198 citations · 920 across the 74 of their papers we have counts for
39 papers · 1 filter
Closed-loop analysis of linear stochastic MPC with risk-averse constraints
Jonas Schießl, Ruchuan Ou, Michael H. Baumann +2
Chance constraints are widely used in stochastic model predictive control (MPC) to enforce probabilistic state and input constraints in the presence of unbounded disturbances. Howe…
Stability and performance of stochastic economic MPC -- Stochastic characterization of the closed-loop asymptotics
Jonas Schießl, Hannah Selder, Ruchuan Ou +3
Model Predictive Control (MPC) is well understood in the deterministic setting, yet rigorous stability and performance guarantees for stochastic MPC remain limited to the considera…
Towards turnpike-based performance analysis of risk-averse stochastic predictive control
Jonas Schießl, Ruchuan Ou, Michael H. Baumann +2
In this paper, we present performance estimates for stochastic economic MPC schemes with risk-averse cost formulations. For MPC algorithms with costs given by expectations, it was…
Large problems are not necessarily hard: A case study on distributed NMPC paying off
Gösta Stomberg, Maurice Raetsch, Alexander Engelmann +1
A key motivation in the development of Distributed Model Predictive Control (DMPC) is to accelerate centralized Model Predictive Control (MPC) for large-scale systems. DMPC has the…
A continuous-time fundamental lemma and its application in data-driven optimal control
Philipp Schmitz, Timm Faulwasser, Paolo Rapisarda +1
Data-driven control of discrete-time and continuous-time systems is of tremendous research interest. In this paper, we explore data-driven optimal control of continuous-time linear…
Distributed Optimization for Energy Grids: A Tutorial on ADMM and ALADIN
Lukas Lanza, Timm Faulwasser, Karl Worthmann
The ongoing transition towards energy and power systems dominated by a large number of renewable power injections to the distribution grid poses substantial challenges for system o…
Towards Efficient Aggregation of Storage Flexibilities in Power Grids
Emrah Öztürk, Kevin Kaspar, Timm Faulwasser +3
The increasing penetration of volatile renewables combined with increasing demands poses a challenge to modern power grids. Furthermore, distributed energy resources and flexible d…
Near-optimal performance of stochastic economic MPC
Jonas Schießl, Ruchuan Ou, Timm Faulwasser +2
This paper presents first results for near optimality in expectation of the closed-loop solutions for stochastic economic MPC. The approach relies on a recently developed turnpike…
A Polynomial Chaos Approach to Stochastic LQ Optimal Control: Error Bounds and Infinite-Horizon Results
Ruchuan Ou, Jonas Schießl, Michael Heinrich Baumann +2
The stochastic linear--quadratic regulator problem subject to Gaussian disturbances is well known and usually addressed via a moment-based reformulation. Here, we leverage polynomi…
On the relationship between stochastic turnpike and dissipativity notions
Jonas Schießl, Michael H. Baumann, Timm Faulwasser +1
In this paper, we introduce and study different dissipativity notions and different turnpike properties for discrete-time stochastic nonlinear optimal control problems. The propose…
Alleviating the Curse of Dimensionality in Minkowski Sum Approximations of Storage Flexibility
Emrah Öztürk, Timm Faulwasser, Karl Worthmann +2
Many real-world applications require the joint optimization of a large number of flexible devices over time. The flexibility of, e.g., multiple batteries, thermostatically controll…
Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control
Jonas Schießl, Ruchuan Ou, Timm Faulwasser +2
We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity…
Distributed Interior Point Methods for Optimization in Energy Networks
Alexander Engelmann, Michael Kaupmann, Timm Faulwasser
This note discusses an essentially decentralized interior point method, which is well suited for optimization problems arising in energy networks. Advantages of the proposed method…
Optimal control of port-Hamiltonian systems: energy, entropy, and exergy
Friedrich Philipp, Manuel Schaller, Karl Worthmann +2
We consider irreversible and coupled reversible-irreversible nonlinear port-Hamiltonian systems and the respective sets of thermodynamic equilibria. In particular, we are concerned…
Approximate Dynamic Programming with Feasibility Guarantees
Alexander Engelmann, Maisa B. Bandeira, Timm Faulwasser
Safe and economic operation of networked systems is often challenging. Optimization-based schemes are frequently considered, since they achieve near-optimality while ensuring safet…
Hidden regularity in singular optimal control of port-Hamiltonian systems
Timm Faulwasser, Jonas Kirchhoff, Volker Mehrmann +3
We study the problem of state transition on a finite time interval with minimal energy supply for linear port-Hamiltonian systems. While the cost functional of minimal energy suppl…
Pathwise turnpike and dissipativity results for discrete-time stochastic linear-quadratic optimal control problems
Jonas Schießl, Ruchuan Ou, Timm Faulwasser +2
We investigate pathwise turnpike behavior of discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for su…
NMPC in Active Subspaces: Dimensionality Reduction with Recursive Feasibility Guarantees
Guanru Pan, Timm Faulwasser
Dimensionality reduction of decision variables is a practical and classic method to reduce the computational burden in linear and Nonlinear Model Predictive Control (NMPC). Availab…
Behavioral Theory for Stochastic Systems? A Data-driven Journey from Willems to Wiener and Back Again
Timm Faulwasser, Ruchuan Ou, Guanru Pan +2
The fundamental lemma by Jan C. Willems and co-workers, which is deeply rooted in behavioral systems theory, has become one of the supporting pillars of the recent progress on data…
Decentralized non-convex optimization via bi-level SQP and ADMM
Gösta Stomberg, Alexander Engelmann, Timm Faulwasser
Decentralized non-convex optimization is important in many problems of practical relevance. Existing decentralized methods, however, typically either lack convergence guarantees fo…
Optimal control of thermodynamic port-Hamiltonian Systems
Bernhard Maschke, Friedrich Philipp, Manuel Schaller +2
We consider the problem of minimizing the entropy, energy, or exergy production for state transitions of irreversible port-Hamiltonian systems subject to control constraints. Via a…
Willems' fundamental lemma for linear descriptor systems and its use for data-driven output-feedback MPC
Philipp Schmitz, Timm Faulwasser, Karl Worthmann
In this paper we investigate data-driven predictive control of discrete-time linear descriptor systems. Specifically, we give a tailored variant of Willems' fundamental lemma, whic…
An essentially decentralized interior point method for control
Alexander Engelmann, Gösta Stomberg, Timm Faulwasser
Distributed and decentralized optimization are key for the control of networked systems. Application examples include distributed model predictive control and distributed sensing o…
Teaching MPC: Which Way to the Promised Land?
Timm Faulwasser, Sergio Lucia, Moritz Schulze Darup +1
Since the earliest conceptualizations by Lee and Markus, and Propoi in the 1960s, Model Predictive Control (MPC) has become a major success story of systems and control with respec…