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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

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Number of items at this level: 152.

2020

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Riedl, Wolfgang ; Baier, Robert ; Gerdts, Matthias:
Optimization-based subdivision algorithm for reachable sets.
Mathematisches Institut, Universität Bayreuth; Institut für Mathematik und Rechneranwendung, Universität der Bundeswehr in Neubiberg/München
Bayreuth , 2020 . - 38 p.
DOI: https://doi.org/10.15495/EPub_UBT_00005054

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Grüne, Lars ; Schaller, Manuel ; Schiela, Anton:
Abstract nonlinear sensitivity and turnpike analysis and an application to semilinear parabolic PDEs.
Bayreuth , 2020 . - 29 p.

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Grüne, Lars ; Schaller, Manuel ; Schiela, Anton:
Efficient MPC for parabolic PDEs with goal oriented error estimation.
Bayreuth , 2020 . - 26 p.

Grüne, Lars ; Guglielmi, Roberto:
On the relation between turnpike properties and dissipativity for continuous time linear quadratic optimal control problems.
In: Mathematical Control and Related Fields. Vol. Online First (26 June 2020) . - 20 S..
DOI: https://doi.org/10.3934/mcrf.2020032

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Pirkelmann, Simon:
Economic Model Predictive Control and Time-Varying Systems.
Bayreuth , 2020 . - VII, 146 p.
( Doctoral thesis, 2020 , Universität Bayreuth, Fakultät für Mathematik, Physik und Informatik)
DOI: https://doi.org/10.15495/EPub_UBT_00004905

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Grüne, Lars ; Schaller, Manuel ; Schiela, Anton:
Exponential sensitivity and turnpike analysis for linear quadratic optimal control of general evolution equations.
In: Journal of Differential Equations. Vol. 268 (5 June 2020) Issue 12 . - pp. 7311-7341.
DOI: https://doi.org/10.1016/j.jde.2019.11.064

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Faulwasser, Timm ; Grüne, Lars ; Humaloja, Jukka-Pekka ; Schaller, Manuel:
The interval turnpike property for adjoints.
Department of Mathematics, University of Bayreuth
Bayreuth , 2020 . - 22 p.

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Grüne, Lars:
Computing Lyapunov functions using deep neural networks.
Bayreuth , 2020 . - 27 p.

Banholzer, Stefan ; Fabrini, Giulia ; Grüne, Lars ; Volkwein, Stefan:
Multiobjective model predictive control of a parabolic advection-diffusion-reaction equation.
In: Mathematics. Vol. 8 (12 May 2020) Issue 5 . - 19 S..
DOI: https://doi.org/10.3390/math8050777

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Grüne, Lars ; Müller, Matthias A. ; Kellett, Christopher M. ; Weller, Steven R.:
Strict dissipativity for discrete time discounted optimal control problems.
Bayreuth ; Stuttgart ; Canberra, Australia ; Newcastle, Australia , 2020 . - 26 p.
DOI: https://doi.org/10.15495/EPub_UBT_00004841

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Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Improving Heterogeneous Agent Models by Avoiding Explicit Discretizations of Stiff Equations.
Bayreuth , 2020 . - 38 p.
DOI: https://doi.org/10.15495/EPub_UBT_00004718

Noroozi, Navid ; Geiselhart, Roman ; Grüne, Lars ; Wirth, Fabian R.:
Control of discrete-time nonlinear systems via finite-step control Lyapunov functions.
In: Systems & Control Letters. Vol. 138 (April 2020) . - Art. Nr. 104631.
DOI: https://doi.org/10.1016/j.sysconle.2020.104631

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Fischer, Florian ; Fleig, Arthur ; Klar, Markus ; Grüne, Lars ; Müller, Jörg:
An Optimal Control Model of Mouse Pointing Using the LQR.
Bayreuth , 2020

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Grüne, Lars ; Kriecherbauer, Thomas ; Margaliot, Michael:
Random attraction in the TASEP model.
Bayreuth , 2020 . - 22 p.

Siegl, Alexander:
Iterative Löser zur Schrittberechnung in einer Composite-Step Methode.
Bayreuth , 2020 . - ii, 64 p.
(Master's, 2020 , Universität Bayreuth, Fakultät für Mathematik, Physik und Informatik, Mathematisches Institut)

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Grüne, Lars ; Schaller, Manuel ; Schiela, Anton:
Exponential sensitivity analysis for Model Predictive Control of PDEs.
Department of Mathematics, University of Bayreuth
Bayreuth , 2020 . - 4 p.

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Grüne, Lars:
Why does strict dissipativity help in model predictive control?
Department of Mathematics, University of Bayreuth
Bayreuth , 2020 . - 4 p.

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Grüne, Lars ; Junge, Oliver:
From Bellman to Dijkstra : Set oriented construction of globally optimal controllers.
In: Junge, Oliver ; Schütze, Oliver ; Froyland, Gary ; Ober-Blöbaum, Sina ; Padberg-Gehle, Kathrin (ed.): Advances in dynamics, optimization and computation : a volume dedicated to Michael Dellnitz on the occasion of his 60th birthday. - Cham : Springer, 2020 . - pp. 265-294 . - (Studies in Systems, Decision and Control ; 304 )
DOI: https://doi.org/10.1007/978-3-030-51264-4_11

Grüne, Lars:
Numerical methods for nonlinear optimal control problems, 2nd edition.
In: Samad, Tariq ; Baillieul, John (ed.): Encyclopedia of Systems and Control. - London : Springer, 2020
DOI: https://doi.org/10.1007/978-1-4471-5102-9_208-3

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Braun, Philipp ; Grüne, Lars ; Kellett, Christopher M. ; Weller, Steven R. ; Worthmann, Karl:
Towards price-based predictive control of a small scale electricity network.
In: International Journal of Control. Vol. 93 (2020) Issue 1 . - pp. 40-61.
DOI: https://doi.org/10.1080/00207179.2017.1339329

2019

Tanwani, Aneel ; Chatterjee, Debasish ; Grüne, Lars:
Performance bounds for stochastic receding horizon control with randomly sampled measurements.
In: Proceedings of the 2019 IEEE Conference on Decision and Control (CDC). - Nice, France , 2019 . - pp. 2330-2335
DOI: https://doi.org/10.1109/CDC40024.2019.9029947

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Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
On Modeling Heterogeneous Agents Avoiding Stiff Equations.
2019
Event: 43rd Annual Meeting of the AMASES Association for Mathematics Applied to Social and Economic Sciences , September 9-11, 2019 , Perugia, Italy.
(Conference item: Conference , Speech )

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Schiela, Anton ; Stöcklein, Matthias:
Algorithms for Optimal Control of Elastic Contact Problems with Finite Strain.
University Bayreuth , 2019 . - 21 p.

