Projekte: Stochastische Optimale Steuerung und MPC - Dissipativität, Risiko und Regelgüte

Schießl, Jonas ; Baumann, Michael Heinrich ; Faulwasser, Timm ; Grüne, Lars:
On the relationship between stochastic turnpike and dissipativity notions.
In: IEEE Transactions on Automatic Control. Bd. 70 (Juni 2025) Heft 6 . - S. 3527-3539.
DOI: https://doi.org/10.1109/TAC.2024.3504352

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

Schiller, Julian D. ; Grüne, Lars ; Müller, Matthias A.:
Performance guarantees for optimization-based state estimation using turnpike properties.
Bayreuth ; Hannover , 2025 . - 16 S.
DOI: https://doi.org/10.48550/arXiv.2501.18385

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

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. Bd. 63 (2025) Heft 2 . - S. 1432-1457.
DOI: https://doi.org/10.1137/23M160089X

Schiller, Julian D. ; Grüne, Lars ; Müller, Matthias A.:
Optimal state estimation : Turnpike analysis and performance results.
Bayreuth ; Hannover , 2024 . - 8 S.
DOI: https://doi.org/10.48550/arXiv.2409.14873

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 . - S. 2565-2571
DOI: https://doi.org/10.1109/CDC56724.2024.10886281

Baumann, Michael Heinrich:
On theoretical foundations of mostly model-free cross-coupled simultaneously long-short stock trading controllers.
In: European Journal of Control. Bd. 74 (2023) . - 100851.
DOI: https://doi.org/10.1016/j.ejcon.2023.100851

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 . - S. 2790-2795
DOI: https://doi.org/10.1109/CDC49753.2023.10384081