{"id":"https://openalex.org/W4417228576","doi":"https://doi.org/10.1109/cdc57313.2025.11312994","title":"Towards turnpike-based performance analysis of risk-averse stochastic predictive control","display_name":"Towards turnpike-based performance analysis of risk-averse stochastic predictive control","publication_year":2025,"publication_date":"2025-12-09","ids":{"openalex":"https://openalex.org/W4417228576","doi":"https://doi.org/10.1109/cdc57313.2025.11312994"},"language":"en","primary_location":{"id":"doi:10.1109/cdc57313.2025.11312994","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc57313.2025.11312994","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 IEEE 64th Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2504.00701","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5063298112","display_name":"Jonas Schie\u00dfl","orcid":"https://orcid.org/0009-0006-8879-4037"},"institutions":[{"id":"https://openalex.org/I54009628","display_name":"University of Bayreuth","ror":"https://ror.org/0234wmv40","country_code":"DE","type":"education","lineage":["https://openalex.org/I54009628"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Jonas Schie\u00dfl","raw_affiliation_strings":["University of Bayreuth,Mathematical Institute,Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Bayreuth,Mathematical Institute,Germany","institution_ids":["https://openalex.org/I54009628"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5087368890","display_name":"Ruchuan Ou","orcid":"https://orcid.org/0000-0002-8530-2379"},"institutions":[{"id":"https://openalex.org/I159176309","display_name":"Universit\u00e4t Hamburg","ror":"https://ror.org/00g30e956","country_code":"DE","type":"education","lineage":["https://openalex.org/I159176309"]},{"id":"https://openalex.org/I884043246","display_name":"Hamburg University of Technology","ror":"https://ror.org/04bs1pb34","country_code":"DE","type":"education","lineage":["https://openalex.org/I884043246"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Ruchuan Ou","raw_affiliation_strings":["Hamburg University of Technology,Institute of Control Systems,Hamburg,Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Hamburg University of Technology,Institute of Control Systems,Hamburg,Germany","institution_ids":["https://openalex.org/I159176309","https://openalex.org/I884043246"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5004773599","display_name":"Michael H. Baumann","orcid":"https://orcid.org/0000-0001-7758-1470"},"institutions":[{"id":"https://openalex.org/I54009628","display_name":"University of Bayreuth","ror":"https://ror.org/0234wmv40","country_code":"DE","type":"education","lineage":["https://openalex.org/I54009628"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Michael H. Baumann","raw_affiliation_strings":["University of Bayreuth,Mathematical Institute,Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Bayreuth,Mathematical Institute,Germany","institution_ids":["https://openalex.org/I54009628"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5054359566","display_name":"Timm Faulwasser","orcid":"https://orcid.org/0000-0002-6892-7406"},"institutions":[{"id":"https://openalex.org/I54009628","display_name":"University of Bayreuth","ror":"https://ror.org/0234wmv40","country_code":"DE","type":"education","lineage":["https://openalex.org/I54009628"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Timm Faulwasser","raw_affiliation_strings":["University of Bayreuth,Mathematical Institute,Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Bayreuth,Mathematical Institute,Germany","institution_ids":["https://openalex.org/I54009628"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5054568856","display_name":"Lars Gr\u00fcne","orcid":"https://orcid.org/0000-0002-9331-4097"},"institutions":[{"id":"https://openalex.org/I54009628","display_name":"University of Bayreuth","ror":"https://ror.org/0234wmv40","country_code":"DE","type":"education","lineage":["https://openalex.org/I54009628"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Lars Gr\u00fcne","raw_affiliation_strings":["University of Bayreuth,Mathematical Institute,Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Bayreuth,Mathematical Institute,Germany","institution_ids":["https://openalex.org/I54009628"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.52968187,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"329","last_page":"335"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.9848999977111816,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.9848999977111816,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.004900000058114529,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.0005000000237487257,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/measure","display_name":"Measure (data warehouse)","score":0.5364000201225281},{"id":"https://openalex.org/keywords/property","display_name":"Property (philosophy)","score":0.5343000292778015},{"id":"https://openalex.org/keywords/model-predictive-control","display_name":"Model