and Control · Mathematics 2019-01-09 V. Rostampour , T. Keviczky

We address the issue of control of a stochastic two-component granulation process in pharmaceutical applications through using Stochastic Model Predictive Control (SMPC) and model reduction to obtain the desired particle distribution. We…

Optimization and Control · Mathematics 2017-04-18 Negar Hashemian , Antonios Armaou

This paper investigates the distributed optimal output consensus problem of second-order uncertain nonlinear multi-agent systems over weight-unbalanced directed networks. Under the standard assumption that local cost functions are strongly…

Optimization and Control · Mathematics 2022-02-11 Jin Zhang , Lu Liu , Haibo Ji

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

In urban drainage systems (UDS), a proven method for reducing the combined sewer overflow (CSO) pollution is real-time control (RTC) based on model predictive control (MPC). MPC methodologies for RTC of UDSs in the literature rely on the…

Systems and Control · Electrical Eng. & Systems 2021-12-17 Jan Lorenz Svensen , Congcong Sun , Gabriela Cembrano , Vicenç Puig

This paper presents an uncertainty compensation-based robust adaptive model predictive control (MPC) framework for linear systems with both matched and unmatched nonlinear uncertainties subject to both state and input constraints. In…

Systems and Control · Electrical Eng. & Systems 2024-09-27 Ran Tao , Pan Zhao , Ilya Kolmanovsky , Naira Hovakimyan

The performance of a conventional model-based controller significantly depends on the accuracy of the modeled dynamics. The model of a plant's dynamics is subjected to errors in estimating the numerical values of the physical parameters,…

Optimization and Control · Mathematics 2017-06-14 Mohammad Reza Amini , Mahdi Shahbakhti , Selina Pan

In this paper, a neural-network (NN)-based online optimal control method (NN-OPT) is proposed for ultra-capacitors (UCs) energy storage system (ESS) in hybrid AC/DC microgrids involving multiple distributed generations (e.g., Photovoltaic…

Optimization and Control · Mathematics 2019-04-17 Jiajun Duan , Zhehan Yi , Di Shi , Hao Xu , Zhiwei Wang

In this paper, we address the stochastic MPC (SMPC) problem for linear systems, subject to chance state constraints and hard input constraints, under unknown noise distribution. First, we reformulate the chance state constraints as…

Systems and Control · Electrical Eng. & Systems 2022-04-05 Charis Stamouli , Anastasios Tsiamis , Manfred Morari , George J. Pappas

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

The Koopman operator enables simplified representations for nonlinear systems in data-driven optimal control, but the accompanying uncertainties inevitably induce deviations in the optimal controller and associated value function. This…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Yicheng Lin , Bingxian Wu , Nan Bai , Yunxiao Ren , Zhongkui Li , Zhisheng Duan

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

Toward scalable quantum computing, the control of quantum systems needs to be robust against both coherent errors induced by parametric uncertainties and incoherent errors induced by environmental decoherence. This poses significant…

Quantum Physics · Physics 2025-07-11 Yidian Fan , Re-Bing Wu