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Grüne, Lars ; Schaller, Manuel ; Schiela, Anton:
Sensitivity Analysis of Optimal Control for a Class of Parabolic PDEs Motivated by Model Predictive Control.
In: SIAM Journal on Control and Optimization. Vol. 57 (6 August 2019) Issue 4 . - pp. 2753-2774.
DOI: https://doi.org/10.1137/18M1223083

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Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Analyzing Heterogeneous Agents Models: Avoiding the Explicit Discretization of Stiff Equations.
2019
Event: Graduiertenseminar der VWL-Lehrstühle der Universität Bayreuth , 11./12.07.2019 , Bayreuth.
(Conference item: Other Event type, Speech )

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Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Analyzing Heterogeneous Agents Models: Avoiding the Explicit Discretization of Stiff Equations.
2019
Event: Second Behavioral Macroeconomics Workshop: Heterogeneity and Expectations in Macroeconomics and Finance , June 13-15, 2019 , Otto-Friedrich-Universität Bamberg.
(Conference item: Workshop , Speech )

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Coron, Jean-Michel ; Grüne, Lars ; Worthmann, Karl:
Model predictive control, cost controllability, and homogeneity.
Bayreuth, Ilmenau, Paris , 2019 . - 21 p.

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Yegorov, Ivan ; Dower, Peter M. ; Grüne, Lars:
Synthesis of control Lyapunov functions and stabilizing feedback strategies using exit-time optimal control.
Bayreuth , 2019 . - 47 p.

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Grüne, Lars ; Mechelli, Luca ; Pirkelmann, Simon ; Volkwein, Stefan:
Performance estimates for economic model predictive control and their application in proper orthogonal decomposition-based implementations.
Konstanz , 2019 . - 20 p. - (Konstanzer Schriften in Mathematik ; 383 )

Njoroge, Parmenas Kim ; Shevchenko, Dmitry ; Baumann, Michael Heinrich:
Stock Price Reactions to Publications of Financial Statements : Evidence from the Moscow Stock Exchange.
2019
Event: 5th International Conference on Applied Theory, Macro and Empirical Finance (AMEF 2019) , April 22-33, 2019 , University of Macedonia, Thessaloniki, Greece.
(Conference item: Conference , Speech )

Höger, Matthias ; Grüne, Lars:
On the relation between detectability and strict dissipativity for nonlinear discrete time systems.
In: IEEE Control Systems Letters. Vol. 3 (April 2019) Issue 2 . - pp. 458-462. - 6 S..
DOI: https://doi.org/10.1109/LCSYS.2019.2899241

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Baumann, Michael Heinrich ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard:
Analyzing Heterogeneous Agents Models Avoiding the Explicit Discretization of Stiff Equations (Enlarged Abstract).
Universität Bayreuth
Bayreuth , 2019 . - 8 p.
DOI: https://doi.org/10.15495/EPub_UBT_00004307

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Schiela, Anton ; Ortiz, Julian:
Second order directional shape derivatives.
Bayreuth , 2019 . - 25 p.

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Pirkelmann, Simon ; Angeli, David ; Grüne, Lars:
Approximate computation of storage functions for discrete-time systems using sum-of-squares techniques.
In: IFAC-PapersOnLine. Vol. 52 (2019) Issue 16 . - pp. 508-513.
DOI: https://doi.org/10.1016/j.ifacol.2019.12.012

Grüne, Lars ; Pirkelmann, Simon:
Economic Model Predictive Control for Time-Varying System : Performance and Stability Results.
In: Optimal Control Applications and Methods. Vol. 41 (2019) Issue 1 . - pp. 42-64.
DOI: https://doi.org/10.1002/oca.2492

Kellett, Christopher M. ; Weller, Steven R. ; Faulwasser, Timm ; Grüne, Lars ; Semmler, Willi:
Feedback, dynamics, and optimal control in climate economics.
In: Annual Reviews in Control. Vol. 47 (2019) . - pp. 7-20.
DOI: https://doi.org/10.1016/j.arcontrol.2019.04.003

Hans, Christian A. ; Braun, Philipp ; Raisch, Jörg ; Grüne, Lars ; Reincke-Collon, Carsten:
Hierarchical distributed model predictive control of interconnected microgrids.
In: IEEE Transactions on Sustainable Energy. Vol. 10 (2019) Issue 1 . - pp. 407-416.
DOI: https://doi.org/10.1109/TSTE.2018.2802922

Baumann, Michael Heinrich ; Baumann, Michaela ; Erler, Alexander:
Limitations of stabilizing effects of fundamentalists : facing positive feedback traders.
In: Economics : the Open-Access, Open-Assessment E-Journal. Vol. 44 (2019) Issue 13 .
DOI: https://doi.org/10.5018/economics-ejournal.ja.2019-44

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Grüne, Lars ; Stieler, Marleen:
Multiobjective Model Predictive Control for Stabilizing Cost Criteria.
In: Discrete and Continuous Dynamical Systems. Series B. Vol. 24 (2019) Issue 8 . - pp. 3905-3928.
DOI: https://doi.org/10.3934/dcdsb.2018336

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Baier, Robert ; Braun, Philipp ; Grüne, Lars ; Kellett, Christopher M.:
Numerical Calculation of Nonsmooth Control Lyapunov Functions via Piecewise Affine Approximation.
In: IFAC-PapersOnLine. Vol. 52 (2019) Issue 16 . - pp. 370-375.
DOI: https://doi.org/10.1016/j.ifacol.2019.11.808

Grüne, Lars ; Pirkelmann, Simon:
Numerical Verification of Turnpike and Continuity Properties for Time-Varying PDEs.
In: IFAC-PapersOnLine. Vol. 52 (2019) Issue 2 . - pp. 7-12.
DOI: https://doi.org/10.1016/j.ifacol.2019.08.002

