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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

A Stochastic Gradient Descent Approach for Stochastic Optimal Control

In this work, we introduce a stochastic gradient descent approach to solve the stochastic optimal control problem through stochastic maximum principle. The motivation that drives our method is the gradient of the cost functional in the stochastic optimal control problem is under expectation, and numerical calculation of such an expectation requires fully computation of a system of forward backward stochastic differential equations, which is computationally expensive. By evaluating the expectation with single-sample representation as suggested by the stochastic gradient descent type optimisation, we could save computational efforts in solving FBSDEs and only focus on the optimisation task which aims to determine the optimal control process.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an Itô type stochastic differential equation with control process entering both in the drift and the diffusion, and is observed partially. The optimal control of feedback form is determined based on the available observational data. In this work, we call this type of control problems the data driven feedback control. The computational framework that we introduce to solve such type of problems aims to find the best estimate for the optimal control as a conditional expectation given the observational information. To make our method feasible in providing timely feedback to the controlled system from data, we develop an efficient stochastic optimization algorithm to implement our computational framework.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

A backward SDE method for uncertainty quantification in deep learning

Here, we develop a backward stochastic differential equation based probabilistic machine learning method, which formulates a class of stochastic neural networks as a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced with the gradient computed through a backward stochastic differential equation. Convergence analysis for stochastic gradient descent optimization and numerical experiments for applications of stochastic neural networks are carried out to validate our methodology in both theory and performance.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Stochastic Framework for Optimal Control of Planetary Reentry Trajectories Under Multilevel Uncertainties

We present a novel stochastic optimal control framework that accounts for various types of uncertainties, with application to reentry trajectory planning. The formulation of the optimal trajectory control problem is presented in the context of an indirect method where a functional objective associated with the terminal vehicle speed is to be minimized. Uncertain input parameters in the optimal trajectory control model, including aerodynamic parameters and initial and terminal conditions, are modeled as aleatory random variables, while the statistical parameters of these aleatory distributions are themselves random variables. The parametric and model uncertainties are simultaneously propagated through an extended polynomial chaos expansion (EPCE) formalism. Several metrics are described to evaluate response statistics and presented as insightful tools for robust decision making. Specifically, the response probability density function (PDF) reflecting influence of both epistemic and aleatory uncertainties is obtained. By sampling over the random variables representing model error, an ensemble of response PDFs is generated and the associated failure probability is estimated as a random variable with its own polynomial chaos expansion. Besides, the sensitivity index functions of response PDF with respect to the statistical parameters are evaluated. Coupling parametric and model uncertainties within the EPCE framework leads to a robust and efficient paradigm for multilevel uncertainty propagation and PDF characterization in general optimal control problems.

Engineering↗
DOE OSTI2026

Near-Optimal Performance of Stochastic Model Predictive Control

Here, this article presents a regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem can be cast as a finite-dimensional quadratic program, but the problem becomes quickly intractable as the problem size grows exponentially in the horizon length. SMPC aims to compute approximate solutions by solving a sequence of problems with truncated prediction horizons and committing the solution in a receding-horizon fashion. Although this approach is widely used in practice, its performance relative to the optimal solution is not well understood. This article reports for the first time a rigorous near-optimal performance guarantee of SMPC: under stabilizability and detectability conditions, the regret of SMPC is exponentially small in the prediction horizon length, allowing SMPC to achieve near-optimal performance at a substantially reduced computational expense.

