340 citations · 1.6k across the 14 of their papers we have counts for
6 papers · 1 filter
Online Learning Based Risk-Averse Stochastic MPC of Constrained Linear Uncertain Systems
Chao Ning, Fengqi You
This paper investigates the problem of designing data-driven stochastic Model Predictive Control (MPC) for linear time-invariant systems under additive stochastic disturbance, whos…
Distributionally Robust Chance Constrained Programming with Generative Adversarial Networks (GANs)
Shipu Zhao, Fengqi You
This paper presents a novel deep learning based data-driven optimization method. A novel generative adversarial network (GAN) based data-driven distributionally robust chance const…
A Posteriori Probabilistic Bounds of Convex Scenario Programs with Validation Tests
Chao Shang, Fengqi You
Scenario programs have established themselves as efficient tools towards decision-making under uncertainty. To assess the quality of scenario-based solutions a posteriori, validati…
A Transformation-Proximal Bundle Algorithm for Multistage Adaptive Robust Optimization and Application to Constrained Robust Optimal Control
Chao Ning, Fengqi You
This paper presents a novel transformation-proximal bundle algorithm for multistage adaptive robust optimization problems. By partitioning recourse decisions into state and control…
A data-driven robust optimization approach to scenario-based stochastic model predictive control
Chao Shang, Fengqi You
Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either requi…
A Projection-Based Reformulation and Decomposition Algorithm for Global Optimization of a Class of Mixed Integer Bilevel Linear Programs
Dajun Yue, Jiyao Gao, Bo Zeng +1
We propose an extended variant of the reformulation and decomposition algorithm for solving a special class of mixed-integer bilevel linear programs (MIBLPs) where continuous and i…