Projects: Stochastic Optimal Control and MPC - Dissipativity, Risk, and Performance

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Number of items: 5.

2024

Volltext
Schießl, Jonas ; Ou, Ruchuan ; Faulwasser, Timm ; Baumann, Michael Heinrich ; Grüne, Lars:
Near-optimal performance of stochastic economic MPC.
Bayreuth , 2024 . - 7 p.
DOI: https://doi.org/10.48550/arXiv.2403.15159

2023

Volltext
Schießl, Jonas ; Ou, Ruchuan ; Faulwasser, Timm ; Baumann, Michael Heinrich ; Grüne, Lars:
Pathwise turnpike and dissipativity results for discrete-time stochastic linear-quadratic optimal control problems.
In: 2023 62nd IEEE Conference on Decision and Control (CDC). - Singapore, Singapore , 2023 . - pp. 2790-2795
DOI: https://doi.org/10.1109/CDC49753.2023.10384081

Volltext
Ou, Ruchuan ; Schießl, Jonas ; Baumann, Michael Heinrich ; Grüne, Lars ; Faulwasser, Timm:
A Polynomial Chaos Approach to Stochastic LQ Optimal Control: Error Bounds and Infinite-Horizon Results.
Dortmund ; Bayreuth , 2023
DOI: https://doi.org/10.48550/arXiv.2311.17596

Volltext
Schießl, Jonas ; Ou, Ruchuan ; Faulwasser, Timm ; Baumann, Michael Heinrich ; Grüne, Lars:
Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control.
Bayreuth , 2023
DOI: https://doi.org/10.48550/arXiv.2309.05422

Volltext
Schießl, Jonas ; Baumann, Michael Heinrich ; Faulwasser, Timm ; Grüne, Lars:
On the relationship between stochastic turnpike and dissipativity notions.
Bayreuth , 2023
DOI: https://doi.org/10.48550/arXiv.2311.07281

This list was generated on Wed Apr 17 03:10:12 2024 CEST.
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