相关论文: How long is long enough? Finite-horizon approximat…
The increasing integration of energy storage systems (ESSs) into power grids has necessitated effective real-time control strategies under uncertain and volatile electricity prices. An important problem of model predictive control of ESSs…
We aim to construct the optimal solutions to the undiscounted continuous-time infinite horizon optimization problems, the objective functionals of which may be unbounded. We identify the condition under which the limit of the solutions to…
As seasonal thermal energy storage emerges as an efficient solution to reduce CO2 emissions of buildings, challenges appear related to its optimal operation. In a system including short-term electricity storage, long-term heat storage, and…
The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…
The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…
The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…
Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…
This paper describes the structure of optimal policies for discounted periodic-review single-commodity total-cost inventory control problems with fixed ordering costs for finite and infinite horizons. There are known conditions in the…
We propose adaptation strategies to modify the standard constrained model predictive controller scheme in order to guarantee a certain lower bound on the degree of suboptimality. Within this analysis, the length of the optimization horizon…
We propose a receding horizon control strategy that readily handles systems that exhibit interval-wise total energy constraints on the input control sequence. The approach is based on a variable optimization horizon length and contractive…
We consider a problem of optimal control of an infinite horizon system governed by forward-backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial information in…
We study a risk-aware robot planning problem where a dispatcher must construct a package delivery plan that maximizes the expected reward for a robot delivering packages across multiple epochs. Each package has an associated reward for…
This paper presents and evaluates the performance of an optimal scheduling algorithm that selects the on/off combinations and timing of a finite set of dynamic electric loads on the basis of short term predictions of the power delivery from…
Predictive control is frequently used for control problems involving constraints. Being an optimization based technique utilizing a user specified so-called stage cost, performance properties, i.e., bounds on the infinite horizon…
Within the last few years, the trend towards more distributed, renewable energy sources has led to major changes and challenges in the electricity sector. To ensure a stable electricity distribution in this changing environment, we propose…
Multistage Stochastic Programming (MSP) is a class of models for sequential decision-making under uncertainty. MSP problems are known for their computational intractability due to the sequential nature of the decision-making structure and…
In this paper, we consider the infinite horizon optimal control problem for nonlinear systems. Under the conditions of controllability of the linearized system around the origin, and nonlinear controllability of the system to a terminal set…
Real-world three-phase microgrids face two interconnected challenges: 1. time-varying uncertainty from renewable generation and demand, and 2. persistent phase imbalances caused by uneven distributed energy resources DERs, load asymmetries,…
The solution of a constrained linear-quadratic regulator problem is determined by the set of its optimal active sets. We propose an algorithm that constructs this set of active sets for a desired horizon N from that for horizon N-1. While…
We consider an expected utility maximization problem where the utility function is not necessarily concave and the time horizon is uncertain. We establish a necessary and sufficient condition for the optimality for general non-concave…