30 citations · 76 across the 23 of their papers we have counts for
8 papers · 2 filters
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…
Data-driven MPC with stability guarantees using extended dynamic mode decomposition
Lea Bold, Lars Grüne, Manuel Schaller +1
For nonlinear (control) systems, extended dynamic mode decomposition (EDMD) is a popular method to obtain data-driven surrogate models. Its theoretical foundation is the Koopman fr…
Dissipativity in infinite horizon optimal control and dynamic programming
David Angeli, Lars Grüne
In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control invariant sets with state-independ…
Separable approximations of optimal value functions under a decaying sensitivity assumption
Mario Sperl, Luca Saluzzi, Lars Grüne +1
An efficient approach for the construction of separable approximations of optimal value functions from interconnected optimal control problems is presented. The approach is based o…