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We present new formulations of the stochastic electricity market clearing problem based on the principles of stochastic programming. Previous analyses have established that the canonical stochastic programming model effectively captures the…

系统与控制 · 电气工程与系统科学 2023-05-11 Sakitha Ariyarathne , Harsha Gangammanavar

Information relaxation and duality in Markov decision processes have been studied recently by several researchers with the goal to derive dual bounds on the value function. In this paper we extend this dual formulation to controlled Markov…

最优化与控制 · 数学 2014-10-23 Fan Ye , Enlu Zhou

Efficient exploration remains a challenging problem in reinforcement learning, especially for those tasks where rewards from environments are sparse. A commonly used approach for exploring such environments is to introduce some "intrinsic"…

机器学习 · 计算机科学 2020-07-16 Neale Ratzlaff , Qinxun Bai , Li Fuxin , Wei Xu

This paper develops a distributed model predictive control (DMPC) strategy for a class of discrete-time linear systems with consideration of globally coupled constraints. The DMPC under study is based on the dual problem concerning all…

最优化与控制 · 数学 2019-07-25 Yanxu Su , Yang Shi , Changyin Sun

The analysis of environmental mixtures is of growing importance in environmental epidemiology, and one of the key goals in such analyses is to identify exposures and their interactions that are associated with adverse health outcomes.…

统计方法学 · 统计学 2021-03-22 Srijata Samanta , Joseph Antonelli

In real-world problems, uncertainties (e.g., errors in the measurement, precision errors) often lead to poor performance of numerical algorithms when not explicitly taken into account. This is also the case for control problems, where…

最优化与控制 · 数学 2020-12-18 Carlos Ignacio Hernández Castellanos , Sina Ober-Blöbaum , Sebastian Peitz

Reliable predictions of the behaviour of chemical systems are essential across many industries, from nanoscale engineering over validation of advanced materials to nanotoxicity assessment in health and medicine. For the future we therefore…

化学物理 · 物理学 2021-03-05 Judith B. Rommel

In this work, we compare the direct and indirect approaches to data-driven predictive control of stochastic linear time-invariant systems. The distinction between the two approaches lies in the fact that the indirect approach involves…

最优化与控制 · 数学 2021-04-12 Vishaal Krishnan , Fabio Pasqualetti

In the steel production domain, recycling ferrous scrap is essential for environmental and economic sustainability, as it reduces both energy consumption and greenhouse gas emissions. However, the classification of scrap materials poses a…

计算机视觉与模式识别 · 计算机科学 2024-04-22 Paulo Henrique dos Santos , Valéria de Carvalho Santos , Eduardo José da Silva Luz

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

机器学习 · 计算机科学 2026-01-06 Erfan Hajihashemi , Yanning Shen

Model Predictive Control (MPC) can efficiently control constrained systems in real-time applications. MPC feedback law for a linear system with linear inequality constraints can be explicitly computed off-line, which results in an off-line…

系统与控制 · 计算机科学 2016-06-13 Andrew Knyazev , Peizhen Zhu , Stefano Di Cairano

Decision making under uncertainty is critical to real-world, autonomous systems. Model Predictive Control (MPC) methods have demonstrated favorable performance in practice, but remain limited when dealing with complex probability…

机器人学 · 计算机科学 2021-04-13 Alexander Lambert , Adam Fishman , Dieter Fox , Byron Boots , Fabio Ramos

This paper presents a data-driven approach to mitigate the effects of air pollution from industrial plants on nearby cities by linking operational decisions with weather conditions. Our method combines predictive and prescriptive machine…

机器学习 · 计算机科学 2023-03-23 Dimitris Bertsimas , Leonard Boussioux , Cynthia Zeng

Optimization problems in chemical process design involve a significant number of discrete and continuous decisions. When taking into account uncertainties, the search space is very difficult to explore, even for experienced engineers.…

计算工程、金融与科学 · 计算机科学 2025-10-10 Patrick Lotz , Luca Bosetti , André Bardow , Sergio Lucia , Sebastian Engell

Probabilistic control design is founded on the principle that a rational agent attempts to match modelled with an arbitrary desired closed-loop system trajectory density. The framework was originally proposed as a tractable alternative to…

机器学习 · 计算机科学 2023-11-16 Tom Lefebvre

Industrial process optimization and control is crucial to increase economic and ecologic efficiency. However, data sovereignty, differing goals, or the required expert knowledge for implementation impede holistic implementation. Further,…

机器学习 · 计算机科学 2024-08-28 Johannes Emmert , Ronald Mendez , Houman Mirzaalian Dastjerdi , Christopher Syben , Andreas Maier

This paper presents two explicit Model Predictive Control formulations for linear systems parameterized in terms of design variables. Such parameter dependent behavior commonly arises from operating point dependent linearization of…

系统与控制 · 电气工程与系统科学 2026-04-02 Carlos J. G. Rojas , Esteban Lage Cano , Leyla Özkan

Selective laser melting is a promising additive manufacturing technology enabling the fabrication of highly customizable products. A major challenge in selective laser melting is ensuring the quality of produced parts, which is influenced…

系统与控制 · 电气工程与系统科学 2022-04-11 Riccardo Zuliani , Efe C. Balta , Alisa Rupenyan , John Lygeros

We present a hierarchical model predictive control approach for large-scale systems based on dual decomposition. The proposed scheme allows coupling in both dynamics and constraints between the subsystems and generates a primal feasible…

最优化与控制 · 数学 2011-11-10 Minh Dang Doan , Tamás Keviczky , Bart De Schutter

Shaping thermoplastic sheets into three-dimensional products is challenging since overheating results in failed manufactured parts and wasted material. To this end, we propose an indirect data-driven predictive control approach using Model…

系统与控制 · 电气工程与系统科学 2024-07-25 Hadi Hosseinionari , Mohammad Bajelani , Klaske van Heusden , Abbas S. Milani , Rudolf Seethaler