Distributionally robust model predictive control: Closed-loop guarantees and scalable algorithms
RD McAllister, PM Esfahani - IEEE Transactions on Automatic …, 2024 - ieeexplore.ieee.org
We establish a collection of closed-loop guarantees and propose a scalable optimization
algorithm for distributionally robust model predictive control (DRMPC) applied to linear …
algorithm for distributionally robust model predictive control (DRMPC) applied to linear …
An efficient data-driven distributionally robust MPC leveraging linear programming
Z Zhong, EA Del Rio-Chanona… - 2023 American …, 2023 - ieeexplore.ieee.org
This paper presents a distributionally robust data-driven model predictive control (MPC)
framework for discrete-time linear systems with additive disturbances, while assuming the …
framework for discrete-time linear systems with additive disturbances, while assuming the …
Distributionally Robust Output-Feedback Control of Markov Jump Linear Systems
In this paper, we develop distributionally robust controllers and observers for Markov Jump
Linear Systems (MJLS) with observable Markov modes and unknown transition probabilities …
Linear Systems (MJLS) with observable Markov modes and unknown transition probabilities …
Structure-Exploiting Distributionally Robust Control of Non-Homogeneous Markov Jump Linear Systems
The contribution of this paper is the mean-square stabilization of discrete-time Markov jump
linear systems with mixed known, unknown, and time-varying transition probabilities. To …
linear systems with mixed known, unknown, and time-varying transition probabilities. To …
Managing Risk using Rolling Forecasts in Energy-Limited and Stochastic Energy Systems
T Mortimer, R Mieth - 2024 56th North American Power …, 2024 - ieeexplore.ieee.org
We study risk-aware linear policy approx-imations for the optimal operation of an energy
system with stochastic wind power, storage, and limited fuel. The resulting problem is a …
system with stochastic wind power, storage, and limited fuel. The resulting problem is a …
Data-driven distributionally robust MPC for systems with multiplicative noise: A semi-infinite semi-definite programming approach
This article introduces a novel distributionally robust model predictive control (DRMPC)
algorithm for a specific class of controlled dynamical systems where the disturbance …
algorithm for a specific class of controlled dynamical systems where the disturbance …
Data-driven distributionally robust MPC via semi-infinite semidefinite programming with application to financial models
This article introduces a novel distributionally robust model predictive control (DRMPC)
algorithm for a specific class of controlled dynamical systems where the disturbance …
algorithm for a specific class of controlled dynamical systems where the disturbance …
Distributionally robust model predictive control for wind farms
In this paper, we develop a distributionally robust model predictive control framework for the
control of wind farms with the goal of power tracking and mechanical stress reduction of the …
control of wind farms with the goal of power tracking and mechanical stress reduction of the …
Stochastic Model Predictive Control using Initial State and Variance Interpolation
H Schlüter, F Allgöwer - 2023 62nd IEEE Conference on …, 2023 - ieeexplore.ieee.org
We present a Stochastic Model Predictive Control (SMPC) framework for linear systems
subject to Gaussian disturbances. In order to avoid feasibility issues, we employ a recent …
subject to Gaussian disturbances. In order to avoid feasibility issues, we employ a recent …