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Emissions reduction and resilience to outages motivate the adoption of renewable microgrids. Surprisingly, research integrating both probabilistic grid outages and electric vehicle (EV) charging requirements remains limited. This paper…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Kobena Badu Enyam , Cara Koepele , Timothy Asare , Kevin Wallington , John Lygeros

We present a model predictive control (MPC) framework for nonlinear stochastic systems that ensures safety guarantee with high probability. Unlike most existing stochastic MPC schemes, our method adopts a set-erosion that converts the…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Zishun Liu , Liqian Ma , Yongxin Chen

Model predictive control (MPC)-based energy management systems (EMS) are essential for ensuring optimal, secure, and stable operation in microgrids with high penetrations of distributed energy resources. However, due to the high…

Systems and Control · Electrical Eng. & Systems 2025-10-08 Hanyang He , John Harlim , Daning Huang , Yan Li

The optimization of process economics within the model predictive control (MPC) formulation has given rise to a new control paradigm known as economic MPC (EMPC). Several authors have discussed the closed-loop properties of EMPC-controlled…

Optimization and Control · Mathematics 2016-11-01 Pantelis Sopasakis , Domagoj Herceg , Panagiotis Patrinos , Alberto Bemporad

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Optimization and Control · Mathematics 2024-04-12 Francesco Cordiano , Bart De Schutter

In recent years, the increasing interest in Stochastic model predictive control (SMPC) schemes has highlighted the limitation arising from their inherent computational demand, which has restricted their applicability to slow-dynamics and…

Systems and Control · Electrical Eng. & Systems 2020-05-22 Martina Mammarella , Teodoro Alamo , Fabrizio Dabbene , Matthias Lorenzen

Microgrids are local energy systems that integrate energy production, demand, and storage units. They are generally connected to the regional grid to import electricity when local production and storage do not meet the demand. In this…

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

Model predictive control (MPC) has emerged as an effective strategy for water distribution systems (WDSs) management. However, it is hampered by the computational burden for large-scale WDSs due to the combinatorial growth of possible…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Saskia Putri , Faegheh Moazeni , Javad Khazaei

Optimal scheduling of batteries has significant potential to reduce electricity costs and to enhance grid resilience. However, effective battery scheduling must account for both physical constraints as well as uncertainties in consumption…

Optimization and Control · Mathematics 2026-04-01 Janik Pinter , Maximilian Beichter , Ralf Mikut , Veit Hagenmeyer , Frederik Zahn

As opposed to stabilizing to a reference trajectory or state, Economic Model Predictive Control (EMPC) optimizes economic performance over a prediction horizon, making it particularly attractive for economic microgrid (MG) dispatch.…

Systems and Control · Electrical Eng. & Systems 2025-12-05 Avik Ghosh , Adil Khurram , Jan Kleissl , Sonia Martinez

While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Victor Gaßmann , Dirk Wollherr , Marion Leibold

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

The paper proposes a novel Economic Model Predictive Control (EMPC) scheme for Autonomous Surface Vehicles (ASVs) to simultaneously address path following accuracy and energy constraints under environmental disturbances. By formulating…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Zhongqi Deng , Yuan Wang , Jian Huang , Hui Zhang , Yaonan Wang

To model combinatorial decision problems involving uncertainty and probability, we introduce scenario based stochastic constraint programming. Stochastic constraint programs contain both decision variables, which we can set, and stochastic…

Artificial Intelligence · Computer Science 2009-03-09 S. Armagan Tarim , Suresh Manandhar , Toby Walsh

The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…

Machine Learning · Computer Science 2022-05-24 Ján Drgoňa , Sayak Mukherjee , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

Expected Shortfall (ES) is a coherent measure of tail risk that captures the average loss beyond a quantile threshold. Despite the growing literature on ES regression conditional on covariates, no existing work considers ES modeling in…

Methodology · Statistics 2026-04-15 Yujie Hou , Xinbing Kong , Yalin Wang , Bin Wu

We approach the development of models and control strategies of susceptible-infected-susceptible (SIS) epidemic processes from the perspective of marked temporal point processes and stochastic optimal control of stochastic differential…

Optimization and Control · Mathematics 2018-12-04 Lars Lorch , Abir De , Samir Bhatt , William Trouleau , Utkarsh Upadhyay , Manuel Gomez-Rodriguez

This paper presents an online energy management system for an energy hub where electric vehicles are charged combining on-site photovoltaic generation and battery energy storage with the power grid, with the objective to decide on the…

Systems and Control · Electrical Eng. & Systems 2025-09-01 Diego Fernández-Zapico , Theo Hofman , Mauro Salazar