predictive control","score":0.5164999961853027},{"id":"https://openalex.org/keywords/random-variable","display_name":"Random variable","score":0.43479999899864197},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.40540000796318054},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.38429999351501465},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.32350000739097595}],"concepts":[{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5547000169754028},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.5364000201225281},{"id":"https://openalex.org/C189950617","wikidata":"https://www.wikidata.org/wiki/Q937228","display_name":"Property (philosophy)","level":2,"score":0.5343000292778015},{"id":"https://openalex.org/C172205157","wikidata":"https://www.wikidata.org/wiki/Q1782962","display_name":"Model predictive control","level":3,"score":0.5164999961853027},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.45910000801086426},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.43479999899864197},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.42100000381469727},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.40540000796318054},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.38429999351501465},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.32350000739097595},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.31299999356269836},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.3111000061035156},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.3021000027656555},{"id":"https://openalex.org/C2781472820","wikidata":"https://www.wikidata.org/wiki/Q2154759","display_name":"Risk measure","level":3,"score":0.3003999888896942},{"id":"https://openalex.org/C167548438","wikidata":"https://www.wikidata.org/wiki/Q5319012","display_name":"Dynamic risk measure","level":4,"score":0.29179999232292175},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.26899999380111694},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.26600000262260437},{"id":"https://openalex.org/C127491075","wikidata":"https://www.wikidata.org/wiki/Q7617825","display_name":"Stochastic modelling","level":2,"score":0.2554999887943268},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.2531000077724457}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1109/cdc57313.2025.11312994","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc57313.2025.11312994","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 IEEE 64th Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},{"id":"pmh:oai:arXiv.org:2504.00701","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2504.00701","pdf_url":"https://arxiv.org/pdf/2504.00701","source":{"id":"https://openalex.org/S4393918464","display_name":"ArXiv.org","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:arXiv.org:2504.00701","is_oa":true,"landing_page_url":"https://arxiv.org/abs/2504.00701","pdf_url":"https://arxiv.org/pdf/2504.00701","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"doi:10.48550/arxiv.2504.00701","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2504.00701","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2504.00701","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2504.00701","pdf_url":"https://arxiv.org/pdf/2504.00701","source":{"id":"https://openalex.org/S4393918464","display_name":"ArXiv.org","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G6393751202","display_name":"Stochastische Optimale Steuerung und MPC  Dissipativit\u00e4t, Risiko und Regelg\u00fcte","funder_award_id":"499435839","funder_id":"https://openalex.org/F4320320879","funder_display_name":"Deutsche Forschungsgemeinschaft"}],"funders":[{"id":"https://openalex.org/F4320320879","display_name":"Deutsche Forschungsgemeinschaft","ror":"https://ror.org/018mejw64"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"In":[0,47],"this":[1,49,67,78],"paper,":[2],"we":[3],"present":[4],"performance":[5,32],"estimates":[6],"for":[7,71],"stochastic":[8],"economic":[9],"MPC":[10,17,35,89],"schemes":[11],"with":[12,19,40],"risk-averse":[13,88],"cost":[14],"formulations.":[15],"For":[16],"algorithms":[18],"costs":[20,55],"given":[21],"by":[22],"expectations,":[23],"it":[24],"was":[25],"recently":[26],"shown":[27],"that":[28,70],"the":[29],"guaranteed":[30],"near-optimal":[31,93],"of":[33,59,75],"abstract":[34],"in":[36,57,92],"random":[37],"variables":[38],"coincides":[39],"its":[41],"implementable":[42,87],"variant":[43],"using":[44],"pathwise":[45],"feedback.":[46],"general,":[48],"property":[50],"does":[51],"not":[52],"extend":[53],"to":[54,84],"formulated":[56],"terms":[58],"risk":[60,76],"measures.":[61],"However,":[62],"through":[63],"a":[64,72],"turnpike-based":[65],"analysis,":[66],"paper":[68],"demonstrates":[69],"particular":[73],"class":[74],"measures,":[77],"result":[79],"can":[80],"still":[81],"be":[82],"leveraged":[83],"formulate":[85],"an":[86],"scheme,":[90],"resulting":[91],"averaged":[94],"performance.":[95]},"counts_by_year":[],"updated_date":"2026-08-05T07:39:15.569665","created_date":"2025-10-10T00:00:00"}