Fleig, Arthur ; Grüne, Lars:
On Dissipativity of the Fokker-Planck Equation for the Ornstein-Uhlenbeck Process.
In: IFAC-PapersOnLine. Vol. 52 (2019) Issue 2 . - pp. 13-18.
DOI: https://doi.org/10.1016/j.ifacol.2019.08.003

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Baumann, Michael Heinrich ; Grüne, Lars:
Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices.
In: 2019 12th Asian Control Conference (ASCC). - Piscataway, NJ : IEEE, 2019 . - pp. 150-155

2018

Stieler, Marleen ; Baumann, Michael Heinrich ; Grüne, Lars:
Noncooperative Model Predictive Control for Affine-Quadratic Games.
In: Proceedings in Applied Mathematics and Mechanics. Vol. 18 (14 December 2018) Issue 1 . - pp. 1-2.
DOI: https://doi.org/10.1002/pamm.201800036

Braun, Philipp ; Grüne, Lars:
Verteilte Optimierung : Anwendungen in der Modellprädiktiven Regelung.
In: Automatisierungstechnik. Vol. 66 (November 2018) Issue 11 . - pp. 939-949.
DOI: https://doi.org/10.1515/auto-2018-0009

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Baumann, Michael Heinrich:
Performance and Effects of Linear Feedback Stock Trading Strategies.
Bayreuth , 2018 . - 160 p.
( Doctoral thesis, 2018 , Universität Bayreuth, Fakultät für Mathematik, Physik und Informatik)

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Schaller, Manuel ; Schiela, Anton ; Stöcklein, Matthias:
A Composite Step Method with Inexact Step Computations for PDE Constrained Optimization.
Bayreuth , 2018 . - 29 p.

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Deutschen, Thomas ; Gasser, Sophie ; Schaller, Manuel ; Siehr, Jochen:
Modeling the self-discharge by voltage decay of a NMC/graphite lithium-ion cell.
In: Journal of Energy Storage. Vol. 19 (October 2018) . - pp. 113-119.
DOI: https://doi.org/10.1016/j.est.2018.07.003

Fleig, Arthur ; Grüne, Lars:
L²-Tracking of Gaussian Distributions via Model Predictive Control for the Fokker-Planck Equation.
In: Vietnam Journal of Mathematics. Vol. 46 (15 September 2018) Issue 4 . - pp. 915-948.
DOI: https://doi.org/10.1007/s10013-018-0309-8

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Yegorov, Ivan ; Dower, Peter ; Grüne, Lars:
A characteristics based curse-of-dimensionality-free approach for approximating control Lyapunov functions and feedback stabilization.
In: Proceedings of the 23rd International Symposium on Mathematical Theory of Networks and Systems. - Hong Kong , 2018 . - pp. 342-349

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Grüne, Lars ; Dower, Peter:
Hamiltonian based a posteriori error estimation for Hamilton-Jacobi-Bellman equations.
In: Proceedings of the 23rd International Symposium on Mathematical Theory of Networks and Systems. - Hong Kong , 2018 . - pp. 372-374

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Grüne, Lars ; Schaller, Manuel ; Schiela, Anton:
Sensitivity analysis of optimal control motivated by model predictive control.
In: Proceedings of the 23rd International Symposium on Mathematical Theory of Networks and Systems. - Hong Kong , 2018 . - pp. 93-96

Margaliot, Michael ; Grüne, Lars ; Kriecherbauer, Thomas:
Entrainment in the Master Equation.
In: Royal Society Open Science. Vol. 5 (25 April 2018) Issue 172157 . - 33 S..
DOI: https://doi.org/10.1098/rsos.172157

Stieler, Marleen ; Baumann, Michael Heinrich ; Grüne, Lars:
Noncooperative Model Predictive Control.
2018
Event: 89th GAMM Annual Meeting 2018 , 19. - 23. März 2018 , München.
(Conference item: Conference , Speech )

Stieler, Marleen ; Baumann, Michael Heinrich ; Grüne, Lars:
Nichtkooperative linear-quadratische Spiele, ihre Beziehung zu Riccati-artigen Gleichungen und ein Lösungsansatz mittels Modellprädiktiver Regelung.
2018
Event: Forschungszentrum Modellierung und Simulation (MODUS) , 24.01.2018 , Bayreuth.
(Conference item: Lecture series , Speech )

Faulwasser, Timm ; Grüne, Lars ; Müller, Matthias A.:
Economic Nonlinear Model Predictive Control.
In: Foundations and Trends® in Systems and Control. Vol. 5 (12 January 2018) Issue 1 . - pp. 1-98.
DOI: https://doi.org/10.1561/2600000014

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Braun, Philipp ; Grüne, Lars ; Kellett, Christopher M.:
Complete Instability of Differential Inclusions using Lyapunov Methods.
In: 2018 IEEE Conference on Decision and Control (CDC). Tagungsband. - Miami Beach, Florida, USA , 2018 . - pp. 718-724
DOI: https://doi.org/10.1109/CDC.2018.8618663

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Braun, Philipp ; Sauerteig, Philipp ; Worthmann, Karl:
Distributed optimization based control on the example of microgrids.
Newcastle, Australia ; Ilmenau, Germany , 2018 . - 28 p.

Grüne, Lars:
Dynamic programming, optimal control and model predictive control.
In: Raković, Saša V. ; Levine, William S. (ed.): Handbook of Model Predictive Control. - Basel : Birkhäuser, 2018 . - pp. 29-52
DOI: https://doi.org/10.1007/978-3-319-77489-3_2

Braun, Philipp ; Faulwasser, Timm ; Grüne, Lars ; Kellett, Christopher M. ; Weller, Steven R. ; Worthmann, Karl:
Hierarchical distributed ADMM for predictive control with applications in power networks.
In: IFAC Journal of Systems and Control. Vol. 3 (2018) . - pp. 10-22.
DOI: https://doi.org/10.1016/j.ifacsc.2018.01.001

Noroozi, Navid ; Geiselhart, Roman ; Grüne, Lars ; Rüffer, Björn ; Wirth, Fabian:
Non-conservative discrete-time ISS small-gain conditions for closed sets.
In: IEEE Transactions on Automatic Control. Vol. 63 (2018) Issue 5 . - pp. 1231-1242.
DOI: https://doi.org/10.1109/TAC.2017.2735194

