{"id":"https://openalex.org/W4385451985","doi":"https://doi.org/10.23919/ecc57647.2023.10178324","title":"Continuous-time Chance-constrained Stochastic Model Predictive Control using Multiple Shooting and CVaR","display_name":"Continuous-time Chance-constrained Stochastic Model Predictive Control using Multiple Shooting and CVaR","publication_year":2023,"publication_date":"2023-06-13","ids":{"openalex":"https://openalex.org/W4385451985","doi":"https://doi.org/10.23919/ecc57647.2023.10178324"},"language":"en","primary_location":{"id":"doi:10.23919/ecc57647.2023.10178324","is_oa":false,"landing_page_url":"http://dx.doi.org/10.23919/ecc57647.2023.10178324","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 European Control Conference (ECC)","raw_type":"proceedings-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/A5033874726","display_name":"Arash Bahari Kordabad","orcid":"https://orcid.org/0000-0001-8931-5372"},"institutions":[{"id":"https://openalex.org/I204778367","display_name":"Norwegian University of Science and Technology","ror":"https://ror.org/05xg72x27","country_code":"NO","type":"education","lineage":["https://openalex.org/I204778367"]}],"countries":["NO"],"is_corresponding":true,"raw_author_name":"Arash Bahari Kordabad","raw_affiliation_strings":["Norwegian University of Science and Technology (NTNU),Department of Engineering Cybernetics,Trondheim,Norway","Department of Engineering Cybernetics, Norwegian University of Science and Technology (NTNU), Trondheim, Norway"],"affiliations":[{"raw_affiliation_string":"Norwegian University of Science and Technology (NTNU),Department of Engineering Cybernetics,Trondheim,Norway","institution_ids":["https://openalex.org/I204778367"]},{"raw_affiliation_string":"Department of Engineering Cybernetics, Norwegian University of Science and Technology (NTNU), Trondheim, Norway","institution_ids":["https://openalex.org/I204778367"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5049645185","display_name":"S\u00e9bastien Gros","orcid":"https://orcid.org/0000-0001-6054-2133"},"institutions":[{"id":"https://openalex.org/I204778367","display_name":"Norwegian University of Science and Technology","ror":"https://ror.org/05xg72x27","country_code":"NO","type":"education","lineage":["https://openalex.org/I204778367"]}],"countries":["NO"],"is_corresponding":false,"raw_author_name":"Sebastien Gros","raw_affiliation_strings":["Norwegian University of Science and Technology (NTNU),Department of Engineering Cybernetics,Trondheim,Norway","Department of Engineering Cybernetics, Norwegian University of Science and Technology (NTNU), Trondheim, Norway"],"affiliations":[{"raw_affiliation_string":"Norwegian University of Science and Technology (NTNU),Department of Engineering Cybernetics,Trondheim,Norway","institution_ids":["https://openalex.org/I204778367"]},{"raw_affiliation_string":"Department of Engineering Cybernetics, Norwegian University of Science and Technology (NTNU), Trondheim, Norway","institution_ids":["https://openalex.org/I204778367"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5033874726"],"corresponding_institution_ids":["https://openalex.org/I204778367"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.10030667,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"6"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.9994999766349792,"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":0.9994999766349792,"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/T10462","display_name":"Reinforcement Learning in Robotics","score":0.9926999807357788,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.978600025177002,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cvar","display_name":"CVAR","score":0.9489710330963135},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6920319199562073},{"id":"https://openalex.org/keywords/model-predictive-control","display_name":"Model predictive control","score":0.6077700257301331},{"id":"https://openalex.org/keywords/constraint","display_name":"Constraint (computer-aided design)","score":0.5651403069496155},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5076266527175903},{"id":"https://openalex.org/keywords/nonlinear-programming","display_name":"Nonlinear programming","score":0.45697933435440063},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.4382810592651367},{"id":"https://openalex.org/keywords/tree","display_name":"Tree (set theory)","score":0.43244534730911255},{"id":"https://openalex.org/keywords/upper-and-lower-bounds","display_name":"Upper and lower bounds","score":0.41285446286201477},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.41004323959350586},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.3302127718925476},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3214288055896759},{"id":"https://openalex.org/keywords/expected-shortfall","display_name":"Expected