2 papers
math.OC2026
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…
eess.SY2025
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…