Baier, Robert ; Braun, Philipp ; Grüne, Lars ; Kellett, Christopher M.:
Numerical construction of nonsmooth control Lyapunov functions.
In: Giselsson, Pontus ; Rantzer, Anders (ed.): Large-Scale and Distributed Optimization. - Cham : Springer, 2018 . - pp. 343-373 . - (Lecture Notes in Mathematics ; 2227 )
DOI: https://doi.org/10.1007/978-3-319-97478-1_12
Review:

Numerical Methods for Optimal Control Problems.
ed.: Falcone, Maurizio ; Ferretti, Roberto ; Grüne, Lars ; McEneaney, William M.
Cham : Springer , 2018 . - X, 268 p. - (Springer INdAM Series ; 29 )
DOI: https://doi.org/10.1007/978-3-030-01959-4

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Stieler, Marleen:
Performance Estimates for Scalar and Multiobjective Model Predictive Control Schemes.
Bayreuth , 2018 . - X, 119 p.
( Doctoral thesis, 2018 , Universität Bayreuth, Fakultät für Mathematik, Physik und Informatik)

Gaitsgory, Vladimir ; Grüne, Lars ; Höger, Matthias ; Kellett, Christopher M. ; Weller, Steven R.:
Stabilization of strictly dissipative discrete time systems with discounted optimal control.
In: Automatica. Vol. 93 (2018) . - pp. 311-320.
DOI: https://doi.org/10.1016/j.automatica.2018.03.076

Grüne, Lars ; Pirkelmann, Simon ; Stieler, Marleen:
Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control problems.
In: Feichtinger, Gustav ; Kovacevic, Raimund M. ; Tragler, Gernot (ed.): Control Systems and Mathematical Methods in Economics: Essays in Honor of Vladimir M. Veliov. - Cham : Springer, 2018 . - pp. 195-218 . - (Lecture Notes in Economics and Mathematical Systems ; 687 )
DOI: https://doi.org/10.1007/978-3-319-75169-6_10

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Grüne, Lars ; Guglielmi, Roberto:
Turnpike properties and strict dissipativity for discrete time linear quadratic optimal control problems.
In: SIAM Journal on Control and Optimization. Vol. 56 (2018) Issue 2 . - pp. 1282-1302.
DOI: https://doi.org/10.1137/17M112350X

2017

Botner, Meir ; Zarai, Yoram ; Margaliot, Michael ; Grüne, Lars:
On approximating contractive systems.
In: IEEE Transactions on Automatic Control. Vol. 62 (December 2017) Issue 12 . - pp. 6451-6457.
DOI: https://doi.org/10.1109/TAC.2017.2651649

Grüne, Lars ; Stieler, Marleen:
Performance Guarantees for Multiobjective Model Predictive Control.
In: Proceedings of the 2017 IEEE 56th Annual Conference on Decision and Control (CDC). - Melbourne, Australia , 2017 . - pp. 5545-5550
DOI: https://doi.org/10.1109/CDC.2017.8264482

Grüne, Lars ; Le, Thuy Thi Thien:
A double-sided Dynamic Programming approach to the minimum time problem and its numerical approximation.
In: Applied Numerical Mathematics. Vol. 121 (November 2017) . - pp. 68-81.
DOI: https://doi.org/10.1016/j.apnum.2017.06.008

Baumann, Michael Heinrich ; Grüne, Lars ; Herz, Bernhard:
Effects of Control-based Trading : Between the Poles of Economics&Finance and Mathematics&Engineering.
2017
Event: Interdisciplinary Symposium - Track "interdisciplinarity in economics" , July 5-7, 2017 , Corté, Università di Corsica, France.
(Conference item: Conference , Speech )

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Riedl, Wolfgan ; Baier, Robert ; Gerdts, Matthias:
Analytical and numerical estimates of reachable sets in a subdivision scheme.
Mathematisches Institut, Universität Bayreuth; Institut für Mathematik und Rechneranwendung, Universität der Bundeswehr in Neubiberg/München
Bayreuth, Neubiberg/München , 2017 . - 15 p.
DOI: https://doi.org/10.15495/EPub_UBT_00005055

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Baumann, Michael Heinrich ; Grüne, Lars:
Simultaneously long short trading in discrete and continuous time - AudioSlides.

Elsevier AudioSlides , 2017 . - 37 slides, 04:59 min

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Christof, Constantin ; Müller, Georg:
A Note on the Equivalence and the Boundary Behavior of a Class of Sobolev Capacities.
Bayreuth , 2017 . - 27 p.

Grüne, Lars ; Pirkelmann, Simon:
Closed-loop performance analysis for economic model predictive control of time-varying systems.
In: Proceedings of the 56th IEEE Annual Conference on Decision and Control (CDC 2017), Melbourne, Australia. - Melbourne , 2017 . - pp. 5563-5569
DOI: https://doi.org/10.1109/CDC.2017.8264485

Braun, Philipp ; Grüne, Lars ; Kellett, Christopher M.:
Feedback Design Using Nonsmooth Control Lyapunov Functions: A Numerical Case Study for the Nonholonomic Integrator.
In: Proceedings of the 56th IEEE Annual Conference on Decision and Control (CDC 2017), Melbourne, Australia. - Melbourne , 2017 . - pp. 4890-4895
DOI: https://doi.org/10.1109/CDC.2017.8264382

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Grüne, Lars ; Pannek, Jürgen:
Nonlinear Model Predictive Control : Theory and Algorithms. 2nd Edition.
Cham, Switzerland : Springer , 2017 . - 456 p. - (Communications and Control Engineering )
Review:

DOI: https://doi.org/10.1007/978-3-319-46024-6

Müller, Matthias A. ; Grüne, Lars:
On the relation between dissipativity and discounted dissipativity.
In: Proceedings of the 56th IEEE Annual Conference on Decision and Control (CDC 2017), Melbourne, Australia. - Melbourne , 2017 . - pp. 5570-5575
DOI: https://doi.org/10.1109/CDC.2017.8264486

Grüne, Lars ; Kellett, Christopher M. ; Weller, Steven R.:
On the relation between turnpike properties for finite and infinite horizon optimal control problems.
In: Journal of Optimization Theory and Applications. Vol. 173 (2017) Issue 3 . - pp. 727-745.
DOI: https://doi.org/10.1007/s10957-017-1103-6

