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eess.SY2025
A Scenario-Based Approach for Stochastic Economic Model Predictive Control with an Expected Shortfall Constraint
Alireza Arastou, Algo Carè, Ye Wang +2
This paper presents a novel approach to stochastic economic model predictive control (SEMPC) that minimizes average economic cost while satisfying an empirical expected shortfall (…
eess.SY2024
Signed-Perturbed Sums Estimation of ARX Systems: Exact Coverage and Strong Consistency (Extended Version)
Algo Carè, Erik Weyer, Balázs Cs. Csáji +1
Sign-Perturbed Sums (SPS) is a system identification method that constructs confidence regions for the unknown system parameters. In this paper, we study SPS for ARX systems, and e…