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math.OC2025
Ensemble Kalman Inversion for Constrained Nonlinear MPC: An ADMM-Splitting Approach
Ahmed Khalil, Mohamed Safwat, Efstathios Bakolas
This work proposes a novel Alternating Direction Method of Multipliers (ADMM)-based Ensemble Kalman Inversion (EKI) algorithm for solving constrained nonlinear model predictive con…
math.OC2025
Distributed and Localized Covariance Control of Coupled Systems: A System Level Approach
Ahmed Khalil, Yoonjae Lee, Efstathios Bakolas
This work is concerned with the finite-horizon optimal covariance steering of networked systems governed by discrete-time stochastic linear dynamics. In contrast with existing work…