93E20, 93B45↗
DOE OSTI2020

Modeling and Control Using Stochastic Distribution Control Theory for Intersection Traffic Flow

In this work, we investigated stochastic distribution control theory-based traffic signal optimization to achieve a smooth and uniform flow of vehicles through signalized intersections. In this context, the static and linear dynamic stochastic distribution models were developed to express the relationship between the signal timing and the traffic queue length together with its probability density function. Two stochastic distribution control algorithms were designed to control the signal timing at intersections such that the probability density function of the traffic queue of each intersection road segment is made as narrow and as small as possible. Also, a recursive input-output traffic queue estimation model was proposed, which is data-driven and dynamic in nature, to calculate real-time traffic queue length using traffic signal timings and loop-detector data. The control algorithms were evaluated for a one-signal corridor, two-signal corridor, and 2 x 2 network of signalized intersections. MATLAB simulation examples are provided to demonstrate the use of the proposed algorithms and comparison to the existing widely-used semi-actuated control has been made. Desired results were obtained.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Next-Cycle Optimal Dilute Combustion Control via Online Learning of Cycle-to-Cycle Variability Using Kernel Density Estimators

Dilute combustion using exhaust gas recirculation (EGR) presents a cost-effective method for increasing the efficiency of spark-ignition (SI) engines. However, the maximum amount of EGR that can be used at a given condition is limited by a rapid increment of cycle-to-cycle variability (CCV). This study describes a methodology to design a model-based stochastic optimal controller to adjust the cycle-to-cycle fuel injection quantity in order to reduce CCV and further extend the dilute limit. Given the complexity and chaotic nature of combustion events, the controller was enhanced with online learning in order to identify the statistical properties of combustion efficiency, which are needed to generate predictions for next-cycle events. This study showed that a kernel density estimator (KDE) can be used to learn the combustion properties in real time and can be incorporated into the feedback policy in order to calculate the optimal control command. Experimental results suggested that the dilute limit can be extended from 18.5% to 21% EGR fraction at an operating condition relevant for highway cruising. Additionally, the proposed controller can achieve a large CCV reduction with less fuel enrichment compared to previous methods, overall contributing to an increase in 0.2% indicated fuel conversion efficiency.

33 ADVANCED PROPULSION SYSTEMS↗
DOE OSTI2021

Variational design principles for nonequilibrium colloidal assembly

Using large deviation theory and principles of stochastic optimal control, we show that rare molecular dynamics trajectories conditioned on assembling a specific target structure encode a set of interactions and external forces that lead to enhanced stability of that structure. Such a relationship can be formulated into a variational principle, for which we have developed an associated optimization algorithm and have used it to determine optimal forces for targeted self-assembly within nonequilibrium steady-states. We illustrate this perspective on inverse design in a model of colloidal cluster assembly within linear shear flow. We find that colloidal clusters can be assembled with high yield using specific short-range interactions of tunable complexity. Shear decreases the yields of rigid clusters, while small values of shear increase the yields of nonrigid clusters. The enhancement or suppression of the yield due to shear is rationalized with a generalized linear response theory. Furthermore, by studying 21 unique clusters made of six, seven, or eight particles, we uncover basic design principles for targeted assembly out of equilibrium.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2025

Control-Affine Schrödinger Bridge and Generalized Bohm Potential

From a stochastic control perspective, the Schrödinger bridge is a density-valued continuous curve parameterized by time that connects a given pair of initial and terminal probability densities via minimum effort controlled Brownian motion. The control-affine Schrödinger bridge extends this idea to a generic control-affine Itô diffusion, possibly with an additive state cost. Here, in this letter, we recast the necessary conditions of optimality for the control-affine Schrödinger bridge problem as a two point boundary value problem for a quantum mechanical Schrödinger PDE with complex potential. This complex-valued potential is a generalization of the real-valued Bohm potential in quantum mechanics. Our derived potential is akin to the optical potential in nuclear physics where the real part of the potential encodes elastic scattering (transmission of wave function), and the imaginary part encodes inelastic scattering (absorption of wave function). The key takeaway is that the process noise that drives the evolution of probability densities induces an absorbing medium in the evolution of wave function. These results make new connections between control theory and non-equilibrium statistical mechanics through the lens of quantum mechanics.

