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PolyOCP.jl : A Julia Package for Stochastic OCPs and MPC

Title data

Ou, Ruchuan ; Januzi, Learta ; Schießl, Jonas ; Baumann, Michael Heinrich ; Grüne, Lars ; Faulwasser, Timm:
PolyOCP.jl : A Julia Package for Stochastic OCPs and MPC.
In: European Journal of Control. (12 August 2026) . - 101617.
ISSN 1435-5671
DOI: https://doi.org/10.1016/j.ejcon.2026.101617

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Official URL: Volltext

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Project information

Project title:
Project's official title
Project's id
Stochastische Optimale Steuerung und MPC - Dissipativität, Risiko und Regelgüte
499435839
Kooperation in der verteilten modell-prädiktiven Regelung: Die Antizipation, die Reduktion und die Skalierung von Konsensus-Restriktionen
527447339
Project financing: Deutsche Forschungsgemeinschaft

Abstract in another language

The consideration of stochastic uncertainty in optimal and predictive control is a well-explored topic. Recently Polynomial Chaos Expansions (PCE) have seen a lot of considerations for problems involving stochastically uncertain system parameters and also for problems with additive stochastic i.i.d. disturbances. While there exist a number of open-source PCE toolboxes, tailored open-source codes for the solution of OCPs involving additive stochastic i.i.d. disturbances in julia are not available. Hence, this paper introduces the toolbox PolyOCP.jl which enables to efficiently solve stochastic OCPs for a large class of disturbance distributions. We explain the main mathematical concepts between the PCE transcription of stochastic OCPs and how they are provided in the toolbox. We draw upon two examples to illustrate the functionalities of PolyOCP.jl.

Further data

Item Type: Article in a journal
Refereed: No
Additional notes: 11 pages
Keywords: Stochastic optimal control; Polynomial chaos expansion; Non-Gaussian uncertainties; Stochastic systems; Numerical optimal control; Model predictive control
Institutions of the University: Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Applied Mathematics
Profile Fields
Profile Fields > Advanced Fields
Profile Fields > Advanced Fields > Nonlinear Dynamics
Research Institutions
Research Institutions > Central research institutes
Research Institutions > Central research institutes > Bayreuth Research Center for Modeling and Simulation - MODUS
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 21 Aug 2026 10:59
Last Modified: 21 Aug 2026 10:59
URI: https://eref.uni-bayreuth.de/id/eprint/99309

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