5 papers
On the Value Function of Infinite-Horizon Optimal Control of Piecewise Affine Systems
Francesco Cordiano, Kanghui He, Bart De Schutter
In this paper, we study the structure of the value function in constrained infinite-time optimal control (CITOC) problems of piecewise affine (PWA) systems, with or $\ell_…
Learning-Based Stochastic Optimal Control with Infinite-Horizon Probabilistic Constraints
Francesco Cordiano, Kanghui He, Bart De Schutter
In this paper, we consider stochastic optimal control problems with infinite-horizon joint chance constraints. By means of an appropriate state augmentation, we reformulate the ori…
Uncertainty Partitioning with Probabilistic Feasibility and Performance Guarantees for Chance-Constrained Optimization
Francesco Cordiano, Matin Jafarian, Bart De Schutter
We propose a novel distribution-free scheme to solve optimization problems where the goal is to minimize the expected value of a cost function subject to probabilistic constraints.…
Scenario Reduction with Guarantees for Stochastic Optimal Control of Linear Systems
Francesco Cordiano, Bart De Schutter
Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly comprom…
Distributed Model Predictive Control with Reconfigurable Terminal Ingredients for Reference Tracking
Ahmed Aboudonia, Annika Eichler, Francesco Cordiano +2
Various efforts have been devoted to developing stabilizing distributed Model Predictive Control (MPC) schemes for tracking piecewise constant references. In these schemes, termina…