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We present a new method to bound the performance of causal controllers for uncertain linear systems with mixed state and input constraints. The performance is measured by the expected value of a discounted linear quadratic cost function over an infinite horizon. Our method computes a lower bound on the lowest achievable cost of any causal control policy. We compare our lower performance bound with...
A new scheme is presented for operating electrical reserves in constrained power systems in the face of a large uncertain future wind infeed. The approach uses robust optimization with linear decision rules to determine, via a constrained convex optimization, how power system entities such as generators and storage units should act on prediction errors once they become known. These rules are specified...
In this paper we present a new method for assessing the stability of finite-dimensional approximations to the Navier-Stokes equation for fluid flows. Approximations to the Navier-Stokes equation typically take the form of a set of linear ODEs with an additional bilinear term that conserves the total energy of the system state. We suggest a structured method for generating Lyapunov functions using...
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