58 citations · 86 across the 13 of their papers we have counts for
8 papers · 1 filter
PolyOCP.jl -- A Julia Package for Stochastic OCPs and MPC
Ruchuan Ou, Learta Januzi, Jonas Schießl +3
The consideration of stochastic uncertainty in optimal and predictive control is a well-explored topic. Recently Polynomial Chaos Expansions (PCE) have received considerable attent…
A Stochastic Fundamental Lemma with Reduced Disturbance Data Requirements
Ruchuan Ou, Guanru Pan, Timm Faulwasser
Recently, the fundamental lemma by Willems et al. has been extended towards stochastic LTI systems subject to process disturbances. Using this lemma requires previously recorded da…
Towards data-driven stochastic predictive control
Guanru Pan, Ruchuan Ou, Timm Faulwasser
Data-driven predictive control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise. However, little…
Data-driven Stochastic Output-Feedback Predictive Control: Recursive Feasibility through Interpolated Initial Conditions
Guanru Pan, Ruchuan Ou, Timm Faulwasser
The paper investigates data-driven output-feedback predictive control of linear systems subject to stochastic disturbances. The scheme relies on the recursive solution of a suitabl…
On Data-Driven Stochastic Output-Feedback Predictive Control
Guanru Pan, Ruchuan Ou, Timm Faulwasser
The fundamental lemma by Jan C. Willems and co-authors enables the representation of all input-output trajectories of a linear time-invariant system by measured input-output data.…
On a Stochastic Fundamental Lemma and Its Use for Data-Driven Optimal Control
Guanru Pan, Ruchuan Ou, Timm Faulwasser
Data-driven control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise. However, besides measureme…
A Simulation Study on Turnpikes in Stochastic LQ Optimal Control
Ruchuan Ou, Michael Heinrich Baumann, Lars Grüne +1
This paper presents a simulation study on turnpike phenomena in stochastic optimal control problems. We employ the framework of Polynomial Chaos Expansions (PCE) to investigate the…
ALADIN- -- An open-source MATLAB toolbox for distributed non-convex optimization
Alexander Engelmann, Yuning Jiang, Henrieke Benner +3
This paper introduces an open-source software for distributed and decentralized non-convex optimization named ALADIN-. ALADIN- is a MATLAB implementation of tailored variants…