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

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.
In: Automatica. Vol. 174 (2025) . - 112117.
DOI: https://doi.org/10.1016/j.automatica.2025.112117

Schießl, Jonas ; Ou, Ruchuan ; Baumann, Michael Heinrich ; Faulwasser, Timm ; Grüne, Lars:
Towards turnpike-based performance analysis of risk-averse stochastic predictive control.
Bayreuth , 2025 . - 7 S.
DOI: https://doi.org/10.48550/arXiv.2504.00701

Schießl, Jonas ; Ou, Ruchuan ; Faulwasser, Timm ; Baumann, Michael Heinrich ; Grüne, Lars:
Turnpike and Dissipativity in Generalized Discrete-Time Stochastic Linear-Quadratic Optimal Control.
In: SIAM Journal on Control and Optimization. Vol. 63 (2025) Issue 2 . - pp. 1432-1457.
DOI: https://doi.org/10.1137/23M160089X

Schießl, Jonas ; Baumann, Michael Heinrich ; Faulwasser, Timm ; Grüne, Lars:
On the relationship between stochastic turnpike and dissipativity notions.
In: IEEE Transactions on Automatic Control. (23 November 2024) .
DOI: https://doi.org/10.1109/TAC.2024.3504352

Schießl, Jonas ; Ou, Ruchuan ; Faulwasser, Timm ; Baumann, Michael Heinrich ; Grüne, Lars:
Near-optimal performance of stochastic economic MPC.
In: 2024 IEEE 63rd Conference on Decision and Control (CDC) : Proceedings. - Milan, Italy , 2024 . - pp. 2565-2571
DOI: https://doi.org/10.1109/CDC56724.2024.10886281

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). - Piscataway, NJ : IEEE, 2023 . - pp. 2790-2795
DOI: https://doi.org/10.1109/CDC49753.2023.10384081