Zanon, Mario ; Grüne, Lars ; Diehl, Moritz:
Periodic optimal control, dissipativity and MPC.
In: IEEE Transactions on Automatic Control. Vol. 62 (2017) Issue 6 . - pp. 2943-2949.
DOI: https://doi.org/10.1109/TAC.2016.2601881

Baumann, Michael Heinrich ; Grüne, Lars:
Simultaneously long short trading in discrete and continuous time.
In: Systems & Control Letters. Vol. 99 (2017) . - pp. 85-89.
DOI: https://doi.org/10.1016/j.sysconle.2016.11.011

2016

Baumann, Michael Heinrich:
On Stock Trading Via Feedback Control When Underlying Stock Returns Are Discontinuous.
In: IEEE Transactions on Automatic Control. Vol. PP (2 September 2016) Issue 99 . - pp. 1-6.
DOI: https://doi.org/10.1109/TAC.2016.2605743

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Braun, Philipp:
Hierarchical distributed optimization and predictive control of a smart grid.
Bayreuth , 2016 . - ix+162 p.
( Doctoral thesis, 2016 , Universität Bayreuth, Fakultät für Mathematik, Physik und Informatik)

Müller, Matthias A. ; Grüne, Lars:
Economic model predictive control without terminal constraints for optimal periodic behavior.
In: Automatica. Vol. 70 (August 2016) . - pp. 128-139.
DOI: https://doi.org/10.1016/j.automatica.2016.03.024

Grüne, Lars ; Kellett, Christopher M. ; Weller, Steven R.:
On a discounted notion of strict dissipativity.
In: IFAC-PapersOnLine. Vol. 49 (August 2016) Issue 18 . - pp. 247-252.
DOI: https://doi.org/10.1016/j.ifacol.2016.10.171

Grüne, Lars:
Approximation properties of receding horizon optimal control.
In: Jahresbericht der Deutschen Mathematiker Vereinigung. Vol. 118 (March 2016) Issue 1 . - pp. 3-37.
DOI: https://doi.org/10.1365/s13291-016-0134-5

Li, Huijuan ; Grüne, Lars:
Computation of Local ISS Lyapunov Functions for Discrete-time Systems Via Linear Programming.
In: Journal of Mathematical Analysis and Applications. Vol. 438 (March 2016) Issue 2 . - pp. 701-719.
DOI: https://doi.org/10.1016/j.jmaa.2016.01.045

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Grüne, Lars ; Müller, Matthias A.:
On the relation between strict dissipativity and turnpike properties.
In: Systems & Control Letters. Vol. 90 (February 2016) . - pp. 45-53.
DOI: https://doi.org/10.1016/j.sysconle.2016.01.003

Baumann, Michael Heinrich ; Grüne, Lars:
Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices.
2016
Event: The XVII Workshop on Quantitative Finance - Pisa 2016 , 28.-29.01.2016 , Pisa.
(Conference item: Workshop , Speech )

Braun, Philipp ; Grüne, Lars ; Kellett, Christopher M. ; Weller, Steven R. ; Worthmann, Karl:
A distributed optimization algorithm for the predictive control of smart grids.
Department of Mathematics, University of Bayreuth; School of Electrical Engineering and Computer Science, University of Newcastle, Australia; Technische Universität Ilmenau
In: IEEE Transactions on Automatic Control. Vol. 61 (2016) Issue 12 . - pp. 3898-3911.
DOI: https://doi.org/10.1109/TAC.2016.2525808

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Grüne, Lars ; Junge, Oliver:
Gewöhnliche Differentialgleichungen : eine Einführung aus der Perspektive der dynamischen Systeme. 2. Auflage.
Heidelberg : Springer Spektrum , 2016 . - 249 p. - (Springer Studium Mathematik – Bachelor )
Review:

DOI: https://doi.org/10.1007/978-3-658-10241-8

Volltext
Braun, Philipp ; Faulwasser, Timm ; Grüne, Lars ; Kellett, Christopher M. ; Weller, Steven R. ; Worthmann, Karl:
Maximal Islanding Time For Microgrids via Distributed Predictive Control.
In: University of Minnesota (ed.): 22nd International Symposium on Mathematical Theory of Networks and Systems : July 12-15, 2016 (MTNS 2016, Proceedings). - Minneapolis, Minnesota , 2016 . - pp. 652-659

Volltext
Fleig, Arthur ; Grüne, Lars:
Model Predictive Control for the Fokker-Planck equation : analysis and structural insight.
In: University of Minnesota (ed.): 22nd International Symposium on Mathematical Theory of Networks and Systems : July 12-15, 2016 (MTNS 2016, Proceedings). - Minneapolis, Minnesota , 2016 . - pp. 689-690

Braun, Philipp ; Grüne, Lars ; Kellett, Christopher M. ; Weller, Steven R. ; Worthmann, Karl:
Model predictive control of residential energy systems using energy storage and controllable loads.
In: Russo, Giovanni ; Capasso, Vincenzo ; Nicosia, Giuseppe ; Romano, Vittorio (ed.): Progress in Industrial Mathematics at ECMI 2014. - Heidelberg : Springer, 2016 . - pp. 617-623 . - (Mathematics in Industry ; 22 )
DOI: https://doi.org/10.1007/978-3-319-23413-7_85

Volltext
Sigurani, Manuela:
Numerical ISpS controller design on coarse quantizations : A dynamic game approach for large-scale systems.
Bayreuth , 2016 . - ii+166 p.
( Doctoral thesis, 2016 , Universität Bayreuth, Fakultät für Mathematik, Physik und Informatik)

Worthmann, Karl ; Proch, Michael ; Braun, Philipp ; Schlüchtermann, Jörg ; Pannek, Jürgen:
Towards Dynamic Contract Extension in Supplier Development.
In: Logistics Research. Vol. 9 (2016) Issue 1 . - pp. 1-12.
DOI: https://doi.org/10.1007/s12159-016-0141-z

2015

Volltext
Braun, Philipp ; Grüne, Lars ; Kellett, Christopher M. ; Weller, Steven R. ; Worthmann, Karl:
A real-time pricing scheme for residential energy systems using a market maker.
In: The Institution of Engineers Australia (ed.): Proceedings of 2015 Australian Control Conference (AUCC). - Barton, Australia , 2015 . - pp. 259-262

