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In this paper we consider an energy storage optimization problem in finite time in a model with partial information that allows for a changing economic environment. The state process consists of the storage level controlled by the storage…

Mathematical Finance · Quantitative Finance 2016-06-21 Anton A. Shardin , Michaela Szölgyenyi

We consider optimizing for different production requirements from the viewpoint of a bio-inspired framework for system flexibility that allows us to study the ability of an algorithm to transfer solutions from previous optimization tasks,…

Neural and Evolutionary Computing · Computer Science 2025-10-03 Leo Francoso Dal Piccol Sotto , Sebastian Mayer , Hemanth Janarthanam , Alexander Butz , Jochen Garcke

This paper proposes a new control strategy to improve vehicle cornering performance in a model predictive control framework. The most distinguishing feature of the proposed method is that the natural handling characteristics of the…

Systems and Control · Computer Science 2019-11-18 Kyoungseok Han , Giseo Park , Gokul S. Sankar , Kanghyun Nam , Seibum B. Choi

Adaptive systems -- such as a biological organism gaining survival advantage, an autonomous robot executing a functional task, or a motor protein transporting intracellular nutrients -- must model the regularities and stochasticity in their…

Statistical Mechanics · Physics 2021-04-13 A. B. Boyd , J. P. Crutchfield , M. Gu

We propose a framework for suboptimal model predictive control (MPC) based on the interconnection of monotone dynamical systems, such as port-Hamiltonian systems. In contrast to classical MPC formulations, where the optimizer is treated as…

Optimization and Control · Mathematics 2026-05-25 Till Preuster , Hannes Gernandt , Manuel Schaller

In this work, a composite economic model predictive control (CEMPC) is proposed for the optimal operation of a stand-alone integrated energy system (IES). Time-scale multiplicity exists in IESs dynamics is taken into account and addressed…

Systems and Control · Electrical Eng. & Systems 2022-05-24 Long Wu , Xunyuan Yin , Lei Pan , Jinfeng Liu

Industrial sensor data provides significant insights into the failure risks of microgrid generation assets. In traditional applications, these sensor-driven risks are used to generate alerts that initiate maintenance actions without…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Farnaz Fallahi , Murat Yildirim , Jeremy Lin , Caisheng Wang

This paper studies the optimal control problem for discrete-time nonlinear systems and an approximate dynamic programming-based Model Predictive Control (MPC) scheme is proposed for minimizing a quadratic performance measure. In the…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Keerthi Chacko , Midhun T. Augustine , S. Janardhanan , Deepak U. Patil , I. N. Kar

This paper proposes a strategic model of pollution control. A firm, representative of the productive sector of a country, aims at maximizing its profits by expanding its production. Assuming that the output of production is proportional to…

Optimization and Control · Mathematics 2018-06-08 Giorgio Ferrari , Torben Koch

Parameter control aims at realizing performance gains through a dynamic choice of the parameters which determine the behavior of the underlying optimization algorithm. In the context of evolutionary algorithms this research line has for a…

Neural and Evolutionary Computing · Computer Science 2020-11-10 Benjamin Doerr , Carola Doerr

In a wide range of applications it is desirable to optimally control a dynamical system with respect to concurrent, potentially competing goals. This gives rise to a multiobjective optimal control problem where, instead of computing a…

Optimization and Control · Mathematics 2020-12-18 Sebastian Peitz , Sina Ober-Blöbaum , Michael Dellnitz

Capital accumulation has been a major issue in fisheries economics over the last two decades, whereby the interaction of the fish and capital stocks were of particular interest. Because bio-economic systems are intrinsically complex,…

Artificial Intelligence · Computer Science 2007-05-23 K. Eisenack , H. Welsch , J. P. Kropp

Bioprocesses have received a lot of attention to produce clean and sustainable alternatives to fossil-based materials. However, they are generally difficult to optimize due to their unsteady-state operation modes and stochastic behaviours.…

This work introduces a formulation of model predictive control (MPC) which adaptively reasons about the complexity of the model based on the task while maintaining feasibility and stability guarantees. Existing MPC implementations often…

Robotics · Computer Science 2024-11-07 Joseph Norby , Ardalan Tajbakhsh , Yanhao Yang , Aaron M. Johnson

Multistage model predictive control (MPC) provides a robust control strategy for dynamic systems with uncertainties and a setpoint tracking objective. Moreover, extending MPC to minimize an economic cost instead of tracking a pre-calculated…

Systems and Control · Electrical Eng. & Systems 2025-03-07 Sakshi S. Naik , Lavinia M. Ghilardi , Robert B. Parker , Lorenz T. Biegler

Optimal management of thermal and energy grids with fluctuating demand and prices requires to orchestrate the generation units (GU) among all their operating modes. A hierarchical approach is proposed to control coupled energy nonlinear…

Optimization and Control · Mathematics 2023-06-29 Stefano Spinelli , Marcello Farina , Andrea Ballarino

This paper addresses a novel data science problem, prescriptive price optimization, which derives the optimal price strategy to maximize future profit/revenue on the basis of massive predictive formulas produced by machine learning. The…

Optimization and Control · Mathematics 2016-05-25 Shinji Ito , Ryohei Fujimaki

A characteristic of existing predictive process monitoring techniques is to first construct a predictive model based on past process executions, and then use it to predict the future of new ongoing cases, without the possibility of updating…

Artificial Intelligence · Computer Science 2023-10-26 Chiara Di Francescomarino , Chiara Ghidini , Fabrizio Maria Maggi , Williams Rizzi , Cosimo Damiano Persia

This study presents a novel approach to modelling economic agents as analogous to spin states in physics, particularly the Ising model. By associating economic activity with spin orientations (up for inactivity, down for activity), the…

Statistical Mechanics · Physics 2024-12-05 Chee Kian Yap , Arun Kumar Singh

We forecast the full conditional distribution of macroeconomic outcomes by systematically integrating three key principles: using high-dimensional data with appropriate regularization, adopting rigorous out-of-sample validation procedures,…

Econometrics · Economics 2025-10-14 Ta-Chung Chi , Ting-Han Fan , Raffaele M. Ghigliazza , Domenico Giannone , Zixuan , Wang