Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming

C Ning, F You - Computers & Chemical Engineering, 2019 - Elsevier
This paper reviews recent advances in the field of optimization under uncertainty via a
modern data lens, highlights key research challenges and promise of data-driven …

Stochastic model predictive control: An overview and perspectives for future research

A Mesbah - IEEE Control Systems Magazine, 2016 - ieeexplore.ieee.org
Model predictive control (MPC) has demonstrated exceptional success for the high-
performance control of complex systems. The conceptual simplicity of MPC as well as its …

A general scenario theory for nonconvex optimization and decision making

MC Campi, S Garatti… - IEEE Transactions on …, 2018 - ieeexplore.ieee.org
The scenario approach is a general methodology for data-driven optimization that has
attracted a great deal of attention in the past few years. It prescribes that one collects a …

Wait-and-judge scenario optimization

MC Campi, S Garatti - Mathematical Programming, 2018 - Springer
We consider convex optimization problems with uncertain, probabilistically described,
constraints. In this context, scenario optimization is a well recognized methodology where a …

Data-driven decision making in power systems with probabilistic guarantees: Theory and applications of chance-constrained optimization

X Geng, L **e - Annual reviews in control, 2019 - Elsevier
Uncertainties from deepening penetration of renewable energy resources have posed
critical challenges to the secure and reliable operations of future electric grids. Among …

A two-layer stochastic model predictive control scheme for microgrids

SR Cominesi, M Farina, L Giulioni… - … on Control Systems …, 2017 - ieeexplore.ieee.org
A two-layer control scheme based on model predictive control (MPC) operating at two
different timescales is proposed for the energy management of a grid-connected microgrid …

Robust and stochastic model predictive control: Are we going in the right direction?

D Mayne - Annual Reviews in Control, 2016 - Elsevier
Motivated by requirements in the process industries, the largest user of model predictive
control, we re-examine some features of recent research on this topic. We suggest that some …

An outlook on robust model predictive control algorithms: Reflections on performance and computational aspects

MB Saltık, L Özkan, JHA Ludlage, S Weiland… - Journal of Process …, 2018 - Elsevier
In this paper, we discuss the model predictive control algorithms that are tailored for
uncertain systems. Robustness notions with respect to both deterministic (or set based) and …

Data-driven predictive control for autonomous systems

U Rosolia, X Zhang, F Borrelli - Annual Review of Control …, 2018 - annualreviews.org
In autonomous systems, the ability to make forecasts and cope with uncertain predictions is
synonymous with intelligence. Model predictive control (MPC) is an established control …

[HTML][HTML] Long-term stochastic model predictive control for the energy management of hybrid electric vehicles using Pontryagin's minimum principle and scenario …

A Ritter, F Widmer, P Duhr, CH Onder - Applied Energy, 2022 - Elsevier
This paper presents a new approach to efficiently integrate long prediction horizons subject
to uncertainty into a stochastic model predictive control (MPC) framework for the energy …