Zobrazeno 1 - 10
of 483
pro vyhledávání: '"Grüne, Lars"'
In this paper, we introduce turnpike arguments in the context of optimal state estimation. In particular, we show that the optimal solution of the state estimation problem involving all available past data serves as turnpike for the solutions of trun
Externí odkaz:
http://arxiv.org/abs/2409.14873
This paper presents first results for near optimality in expectation of the closed-loop solutions for stochastic economic MPC. The approach relies on a recently developed turnpike property for stochastic optimal control problems at an optimal station
Externí odkaz:
http://arxiv.org/abs/2403.15159
The totally asymmetric simple exclusion process (TASEP) is a stochastic model for the unidirectional dynamics of interacting particles on a $1$D-lattice that is much used in systems biology and statistical physics. Its master equation describes the e
Externí odkaz:
http://arxiv.org/abs/2402.10234
In this paper, we introduce and study different dissipativity notions and different turnpike properties for discrete-time stochastic nonlinear optimal control problems. The proposed stochastic dissipativity notions extend the classic notion of Jan C.
Externí odkaz:
http://arxiv.org/abs/2311.07281
We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic process re
Externí odkaz:
http://arxiv.org/abs/2309.05422
For nonlinear (control) systems, extended dynamic mode decomposition (EDMD) is a popular method to obtain data-driven surrogate models. Its theoretical foundation is the Koopman framework, in which one propagates observable functions of the state to
Externí odkaz:
http://arxiv.org/abs/2308.00296
We consider a class of bilinear weakly contractive systems that entrain to periodic excitations. Entrainment is important in many natural and artificial processes. For example, in order to function properly synchronous generators must entrain to the
Externí odkaz:
http://arxiv.org/abs/2307.03568
Autor:
Angeli, David, Grüne, Lars
In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control invariant sets with state-independent best asymptotic average cost. To this end we analyse the interplay
Externí odkaz:
http://arxiv.org/abs/2305.11272
An efficient approach for the construction of separable approximations of optimal value functions from interconnected optimal control problems is presented. The approach is based on assuming decaying sensitivities between subsystems, enabling a curse
Externí odkaz:
http://arxiv.org/abs/2304.06379