Markov processes↗
DOE OSTI2025

Assimilating partial observation to enhance feedback control of stochastic dynamical systems

Here, in this paper, we present a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage partial observation of the state process, a common occurrence in practical scenarios. Traditional stochastic optimal control methods assume full state observation, which is often not feasible in real-world fluid dynamics control problems. Our approach underscores the significance of utilizing observational data to inform control policy design. Specifically, we introduce a kernel learning backward stochastic differential equation (SDE) filter to enhance data assimilation efficiency and propose a sample-wise stochastic optimization method within the stochastic maximum principle framework. We demonstrate the efficacy and accuracy of our method in the control of advection-diffusion-reaction flow problem and the Dubins airplane maneuvering problem with model uncertainty.

data driven↗
DOE OSTI2023

Optimal mitigation and control over power system dynamics for stochastic grid resilience

Optimal mitigation planning for highly disruptive contingencies to a transmission-level power system requires optimization with dynamic power system constraints, due to the key role of dynamics in system stability to major perturbations. We formulate a generalized disjunctive program to determine optimal grid component hardening choices for protecting against major failures, with differential algebraic constraints representing system dynamics (specifically, differential equations representing generator and load behavior and algebraic equations representing instantaneous power balance over the transmission system). We optionally allow stochastic optimal pre-positioning across all considered failure scenarios, and optimal emergency control within each scenario. This novel formulation allows, for the first time, analyzing the resilience interdependencies of mitigation planning, preventive control, and emergency control. Using all three strategies in concert is particularly effective at maintaining robust power system operation under severe contingencies, as we demonstrate on the western system coordinating council 9-bus test system using synthetic multi-device outage scenarios.

30 DIRECT ENERGY CONVERSION↗
DOE OSTI2024

Convergence Analysis for an Online Data-Driven Feedback Control Algorithm

This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation component, estimating the controlled system’s state via indirect observations, alongside an efficient stochastic maximum principle-type optimal control solver. By integrating weak convergence techniques for the particle filter with convergence analysis for the stochastic maximum principle control solver, we derive a weak convergence result for the optimization procedure in search of optimal data-driven feedback control. Numerical experiments are performed to validate the theoretical findings.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Binary Quantum Control Optimization with Uncertain Hamiltonians

Optimizing the controls of quantum systems plays a crucial role in advancing quantum technologies. The time-varying noises in quantum systems and the widespread use of inhomogeneous quantum ensembles raise the need for high-quality quantum controls under uncertainties. In this paper, we consider a stochastic discrete optimization formulation of a discretized binary optimal quantum control problem involving Hamiltonians with predictable uncertainties. We propose a sample-based reformulation that optimizes both risk-neutral and risk-averse measurements of control policies, and solve these with two gradient-based algorithms using sum-up-rounding approaches. Furthermore, we discuss the differentiability of the objective function and prove upper bounds of the gaps between the optimal solutions to binary control problems and their continuous relaxations. We conduct numerical simulations on various sized problem instances based on two applications of quantum pulse optimization; we evaluate different strategies to mitigate the impact of uncertainties in quantum systems. In conclusion, we demonstrate that the controls of our stochastic optimization model achieve significantly higher quality and robustness compared with the controls of a deterministic model.

conditional value-at-risk (CVaR)↗
DOE OSTI2021

Next-Cycle Optimal Fuel Control for Cycle-to-Cycle Variability Reduction in EGR-Diluted Combustion

In this simulation study, cycle-to-cycle fuel control was used to reduce CCV by injecting additional fuel in operating conditions with sporadic misfires and partial burns. An optimal control policy was proposed that utilizes 1) a physics-based model that tracks in-cylinder gas composition and 2) a one-step-ahead prediction of the combustion efficiency based on a kernel density estimator. The optimal solution, however, presents a tradeoff between the reduction in combustion CCV and the increase in fuel injection quantity required to stabilize the charge. Such a tradeoff can be ad- just by a single parameter embedded in the cost function.