Bokanowski, Olivier ; Falcone, Maurizio ; Ferretti, Roberto ; Grüne, Lars ; Kalise, Dante ; Zidani, Hasnaa:
Value iteration convergence of ε-monotone schemes for stationary Hamilton-Jacobi equations.
Department of Mathematics, University of Bayreuth
In: Discrete and Continuous Dynamical Systems. Series A. Vol. 35 (30 September 2015) Issue 9 . - pp. 4041-4070.
DOI: https://doi.org/10.3934/dcds.2015.35.4041

Grüne, Lars ; Palma, Vryan Gil:
Robustness of performance and stability for multistep and updated multistep MPC schemes.
Department of Mathematics, University of Bayreuth
In: Discrete and Continuous Dynamical Systems. Series A. Vol. 35 (September 2015) Issue 9 . - pp. 4385-4414.
DOI: https://doi.org/10.3934/dcds.2015.35.4385

Volltext
Baumann, Michael Heinrich:
Portfolioverluste bei plötzlichen Kurssprüngen beim Hedgen von Optionen.
2015
Event: Value Day 2015 -- Wirtschaft trifft Wissenschaft , 12. März 2015 , FH Vorarlberg, Dornbirn, Österreich.
(Conference item: Other Event type, Speech )

Grüne, Lars ; Zidani, Hasnaa:
Zubov's equation for state-constrained perturbed nonlinear systems.
Department of Mathematics, University of Bayreuth
In: Mathematical Control and Related Fields. Vol. 5 (March 2015) Issue 1 . - pp. 55-71.
DOI: https://doi.org/10.3934/mcrf.2015.5.55

Sigurani, Manuela ; Stöcker, Christian ; Grüne, Lars ; Lunze, Jan:
Experimental evaluation of two complementary decentralized event-based control methods.
Department of Mathematics, University of Bayreuth
In: Control Engineering Practice. Vol. 35 (February 2015) . - pp. 22-34.
DOI: https://doi.org/10.1016/j.conengprac.2014.10.002

Li, Huijuan ; Baier, Robert ; Grüne, Lars ; Hafstein, Sigurdur Freyr ; Wirth, Fabian:
Computation of local ISS Lyapunov functions with low gains via linear programming.
In: Discrete and Continuous Dynamical Systems. Series B. Vol. 20 (2015) Issue 8 . - pp. 2477-2495.
DOI: https://doi.org/10.3934/dcdsb.2015.20.2477
Review:

Volltext
Worthmann, Karl ; Kellett, Christopher M. ; Braun, Philipp ; Grüne, Lars ; Weller, Steven R.:
Distributed and decentralized control of residential energy systems incorporating battery storage.
Department of Mathematics, University of Bayreuth
In: IEEE Transactions on Smart Grid. Vol. 6 (2015) Issue 4 . - pp. 1914-1923.
DOI: https://doi.org/10.1109/TSG.2015.2392081

Müller, Matthias A. ; Grüne, Lars:
Economic model predictive control without terminal constraints : optimal periodic operation.
In: Proceedings of the 54th IEEE Conference on Decision and Control. - Piscataway, NJ : IEEE, 2015 . - pp. 4946-4951
DOI: https://doi.org/10.1109/CDC.2015.7402992

Baumann, Michaela:
Nicht-rekombinierbare Binomialbäume und ihre Anwendung in der Finanzmathematik.
2015
Event: Value Day 2015 , 12. März 2015 , FH Vorarlberg, Dornbirn, Österreich.
(Conference item: Other Event type, Speech )

Volltext
Grüne, Lars ; Sigurani, Manuela:
Numerical event-based ISS controller design via a dynamic game approach.
In: Journal of Computational Dynamics. Vol. 2 (2015) Issue 1 . - pp. 65-81.
DOI: https://doi.org/10.3934/jcd.2015.2.65

Grüne, Lars ; Panin, Anastasia:
On non-averaged performance of economic MPC with terminal conditions.
In: Proceedings of the 54th IEEE Conference on Decision and Control (CDC 2015). - Piscataway, NJ : IEEE, 2015 . - pp. 4332-4337
DOI: https://doi.org/10.1109/CDC.2015.7402895

Müller, Matthias A. ; Grüne, Lars ; Allgöwer, Frank:
On the role of dissipativity in economic model predictive control.
Institute for Systems Theory and Automatic Control, University of Stuttgart; Department of Mathematics, University of Bayreuth; Institute for Systems Theory and Automatic Control, University of Stuttgart
In: IFAC-PapersOnLine. (2015) Issue 23 . - pp. 110-116.
DOI: https://doi.org/10.1016/j.ifacol.2015.11.269

Volltext
Grüne, Lars:
Open problem : Strict Dissipativity and the Turnpike Property.
In: Oberwolfach Reports. Vol. 12 (2015) Issue 1 . - pp. 651-652.
DOI: https://doi.org/10.4171/OWR/2015/12

Braun, Philipp ; Grüne, Lars ; Kellett, Christopher M. ; Weller, Steven R. ; Worthmann, Karl:
Predictive control of a smart grid : a distributed optimization algorithm with centralized performance properties.
In: Proceedings of the 54th IEEE Conference on Decision and Control (CDC 2015). - Piscataway, NJ : IEEE, 2015 . - pp. 5593-5598
DOI: https://doi.org/10.1109/CDC.2015.7403096

Gaitsgory, Vladimir ; Grüne, Lars ; Thatcher, Neil:
Stabilization with discounted optimal control.
Department of Mathematics, University of Bayreuth
In: Systems & Control Letters. Vol. 82 (2015) . - pp. 91-98.
DOI: https://doi.org/10.1016/j.sysconle.2015.05.010

Worthmann, Karl ; Reble, Marcus ; Grüne, Lars ; Allgöwer, Frank:
Unconstrained nonlinear MPC : performance estimates for sampled-data systems with zero order hold.
In: Proceedingss of the 54th IEEE Conference on Decision and Control (CDC 2015). - Piscataway, NJ : IEEE, 2015 . - 4971- 4976
DOI: https://doi.org/10.1109/CDC.2015.7402996