shortfall","score":0.24915170669555664},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.24016723036766052},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.13385513424873352},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.12775281071662903}],"concepts":[{"id":"https://openalex.org/C2779922397","wikidata":"https://www.wikidata.org/wiki/Q5014755","display_name":"CVAR","level":4,"score":0.9489710330963135},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6920319199562073},{"id":"https://openalex.org/C172205157","wikidata":"https://www.wikidata.org/wiki/Q1782962","display_name":"Model predictive control","level":3,"score":0.6077700257301331},{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.5651403069496155},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5076266527175903},{"id":"https://openalex.org/C115527620","wikidata":"https://www.wikidata.org/wiki/Q769909","display_name":"Nonlinear programming","level":3,"score":0.45697933435440063},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.4382810592651367},{"id":"https://openalex.org/C113174947","wikidata":"https://www.wikidata.org/wiki/Q2859736","display_name":"Tree (set theory)","level":2,"score":0.43244534730911255},{"id":"https://openalex.org/C77553402","wikidata":"https://www.wikidata.org/wiki/Q13222579","display_name":"Upper and lower bounds","level":2,"score":0.41285446286201477},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.41004323959350586},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.3302127718925476},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3214288055896759},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.24915170669555664},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.24016723036766052},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.13385513424873352},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.12775281071662903},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","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/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.23919/ecc57647.2023.10178324","is_oa":false,"landing_page_url":"http://dx.doi.org/10.23919/ecc57647.2023.10178324","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 European Control Conference (ECC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","score":0.5799999833106995,"display_name":"Peace, Justice and strong institutions"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W580164506","https://openalex.org/W1562460111","https://openalex.org/W1647779468","https://openalex.org/W1964790972","https://openalex.org/W2003514920","https://openalex.org/W2007700189","https://openalex.org/W2123916747","https://openalex.org/W2132892569","https://openalex.org/W2145137020","https://openalex.org/W2546505240","https://openalex.org/W2557055507","https://openalex.org/W2570467197","https://openalex.org/W2765395770","https://openalex.org/W2910239470","https://openalex.org/W2964172516","https://openalex.org/W2968104655","https://openalex.org/W3085930940","https://openalex.org/W3136876223","https://openalex.org/W4211123053","https://openalex.org/W4252698487","https://openalex.org/W6617021176"],"related_works":["https://openalex.org/W1020957185","https://openalex.org/W2036438752","https://openalex.org/W2037699464","https://openalex.org/W2066851248","https://openalex.org/W4297537780","https://openalex.org/W2028523076","https://openalex.org/W1981446215","https://openalex.org/W1983074799","https://openalex.org/W3156068196","https://openalex.org/W3173705157"],"abstract_inverted_index":{"In":[0,63],"this":[1,64],"paper,":[2,65],"we":[3,66,94],"address":[4],"the":[5,30,69,74,102,118,121],"continuous-time":[6,82],"chance-constrained":[7],"nonlinear":[8],"Stochastic":[9],"Model":[10],"Predictive":[11],"Control":[12,84],"(SMPC)":[13],"problem":[14],"using":[15],"Conditional":[16],"Value":[17],"at":[18],"Risk":[19],"(CVaR).":[20],"Chance":[21],"constraint":[22,33,42],"directly":[23],"enforces":[24],"a":[25,40,52,57,81,88],"user-specified":[26],"upper":[27],"bound":[28],"for":[29,73],"probability":[31],"of":[32,60,120],"violation.":[34],"However,":[35],"it":[36],"is":[37,51],"known":[38],"that":[39,55],"chance":[41,61],"may":[43],"be":[44,114],"non-convex":[45],"and":[46],"intractable":[47],"in":[48,77,87],"general.":[49],"CVaR":[50],"risk":[53],"measure":[54],"provides":[56],"convex":[58],"approximation":[59],"constraints.":[62],"first":[67],"use":[68,95],"multiple":[70],"shooting":[71],"method":[72],"stochastic":[75],"systems":[76],"order":[78],"to":[79,99,116],"represent":[80],"Optimal":[83],"Problem":[85],"(OCP)":[86],"Nonlinear":[89],"Programming":[90],"(NLP)":[91],"form.":[92],"Then":[93],"scenario":[96],"tree":[97],"sampling":[98],"deal":[100],"with":[101,110],"disturbances.":[103],"Wheeled":[104],"Mobile":[105],"Robot":[106],"(WMR)":[107],"path":[108],"planning":[109],"obstacle":[111],"avoidance":[112],"will":[113],"considered":[115],"illustrate":[117],"efficiency":[119],"method.":[122]},"counts_by_year":[],"updated_date":"2025-12-24T23:09:58.560324","created_date":"2025-10-10T00:00:00"}