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This paper presents a method to solve the constrained infinite-time linear quadratic regulator (LQR) problem. We use an operator splitting technique, namely the alternating minimization algorithm (AMA), to split the problem into an unconstrained LQR proble ...
This work presents a method to obtain inner and outer approximations of the region of attraction of a given target set as well as an admissible controller generating the inner approximation. The method is applicable to constrained polynomial dynamical syst ...
This paper presents a method to solve the constrained infinite-time linear quadratic regulator (LQR) problem. We use an operator splitting technique, namely the alternating minimization algorithm (AMA), to split the problem into an unconstrained LQR proble ...
This paper considers linear discrete-time systems with additive, bounded, disturbances subject to hard control input bounds and a stochastic constraint on the amount of state-constraint violation averaged over time. The amount of violations is quantified b ...
Institute of Electrical and Electronics Engineers2014
This paper proposes a stability verification method for systems controlled by an early terminated first-order method (e.g., an MPC problem approximately solved by a fixed number of iterations of the fast gradient method). The method is based on the observa ...
We investigate the turnpike and dissipativity properties of continuous-time optimal control problems. These properties play a key role in the analysis and design of schemes for dynamic real-time optimization and economic model predictive control. We show i ...
We characterize the maximum controlled invariant (MCI) set for discrete- as well as continuous-time nonlinear dynamical systems as the solution of an infinite-dimensional linear programming problem. For systems with polynomial dynamics and compact semialge ...
Society for Industrial and Applied Mathematics2014
We address the long-standing problem of computing the region of attraction (ROA) of a target set (typically a neighborhood of an equilibrium point) of a controlled nonlinear system with polynomial dynamics and semialgebraic state and input constraints. We ...
In a previous work we developed a convex infinite dimensional linear programming (LP) approach to approximating the region of attraction (ROA) of polynomial dynamical systems subject to compact basic semialgebraic state constraints. Finite dimensional rela ...
Model Predictive Control (MPC) for buildings has gained a lot of attention recently. It has been shown that MPC can achieve significant energy savings in the range between 15-30 % compared to a conventional control strategy, e.g., to a rule-based controlle ...