{"id":"https://openalex.org/W4285128127","doi":"https://doi.org/10.1109/lcsys.2022.3185841","title":"Data-Driven Multiple Shooting for Stochastic Optimal Control","display_name":"Data-Driven Multiple Shooting for Stochastic Optimal Control","publication_year":2022,"publication_date":"2022-06-23","ids":{"openalex":"https://openalex.org/W4285128127","doi":"https://doi.org/10.1109/lcsys.2022.3185841"},"language":"en","primary_location":{"id":"doi:10.1109/lcsys.2022.3185841","is_oa":false,"landing_page_url":"https://doi.org/10.1109/lcsys.2022.3185841","pdf_url":null,"source":{"id":"https://openalex.org/S4306422535","display_name":"IEEE Control Systems Letters","issn_l":"2475-1456","issn":["2475-1456"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Control Systems Letters","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5087368890","display_name":"Ruchuan Ou","orcid":"https://orcid.org/0000-0002-8530-2379"},"institutions":[{"id":"https://openalex.org/I200332995","display_name":"TU Dortmund University","ror":"https://ror.org/01k97gp34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200332995"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Ruchuan Ou","raw_affiliation_strings":["Institute of Energy Systems, Energy Efficiency and Energy Economics, TU Dortmund University, Dortmund, Germany"],"raw_orcid":"https://orcid.org/0000-0002-8530-2379","affiliations":[{"raw_affiliation_string":"Institute of Energy Systems, Energy Efficiency and Energy Economics, TU Dortmund University, Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5085075201","display_name":"Guanru Pan","orcid":"https://orcid.org/0000-0002-9667-5816"},"institutions":[{"id":"https://openalex.org/I200332995","display_name":"TU Dortmund University","ror":"https://ror.org/01k97gp34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200332995"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Guanru Pan","raw_affiliation_strings":["Institute of Energy Systems, Energy Efficiency and Energy Economics, TU Dortmund University, Dortmund, Germany"],"raw_orcid":"https://orcid.org/0000-0002-9667-5816","affiliations":[{"raw_affiliation_string":"Institute of Energy Systems, Energy Efficiency and Energy Economics, TU Dortmund University, Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5054359566","display_name":"Timm Faulwasser","orcid":"https://orcid.org/0000-0002-6892-7406"},"institutions":[{"id":"https://openalex.org/I200332995","display_name":"TU Dortmund University","ror":"https://ror.org/01k97gp34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200332995"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Timm Faulwasser","raw_affiliation_strings":["Institute of Energy Systems, Energy Efficiency and Energy Economics, TU Dortmund University, Dortmund, Germany"],"raw_orcid":"https://orcid.org/0000-0002-6892-7406","affiliations":[{"raw_affiliation_string":"Institute of Energy Systems, Energy Efficiency and Energy Economics, TU Dortmund University, Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5087368890"],"corresponding_institution_ids":["https://openalex.org/I200332995"],"apc_list":null,"apc_paid":null,"fwci":0.8505,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.71440628,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"7","issue":null,"first_page":"313","last_page":"318"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.9998000264167786,"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":0.9998000264167786,"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":0.9991000294685364,"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":0.9983999729156494,"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/optimal-control","display_name":"Optimal control","score":0.5378448367118835},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.4978818893432617},{"id":"https://openalex.org/keywords/moment","display_name":"Moment (physics)","score":0.4634959399700165},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4609023332595825},{"id":"https://openalex.org/keywords/segmentation","display_name":"Segmentation","score":0.45044153928756714},{"id":"https://openalex.org/keywords/dimension","display_name":"Dimension (graph theory)","score":0.43285220861434937},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.43263354897499084},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4203428030014038},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.41142261028289795},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3592842221260071},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1682884693145752}],"concepts":[{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5378448367118835},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.4978818893432617},{"id":"https://openalex.org/C179254644","wikidata":"https://www.wikidata.org/wiki/Q13222844","display_name":"Moment (physics)","level":2,"score":0.4634959399700165},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4609023332595825},{"id":"https://openalex.org/C89600930","wikidata":"https://www.wikidata.org/wiki/Q1423946","display_name":"Segmentation","level":2,"score":0.45044153928756714},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.43285220861434937},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.43263354897499084},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4203428030014038},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.41142261028289795},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3592842221260071},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1682884693145752},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.0},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/lcsys.2022.3185841","is_oa":false,"landing_page_url":"https://doi.org/10.1109/lcsys.2022.3185841","pdf_url":null,"source":{"id":"https://openalex.org/S4306422535","display_name":"IEEE Control Systems Letters","issn_l":"2475-1456","issn":["2475-1456"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Control Systems Letters","raw_type":"journal-article"},{"id":"pmh:oai:tore.tuhh.de:11420/45646","is_oa":false,"landing_page_url":"https://hdl.handle.net/11420/45646","pdf_url":null,"source":{"id":"https://openalex.org/S4306401751","display_name":"tub.dok (Hamburg University of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I884043246","host_organization_name":"Hamburg University of Technology","host_organization_lineage":["https://openalex.org/I884043246"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Journal Article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W1510413094","https://openalex.org/W1562460111","https://openalex.org/W1967729795","https://openalex.org/W1979894627","https://openalex.org/W2018159038","https://openalex.org/W2021469018","https://openalex.org/W2060016034","https://openalex.org/W2123871098","https://openalex.org/W2303654018","https://openalex.org/W2321957512","https://openalex.org/W2399440847","https://openalex.org/W2750492110","https://openalex.org/W2842089854","https://openalex.org/W2967875632","https://openalex.org/W2979207987","https://openalex.org/W2995764727","https://openalex.org/W3002782398","https://openalex.org/W3103608114","https://openalex.org/W3120270086","https://openalex.org/W3166056423","https://openalex.org/W3193992770","https://openalex.org/W3197365970","https://openalex.org/W4220857777","https://openalex.org/W4236076921","https://openalex.org/W6796299659","https://openalex.org/W6809879486","https://openalex.org/W6810219920","https://openalex.org/W6999599609"],"related_works":["https://openalex.org/W2943897807","https://openalex.org/W3120484221","https://openalex.org/W4366198066","https://openalex.org/W3047748938","https://openalex.org/W2358522863","https://openalex.org/W4386034604","https://openalex.org/W278441094","https://openalex.org/W3099285423","https://openalex.org/W4381248241","https://openalex.org/W2336173978"],"abstract_inverted_index":{"The":[0],"implementation":[1],"of":[2,40,65,73,103,111,120],"data-driven":[3,62],"predictive":[4],"control":[5,64],"schemes":[6],"based":[7],"on":[8,14],"Willems\u2019":[9],"fundamental":[10,75],"lemma":[11,76],"often":[12],"relies":[13],"a":[15,70,83,117,132],"single-shooting":[16,143],"approach,":[17],"i.e.,":[18],"it":[19,114],"uses":[20],"one":[21],"large":[22],"Hankel":[23,50],"matrix":[24],"to":[25,100,135,140],"cover":[26],"the":[27,32,38,55,74,121,137,141],"entire":[28],"optimization":[29],"horizon.":[30],"However,":[31],"numerical":[33,133],"solution":[34],"is":[35,108],"fostered":[36],"by":[37],"use":[39],"multiple":[41,59],"segmented":[42],"horizons":[43],"which":[44,86],"require":[45],"less":[46],"data":[47],"in":[48,124],"smaller":[49],"matrices.":[51],"This":[52],"letter":[53],"extends":[54],"segmentation":[56,89],"idea":[57],"towards":[58],"shooting":[60],"for":[61,96,116],"optimal":[63],"stochastic":[66,71],"LTI":[67,97],"systems.":[68],"Using":[69],"variant":[72],"and":[77,90,126],"polynomial":[78],"chaos":[79],"expansions,":[80],"we":[81],"propose":[82],"multiple-shooting":[84],"formulation":[85,107],"combines":[87],"trajectory":[88],"moment":[91],"matching.":[92],"We":[93,129],"show":[94],"that,":[95],"systems":[98],"subject":[99],"Gaussian":[101,125],"noise":[102],"finite":[104],"variance,":[105],"our":[106],"without":[109],"loss":[110],"optimality":[112],"while":[113],"allows":[115],"significant":[118],"reduction":[119],"problem":[122],"dimension":[123],"non-Gaussian":[127],"settings.":[128],"draw":[130],"upon":[131],"example":[134],"compare":[136],"proposed":[138],"framework":[139],"usual":[142],"approach.":[144]},"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}