Related papers: Feedback Optimization of Dynamical Systems in Time…
Online feedback optimization is a controller design paradigm for optimizing the steady-state behavior of a dynamical system. It employs an optimization algorithm as a dynamic feedback controller and utilizes real-time measurements to bypass…
This is a companion paper to (Cai, Rosenbaum and Tankov, Asymptotic lower bounds for optimal tracking: a linear programming approach, arXiv:1510.04295). We consider a class of strategies of feedback form for the problem of tracking and…
In this paper, a state feedback control design with min/max operational limiting constraints is developed for multi-input-multi-output linear time invariant systems. Specifically, servo-tracking control problems with input and output…
This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…
This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…
The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…
We propose a novel continuous-time algorithm for inequality-constrained convex optimization inspired by proportional-integral control. Unlike the popular primal-dual gradient dynamics, our method includes a proportional term to control the…
This paper presents a novel methodology to develop scheduling algorithms. The scheduling problem is phrased as a control problem, and control-theoretical techniques are used to design a scheduling algorithm that meets specific requirements.…
This paper introduces a continuous-time constrained nonlinear control scheme which implements a model predictive control strategy as a continuous-time dynamic system. The approach is based on the idea that the solution of the optimal…
Feedback-based online optimization algorithms have gained traction in recent years because of their simple implementation, their ability to reject disturbances in real time, and their increased robustness to model mismatch. While the…
This paper introduces a systematic method for designing robust linear controllers using output feedback in the presence of operational constraints. The design uses Nagumo's Theorem and the Comparison Lemma to guarantee constraint…
This paper considers the problem of steady-state real-time optimization (RTO) of interconnected systems with a common constraint that couples several units, for example, a shared resource. Such problems are often studied under the context…
This paper presents a technique for designing output feedback controllers for constrained linear parameter-varying systems that are subject to persistent disturbances. Specifically, we develop an incremental parameter-varying output…
This paper proposes a general framework for constructing feedback controllers that drive complex dynamical systems to "efficient" steady-state (or slowly varying) operating points. Efficiency is encoded using generalized equations which can…
Energy prices and net power injection limitations regulate the operations in distribution grids and typically ensure that operational constraints are met. Nevertheless, unexpected or prolonged abnormal events could undermine the grid's…
This paper examines the problem of real-time optimization of networked systems and develops online algorithms that steer the system towards the optimal trajectory without explicit knowledge of the system model. The problem is modeled as a…
This paper is concerned with the study of continuous-time, non-smooth dynamical systems which arise in the context of time-varying non-convex optimization problems, as for example the feedback-based optimization of power systems. We…
In this paper we propose a model-based approach to the design of online optimization algorithms, with the goal of improving the tracking of the solution trajectory (trajectories) w.r.t. state-of-the-art methods. We focus first on quadratic…
We consider an optimal control problem for a system of local continuity equations on a space of probability measures. Such systems can be viewed as macroscopic models of ensembles of non-interacting particles or homotypic individuals,…
Flexibility is increasingly gaining importance in modern power system operation. This paper presents a controller framework based on Online Feedback Optimization for real-time coordination of power system flexibility. The proposed approach…