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We are interested in optimally controlling a discrete time dynamical system that can be influenced by exogenous uncertainties. This is generally called a Stochas-tic Optimal Control (SOC) problem and the Dynamic Programming (DP) principle…

Optimization and Control · Mathematics 2017-05-25 François Pacaud , Pierre Carpentier , Jean-Philippe Chancelier , Vincent Leclère

Calibrating simulation models that take large quantities of multi-dimensional data as input is a hard simulation optimization problem. Existing adaptive sampling strategies offer a methodological solution. However, they may not sufficiently…

Methodology · Statistics 2024-07-17 Pranav Jain , Sara Shashaani , Eunshin Byon

We introduce a new closed-loop architecture for the online solution of approximate optimal control problems in the context of continuous-time systems. Specifically, we introduce the first algorithm that incorporates dynamic momentum in…

Optimization and Control · Mathematics 2022-04-28 Daniel E. Ochoa , Jorge I. Poveda

This paper presents a constrained adaptive dynamic programming (CADP) algorithm to solve general nonlinear nonaffine optimal control problems with known dynamics. Unlike previous ADP algorithms, it can directly deal with problems with state…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Jingliang Duan , Zhengyu Liu , Shengbo Eben Li , Qi Sun , Zhenzhong Jia , Bo Cheng

We present a decomposition approach for obtaining good feasible solutions for the security-constrained alternating-current optimal power flow (SCACOPF) problem at an industrial scale and under real-world time and computational limits. The…

Optimization and Control · Mathematics 2021-10-06 Cosmin G. Petra , Ignacio Aravena

We formulate pure characteristics demand models under uncertainties of probability distributions as distributionally robust mathematical programs with stochastic complementarity constraints (DRMP-SCC). For any fixed first-stage variable and…

Optimization and Control · Mathematics 2021-02-10 Jie Jiang , Xiaojun Chen

Approximate dynamic programming (ADP) faces challenges in dealing with constraints in control problems. Model predictive control (MPC) is, in comparison, well-known for its accommodation of constraints and stability guarantees, although its…

Systems and Control · Electrical Eng. & Systems 2023-04-10 Kanghui He , Shengling Shi , Ton van den Boom , Bart De Schutter

In this paper, we propose a combined Magnitude Saturated Adaptive Control (MSAC)-Model Predictive Control (MPC) approach to linear quadratic tracking optimal control problems with parametric uncertainties and input saturation. The proposed…

Optimization and Control · Mathematics 2023-03-14 Sunbochen Tang , Anuradha M. Annaswamy

Direct-current microgrids (DC-MGs) can operate in either grid-connected or stand-alone mode. In particular, stand-alone DC-MG has many distinct applications. However, the optimal power flow problem of a stand-alone DC-MG is inherently…

Optimization and Control · Mathematics 2017-08-18 Jia Li , Feng Liu , Zhaojian Wang , Steven H Low , Shengwei Mei

The effective management of stochastic characteristics of renewable power generations is vital for ensuring the stable and secure operation of power systems. This paper addresses the task of optimizing the chance-constrained…

Systems and Control · Electrical Eng. & Systems 2024-01-05 Yuanxi Wu , Zhi Wu , Yijun Xu , Huan Long , Wei Gu , Shu Zheng , Jingtao Zhao

This paper addresses the problem of learning the optimal control policy for a nonlinear stochastic dynamical system with continuous state space, continuous action space and unknown dynamics. This class of problems are typically addressed in…

Machine Learning · Computer Science 2019-04-18 Ran Wang , Karthikeya Parunandi , Dan Yu , Dileep Kalathil , Suman Chakravorty

We present a new optimization-based method for atomistic-to-continuum (AtC) coupling. The main idea is to cast the coupling of the atomistic and continuum models as a constrained optimization problem with virtual Dirichlet controls on the…

Numerical Analysis · Mathematics 2013-04-19 Derek Olson , Pavel Bochev , Mitchell Luskin , Alexander V. Shapeev

This paper proposes an approach, Spectral Dynamics Embedding Control (SDEC), to optimal control for nonlinear stochastic systems. This method reveals an infinite-dimensional feature representation induced by the system's nonlinear…

Machine Learning · Computer Science 2025-08-27 Zhaolin Ren , Tongzheng Ren , Haitong Ma , Na Li , Bo Dai

We present a tree structure algorithm for optimal control problems with state constraints. We prove a convergence result for a discrete time approximation of the value function based on a novel formulation of the constrained problem. Then…

Numerical Analysis · Mathematics 2020-09-29 Alessandro Alla , Maurizio Falcone , Luca Saluzzi

Neuro-dynamic programming is a class of powerful techniques for approximating the solution to dynamic programming equations. In their most computationally attractive formulations, these techniques provide the approximate solution only…

Machine Learning · Computer Science 2016-04-18 Wei Chen , Dayu Huang , Ankur A. Kulkarni , Jayakrishnan Unnikrishnan , Quanyan Zhu , Prashant Mehta , Sean Meyn , Adam Wierman

In inverse optimal control, the optimality of a given feedback stabilizing controller is a byproduct of the choice of a meaningful, a posteriori defined, cost functional. This allows for a simple tuning comparable to linear quadratic…

Optimization and Control · Mathematics 2023-05-30 Taouba Jouini , Anders Rantzer , Emma Tegling

The increasing integration of renewable energy, particularly offshore wind, introduces significant uncertainty into hybrid AC-HVDC systems due to forecast errors and power fluctuations. Conventional control strategies typically rely on…

Systems and Control · Electrical Eng. & Systems 2025-10-30 Hongjin Du , Rahul Rane , Weijie Xia , Pedro P. Vergara , Aleksandra Lekić

In the present work we study the optimal control of an evolution equation with non-smooth dissipation. The solution mapping of this system is non-smooth and hence the analysis is quite challenging. Our approach is to regularize the…

Optimization and Control · Mathematics 2018-01-15 Tobias Geiger , Daniel Wachsmuth

The AC Optimal Power Flow (AC-OPF) problem is central to power system operation but challenging to solve efficiently due to its nonconvex and nonlinear nature. Neural networks (NNs) offer fast surrogates, yet their black-box behavior raises…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Bastien Giraud , Rahul Nellikath , Johanna Vorwerk , Maad Alowaifeer , Spyros Chatzivasileiadis

This article introduces a novel distributionally robust model predictive control (DRMPC) algorithm for a specific class of controlled dynamical systems where the disturbance multiplies the state and control variables. These classes of…

Optimization and Control · Mathematics 2024-10-04 Souvik Das , Siddhartha Ganguly , Ashwin Aravind , Debasish Chatterjee