2 citations · 6 across the 8 of their papers we have counts for
11 papers
Receding Horizon Control and Dissipativity - Optimal Control, Games and Uncertainty
Sophie Hall, Jonas Schießl, Sergio Grammatico +1
We provide a tutorial overview of receding horizon control across deterministic, stochastic, multi-agent, and game-theoretic settings. We contrast the minimizer of an optimal contr…
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…
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…
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…
On the relationship between stochastic turnpike and dissipativity notions
Jonas Schießl, Michael H. Baumann, Timm Faulwasser +1
In this paper, we introduce and study different dissipativity notions and different turnpike properties for discrete-time stochastic nonlinear optimal control problems. The propose…
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…
Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC
Gabriele Eichfelder, Lars Grüne, Lisa Krügel +1
We consider nonlinear model predictive control (MPC) with multiple competing cost functions. In each step of the scheme, a multiobjective optimal control problem with a nonlinear s…