Maldonado, BryanP. [Oak Ridge National Lab. (ORNL)↗
DOE OSTI2023

Stochastic scheduling for commercial building cooling systems: considering uncertainty in zone temperature prediction

Here, this paper presents the first attempt to address the uncertainty in zone temperature prediction with stochastic optimization. The uncertain zone temperature is a process uncertainty and has not been considered in the existing stochastic optimization for building control. To fill this gap, we proposed a novel formulation of stochastic optimization to handle process uncertainty in building control. Specifically, we first examined the accuracy of a typical linear model for predicting zone temperature. We then formulated the scheduling of the building cooling system as a stochastic optimization problem over a 24-hour look-ahead period to minimize the electricity cost of the studied building cooling system. After that, we applied the proposed stochastic load scheduling (SLS) to a direct expansion (DX) cooling system that serves a medium office building. Through simulation with a detailed building energy simulation software, EnergyPlus, we evaluated the operational cost and the thermal comfort compared with a deterministic load scheduling. The operation cost of scheduling was found to vary with the level of zone temperature prediction uncertainty. The proposed SLS can mitigate the impacts of uncertain zone temperature predictions on both operational cost and thermal comfort. The evaluation results indicate that the proposed SLS works better when the uncertainty level is more significant.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
DOE OSTI2025

An Introduction to the Federated Architecture for Secure and Transactive Distributed Energy Management Solutions (FAST-DERMS)

Deployment and capability of distributed energy resources (DER) in power systems is growing rapidly. These resources present an opportunity for low-cost provision of energy and grid services. The Federal Energy Regulatory Commission recently provided rulings to enable market participation of these distribution-connected resources, but the prevailing strategies for their management may not scale well to meet future needs. This paper introduces the Federated Architecture for Secure and Transactive Distributed Energy Management Solutions (FAST-DERMS) which was designed to address this need. In it we describe the architectural features of the approach, and a reference controls implementation employing a hierarchical coordination that includes stochastic optimization, model predictive control, and a simple real-time management scheme. Sample results from simulation show firm transmission-level service provision measured at the distribution substation.

grid architecture↗
DOE OSTI2024

An Introduction to the Federated Architecture for Secure and Transactive Distributed Energy Management Solutions (FAST-DERMS): Preprint

Deployment and capability of distributed energy resources (DER) in power systems is growing rapidly. These resources present an opportunity for low-cost provision of energy and grid services. The Federal Energy Regulatory Commission recently provided rulings to enable market participation of these distribution-connected resources, but the prevailing strategies for their management may not scale well to meet future needs. This paper introduces the Federated Architecture for Secure and Transactive Distributed Energy Management Solutions (FASTDERMS) which was designed to address this need. In it we describe the architectural features of the approach, and a reference controls implementation employing a hierarchical coordination that includes stochastic optimization, model predictive control, and a simple real-time management scheme. Sample results from simulation show firm transmission-level service provision measured at the distribution substation.

DERMS↗
DOE OSTI2022

Learning Stochastic Parametric Differentiable Predictive Control Policies

We present a scalable unsupervised learning-based method for obtaining explicit control policies for model predictive control problems for stochastic linear systems with additive uncertainties subject to nonlinear chance constraints. We call the proposed method stochastic parametric differentiable predictive control (SP-DPC), which extends the recently proposed deterministic DPC policy optimization algorithm. We formulate the SP-DPC as a deterministic approximation to the stochastic parametric constrained optimal control problem via independent sampling of the problem's parameters and uncertainties. This formulation allows us to directly compute the policy gradients via automatic differentiation of the problem's value function, evaluated over sampled parameters and uncertainties. In particular, the computed expectation of the problem's value function is backpropagated through the finite-time closed-loop system rollouts parametrized by a known nominal system dynamics model and neural control policy. We also provide theoretical probabilistic guarantees on closed-loop stability and chance constraints satisfaction for systems controlled by learned neural policies. We demonstrate the computational efficiency and scalability of the proposed policy optimization algorithm in three numerical examples, including systems with a large number of states or subject to nonlinear constraints.

Drgona, Jan↗