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We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

Probabilistic embeddings have several advantages over deterministic embeddings as they map each data point to a distribution, which better describes the uncertainty and complexity of data. Many works focus on adjusting the distribution…

Artificial Intelligence · Computer Science 2024-12-16 Xiang Huang , Hao Peng , Li Sun , Hui Lin , Chunyang Liu , Jiang Cao , Philip S. Yu

Markov Decision Processes (MDPs) offer a fairly generic and powerful framework to discuss the notion of optimal policies for dynamic systems, in particular when the dynamics are stochastic. However, computing the optimal policy of an MDP…

Systems and Control · Electrical Eng. & Systems 2024-07-24 Dirk Reinhardt , Akhil S. Anand , Shambhuraj Sawant , Sebastien Gros

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

Automated commonsense reasoning is essential for building human-like AI systems featuring, for example, explainable AI. Event Calculus (EC) is a family of formalisms that model commonsense reasoning with a sound, logical basis. Previous…

Artificial Intelligence · Computer Science 2021-06-29 Joaquín Arias , Manuel Carro , Zhuo Chen , Gopal Gupta

In this work, an evaluation of Chance-Constrained Model Predictive Control (CC-MPC) in sewer systems over the use of the classical deterministic Model Predictive Control (MPC) is presented. The focus of this evaluation is on the avoidance…

Systems and Control · Electrical Eng. & Systems 2020-10-15 Jan Lorenz Svensen , Hans Henrik Niemann , Anne Katrine Vinther Falk , Niels Kjølstad Poulsen

The "scenario approach" provides an intuitive method to address chance constrained problems arising in control design for uncertain systems. It addresses these problems by replacing the chance constraint with a finite number of sampled…

Optimization and Control · Mathematics 2015-08-05 Xiaojing Zhang , Sergio Grammatico , Georg Schildbach , Paul Goulart , John Lygeros

In this work, a revised formulation of Chance-Constrained (CC) Model Predictive Control (MPC) is presented. The focus of this work is on the mathematical formulation of the revised CC-MPC, and the reason behind the need for its revision.…

Systems and Control · Electrical Eng. & Systems 2021-12-17 Jan Lorenz Svensen , Hans Henrik Niemann , Anne Katrine Vinther Falk , Niels Kjølstad Poulsen

In this paper, we compare the effectiveness of a two-stage control strategy for the energy management system (EMS) of a grid-connected microgrid under uncertain solar irradiance and load demand using a real-world dataset from an island in…

Systems and Control · Electrical Eng. & Systems 2024-10-01 Subrat Prasad Panda , Blaise Genest , Arvind Easwaran , Rémy Rigo-Mariani , PengFeng Lin

Efficiently computing the optimal control policy concerning a complicated future with stochastic disturbance has always been a challenge. The predicted stochastic future disturbance can be represented by a scenario tree, but solving the…

Systems and Control · Electrical Eng. & Systems 2021-08-31 Ran Jing , Xiangrui Zeng

The paper presents a predictive control method for the water distribution networks (WDNs) powered by photovoltaics (PVs) and the electrical grid. This builds on the controller introduced in a previous study and is designed to reduce the…

Systems and Control · Electrical Eng. & Systems 2023-07-04 Mirhan Ürkmez , Carsten Kallesøe , Jan Dimon Bendtsen , John Leth

The supply of electrical energy is being increasingly sourced from renewable generation resources. The variability and uncertainty of renewable generation, compared to a dispatch-able plant, is a significant dissimilarity of concern to the…

Optimization and Control · Mathematics 2017-11-16 Farhad Samadi Gazijahani , Javad Salehi

Randomized optimization is an established tool for control design with modulated robustness. While for uncertain convex programs there exist randomized approaches with efficient sampling, this is not the case for non-convex problems.…

Systems and Control · Computer Science 2015-06-08 Sergio Grammatico , Xiaojing Zhang , Kostas Margellos , Paul Goulart , John Lygeros

Data-enabled predictive control (DeePC) is a recently proposed approach that combines system identification, estimation and control in a single optimization problem, for which only recorded input/output data of the examined system is…

Systems and Control · Electrical Eng. & Systems 2021-04-02 Felix Fiedler , Sergio Lucia

We model, simulate and control the guiding problem for a herd of evaders under the action of repulsive drivers. The problem is formulated in an optimal control framework, where the drivers (controls) aim to guide the evaders (states) to a…

Optimization and Control · Mathematics 2020-05-01 Dongnam Ko , Enrique Zuazua

We combine conditional state density construction with an extension of the Scenario Approach for stochastic Model Predictive Control to nonlinear systems to yield a novel particle-based formulation of stochastic nonlinear output-feedback…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

This paper presents a safe model predictive control (SMPC) framework designed to ensure the satisfaction of hard constraints for systems perturbed by an external disturbance. Such safety guarantees are ensured, despite the disturbance, by…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Ying Shuai Quan , Mohammad Jeddi , Francesco Prignoli , Paolo Falcone

Stochastic Nonlinear Optimal Control (SNOC) involves minimizing a cost function that averages out the random uncertainties affecting the dynamics of nonlinear systems. For tractability reasons, this problem is typically addressed by…

Systems and Control · Electrical Eng. & Systems 2025-03-27 Mahrokh Ghoddousi Boroujeni , Clara Lucía Galimberti , Andreas Krause , Giancarlo Ferrari-Trecate

In this paper we present a Learning Model Predictive Control (LMPC) strategy for linear and nonlinear time optimal control problems. Our work builds on existing LMPC methodologies and it guarantees finite time convergence properties for the…

Systems and Control · Electrical Eng. & Systems 2020-10-06 Ugo Rosolia , Francesco Borrelli

Deriving precise system dynamic models through traditional numerical methods is often a challenging endeavor. The performance of Model Predictive Control is heavily contingent on the accuracy of the system dynamic model. Consequently, this…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Shuai Niu , Qing Sun , Minrui Fei , Xuqian Ju
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