58 citations · 86 across the 13 of their papers we have counts for
8 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…
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…
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…
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…
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…