Volltext
Grüne, Lars ; Semmler, Willi ; Stieler, Marleen:
Using nonlinear model predictive control for dynamic decision problems in economics.
In: Journal of Economic Dynamics and Control. Vol. 60 (2015) . - pp. 112-133.
DOI: https://doi.org/10.1016/j.jedc.2015.08.010

Volltext
Grüne, Lars ; Picarelli, Athena:
Zubov's method for controlled diffusions with state constraints.
In: Nonlinear Differential Equations and Applications NoDEA. Vol. 22 (2015) Issue 6 . - pp. 1765-1799.
DOI: https://doi.org/10.1007/s00030-015-0343-0

2014

Volltext
Altmüller, Nils:
Model Predictive Control for Partial Differential Equations.
Bayreuth , 2014 . - XIV, 169 p.
( Doctoral thesis, 2014 , Universität Bayreuth, Fakultät für Mathematik, Physik und Informatik)

Boccia, Andrea ; Grüne, Lars ; Worthmann, Karl:
Stability and feasibility of state constrained MPC without stabilizing terminal constraints.
In: Systems & Control Letters. Vol. 72 (October 2014) . - pp. 14-21.
DOI: https://doi.org/10.1016/j.sysconle.2014.08.002
Review:

Worthmann, Karl ; Kellett, Christopher M. ; Grüne, Lars ; Weller, Steven R.:
Distributed control of residential energy systems using a market maker.
In: Boje,Edward (Hrsg.): Proceedings of the 19th IFAC World Congress : IFAC-PapersOnLine. - Cape Town, South Africa , 2014 . - pp. 11641-11646
DOI: https://doi.org/10.3182/20140824-6-ZA-1003.01785

Volltext
Fleig, Arthur ; Grüne, Lars ; Guglielmi, Roberto:
Some results on Model Predictive Control for the Fokker-Planck equation.
In: MTNS 2014 : 21st International Symposium on Mathematical Theory of Networks and Systems, July 7-11, 2014, Groningen, The Netherlands ; Proceedings. - Groningen, The Netherlands : University of Groningen, 2014 . - pp. 1203-1206

Volltext
Baumann, Michael Heinrich:
Portfolioverluste bei plötzlichen Kurssprüngen beim Hedgen von Optionen.
Bayreuth , 2014 . - 115 p.
(Master's, 2014 , Universität Bayreuth, Fakultät für Mathematik, Physik und Informatik, Lehrstuhl Mathematik V)

Volltext
Boccia, Andrea ; Grüne, Lars ; Worthmann, Karl:
Stability and feasibility of state-constrained linear MPC without stabilizing terminal constraints.
In: MTNS 2014 : Proceedings on the 21st International Symposium on Mathematical Theory of Networks and Systems, July 7-11, 2014, University of Groningen. - Groningen : University of Groningen, 2014 . - pp. 453-460

Volltext
Grüne, Lars ; Stieler, Marleen:
Asymptotic stability and transient optimality of economic MPC without terminal conditions.
In: Journal of Process Control. Vol. 24 (2014) Issue 8 . - pp. 1187-1196.
DOI: https://doi.org/10.1016/j.jprocont.2014.05.003

Volltext
Li, Huijuan ; Baier, Robert ; Grüne, Lars ; Hafstein, Sigurdur Freyr ; Wirth, Fabian:
Computation of local ISS Lyapunov functions via linear programming.
In: MTNS 2014 : Proceedings on the 21st International Symposium on Mathematical Theory of Networks and Systems, July 7--11, 2014, University of Groningen. - Groningen, The Netherlands , 2014 . - pp. 1189-1195

Grüne, Lars ; Sigurani, Manuela:
Construction of event-based ISS controllers on coarse quantizations.
In: 2014 IEEE 53rd Annual Conference on Decision and Control (CDC 2014). - Piscataway, NJ : IEEE, 2014 . - pp. 836-841
DOI: https://doi.org/10.1109/CDC.2014.7039485

Volltext
Grüne, Lars ; Allgöwer, Frank ; Findeisen, Rolf ; Fischer, Jörg ; Groß, Dominic ; Hanebeck, Uwe D. ; Kern, Benjamin ; Müller, Matthias A. ; Pannek, Jürgen ; Reble, Marcus ; Stursberg, Olaf ; Varutti, Paolo ; Worthmann, Karl:
Distributed and networked model predictive control.
In: Lunze, Jan (Hrsg.): Control theory of digitally networked dynamic systems. Chapter 4. - Cham ; Heidelberg ; New York ; Dordrecht ; London : Springer, 2014 . - pp. 111-167
DOI: https://doi.org/10.1007/978-3-319-01131-8_4
Review:

Volltext
Greiner, Alfred ; Grüne, Lars ; Semmler, Willi:
Economic growth and the transition from non-renewable to renewable energy.
In: Environment and Development Economics. Vol. 19 (2014) Issue 4 . - pp. 417-439.
DOI: https://doi.org/10.1017/S1355770X13000491

Volltext
Grüne, Lars ; Hirche, Sandra ; Junge, Oliver ; Koltai, Péter ; Lehmann, Daniel ; Lunze, Jan ; Molin, Adam ; Sailer, Rudolf ; Sigurani, Manuela ; Stöcker, Christian ; Wirth, Fabian:
Event-based control.
In: Lunze, Jan (ed.): Control theory of digitally networked dynamic systems, Chapter 5. - Cham ; Heidelberg ; New York ; Dordrecht ; London : Springer, 2014 . - pp. 169-261
DOI: https://doi.org/10.1007/978-3-319-01131-8_5
Review:

Volltext
Farkhi, Elza ; Donchev, Tzanko D. ; Baier, Robert:
Existence of Solutions for Nonconvex Differential Inclusions of Monotone Type.
In: Comptes Rendus de l'Académie Bulgare des Sciences. Vol. 67 (2014) Issue 3 . - pp. 323-330.
Review:

Damm, Tobias ; Grüne, Lars ; Stieler, Marleen ; Worthmann, Karl:
An exponential turnpike theorem for dissipative discrete time optimal control problems.
In: SIAM Journal on Control and Optimization. Vol. 52 (2014) Issue 3 . - pp. 1935-1957.
DOI: https://doi.org/10.1137/120888934
Review:

Volltext
Lunze, Jan ; Grüne, Lars:
Introduction to networked control systems.
In: Lunze, Jan (Hrsg.): Control theory of digitally networked dynamic systems. Chapter 1. - Cham ; Heidelberg ; New York ; Dordrecht ; London : Springer, 2014 . - pp. 1-30
DOI: https://doi.org/10.1007/978-3-319-01131-8_1
Review:

Grüne, Lars ; Kellett, Christopher M.:
ISS-Lyapunov functions for discontinuous discrete-time systems.
Department of Mathematics, University of Bayreuth
In: IEEE Transactions on Automatic Control. Vol. 59 (2014) Issue 11 . - pp. 3098-3103.
DOI: https://doi.org/10.1109/TAC.2014.2321667

Volltext
Grüne, Lars ; Sigurani, Manuela:
A Lyapunov based nonlinear small-gain theorem for discontinuous discrete-time large-scale systems.
In: MTNS 2014 : Proceedings of the 21st International Symposium on Mathematical Theory of Networks and Systems. - Groningen : University of Groningen, 2014 . - pp. 1031-1037

Volltext
Grüne, Lars ; Stieler, Marleen:
A Lyapunov function for economic MPC without terminal conditions.
In: Proceedings of the IEEE 53rd Annual Conference on Decision and Control Held in Los Angeles, California, 2014. - Los Angeles, CA, USA : Institute of Electrical and Electronics Engineers (IEEE), 2014 . - pp. 2740-2745
DOI: https://doi.org/10.1109/CDC.2014.7039809

Grüne, Lars:
Nominal model predictive control.
In: Samad, Tariq ; Baillieul, John (Hrsg.): Encyclopedia of Systems and Control. - London : Springer, 2014 . - 8 S.
DOI: https://doi.org/10.1007/978-1-4471-5102-9_1-2

Grüne, Lars:
Numerical methods for nonlinear optimal control problems.
In: Samad, Tariq ; Baillieul, John (Hrsg.): Encyclopedia of Systems and Control. - London : Springer, 2014 . - - . - 10 S.
DOI: https://doi.org/10.1007/978-1-4471-5102-9_208-2

Volltext
Grüne, Lars ; Palma, Vryan Gil:
On the benefit of re-optimization in optimal control under perturbations.
In: MTNS 2014 : Proceedings of the 21st International Symposium on Mathematical Theory of Networks and Systems. - Groningen : University of Groningen, 2014 . - pp. 439-446

Volltext
Grüne, Lars ; Zanon, Mario:
Periodic optimal control, dissipativity and MPC.
In: MTNS 2014 : Proceedings of the 21st International Symposium on Mathematical Theory of Networks and Systems. - Groningen : University of Groningen, 2014 . - pp. 1804-1807

Worthmann, Karl ; Reble, Marcus ; Grüne, Lars ; Allgöwer, Frank:
The role of sampling for stability and performance in unconstrained nonlinear model predictive control.
Department of Mathematics, University of Bayreuth
In: SIAM Journal on Control and Optimization. Vol. 52 (2014) Issue 1 . - pp. 581-605.
DOI: https://doi.org/10.1137/12086652X

Volltext
Grüne, Lars ; Kellett, Christopher M.:
Strong implication-form ISS-Lyapunov functions for discontinuous discrete-time systems.
In: MTNS 2014 : Proceedings of the 21st International Symposium on Mathematical Theory of Networks and Systems. - Groningen : University of Groningen, 2014 . - pp. 1023-1030

2013

Grüne, Lars ; Sigurani, Manuela:
Numerical ISS controller design via a dynamic game approach.
In: 2013 IEEE 52nd Annual Conference on Decision and Control (CDC 2013). - Piscataway, NJ : IEEE, 2013 . - pp. 1732-1737
DOI: https://doi.org/10.1109/CDC.2013.6760132

Damm, Tobias ; Stahl, Dominik:
Linear least squares problems with additional constraints and an application to scattered data approximation.
In: Linear Algebra and its Applications. Vol. 439 (2013) Issue 4 . - pp. 933-943.
DOI: https://doi.org/10.1016/j.laa.2012.08.015
Review:

2012

Grüne, Lars ; Jahn, Thomas U.:
Computing reachable sets via barrier methods on SIMD architectures.
In: Eberhardsteiner, Josef ; Böhm, Helmut J. ; Rammerstorfer, Franz G. (eds.): Proceedings of the 6th European Congress on Computational Methods in Applied Sciences and Engineering (ECCOMAS 2012) Held at the University of Vienna, Austria, September 10-14, 2012 (e-book). - Vienna, Austria : Vienna University of Technology, 2012 . - pp. 2076-2095

Alt, Walter ; Baier, Robert ; Gerdts, Matthias ; Lempio, Frank:
Error bounds for Euler approximation of linear-quadratic control problems with bang-bang solutions.
In: Numerical Algebra, Control and Optimization. Vol. 2 (2012) Issue 3 . - pp. 547-570.
DOI: https://doi.org/10.3934/naco.2012.2.547
Review:

Volltext
Palma, Vryan Gil ; Grüne, Lars:
Stability, performance and robustness of sensitivity-based multistep feedback NMPC.
In: MTNS 2012 : Proceedings of the 20th International Symposium on Mathematical Theory of Networks and Systems. - Melbourne , 2012 . - 4 S.

2010

Volltext file
Jahn, Thomas U.:
Implementierung numerischer Algorithmen auf CUDA–Systemen.
Bayreuth , 2010 . - 171 p.
(Diploma, 2010 , Universität Bayreuth, Fakultät für Mathematik, Physik und Informatik, Lehrstuhl Mathematik V)

2002

Volltext
Grüne, Lars:
Asymptotic Behavior of Dynamical and Control Systems under Perturbation and Discretization.
Berlin, Heidelberg : Springer , 2002 . - 235 p. - (Lecture Notes in Mathematics ; 1783 )
Review:

DOI: https://doi.org/10.1007/b83677

Volltext
Dynamics, Bifurcations and Control.
ed.: Colonius, Fritz ; Grüne, Lars
Berlin, Heidelberg : Springer , 2002 . - 301 p. - (Lecture Notes in Control and Information Sciences ; 273 )
Review:

DOI: https://doi.org/10.1007/3-540-45606-6

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