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Prof. Dr. Lars Grüne
Mathematik · Universität Bayreuth
Executive Board, Core Methods Team
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Personal Information
Lars Grüne has been Professor for Applied Mathematics at the University of Bayreuth, Germany, since 2002. He received his Diploma and Ph.D. in Mathematics in 1994 and 1996, respectively, from the University of Augsburg and his habilitation from the J.W. Goethe University in Frankfurt/M in 2001. He held visiting positions at the Universities of Rome ‘Sapienza’ (Italy), Padova (Italy), Melbourne (Australia), Paris IX — Dauphine (France) and Newcastle (Australia). Prof. Grüne is Editor-in-Chief of the journal Mathematics of Control, Signals and Systems (MCSS) and Associate Editor for various other journals in Control, Optimization and Applied Mathematics. His research interests lie in the area of mathematical systems and control theory with a focus on numerical and optimization-based methods for nonlinear systems.
Competences
Lars Grüne represents the areas systems and control theory including optimal control in MODUS. His particular interests lie on algorithmic approaches like Receding Horizon / Model Predictive Control and Dynamic Programming.
Projects
Lars Grüne is member of the following MODUS projects:
- Feedback based trading strategies on noisy markets (Cooperation Partner: Economics)
- Model predictive control of gas power plants (Application Partner: SIEMENS AG, Erlangen)
- Finished: Model predictive control of smart grids (Cooperation Partner: The University of Newcastle, Australia)
Publications related to MODUS
2021
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2021 Random attraction in the TASEP model SIAM Journal on Applied Dynamical Systems 20 1 65-93 BibTeX
Preprints
Artikel
2020
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2020 Computing Lyapunov functions using deep neural networks Journal of Computational Dynamics BibTeX
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2020 Towards price-based predictive control of a small scale electricity network International Journal of Control 93 1 40-61 BibTeX
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2020 Strict dissipativity for discrete time discounted optimal control problems Mathematical Control and Related Fields Online First 1-26 BibTeX
Preprints
Artikel
Beiträge auf Konferenzen
2019
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2019 Hierarchical distributed model predictive control of interconnected microgrids IEEE Transactions on Sustainable Energy 10 1 407-416 BibTeX
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2019 Feedback, dynamics, and optimal control in climate economics Annual Reviews in Control 47 7-20 BibTeX
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2019 Limitations of stabilizing effects of fundamentalists : facing positive feedback traders Economics : the Open-Access, Open-Assessment E-Journal 44 13 BibTeX
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2019 Multiobjective Model Predictive Control for Stabilizing Cost Criteria Discrete and Continuous Dynamical Systems. Series B 24 8 3905-3928 BibTeX
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2019 On the relation between detectability and strict dissipativity for nonlinear discrete time systems IEEE Control Systems Letters 3 2 458-462 BibTeX
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2019 Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices 2019 12th Asian Control Conference (ASCC) IEEE 150-155 BibTeX
Artikel
Buchkapitel
Beiträge auf Konferenzen
2018
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2018 Economic Nonlinear Model Predictive Control Foundations and Trends® in Systems and Control 5 1 1-98 BibTeX
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2018 Turnpike properties and strict dissipativity for discrete time linear quadratic optimal control problems SIAM Journal on Control and Optimization 56 2 1282-1302 BibTeX
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2018 Noncooperative Model Predictive Control for Affine-Quadratic Games Proceedings in Applied Mathematics and Mechanics 18 1 1-2 BibTeX
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2018 Hierarchical distributed ADMM for predictive control with applications in power networks IFAC Journal of Systems and Control 3 10-22 BibTeX
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2018 Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control problems Control Systems and Mathematical Methods in Economics: Essays in Honor of Vladimir M. Veliov Springer 195-218 BibTeX
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2018 Dynamic programming, optimal control and model predictive control Handbook of Model Predictive Control Birkhäuser 29-52 BibTeX
Artikel
Buchkapitel
Beiträge auf Konferenzen
Dissertationen
2017
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2017 On the relation between turnpike properties for finite and infinite horizon optimal control problems Journal of Optimization Theory and Applications 173 3 727-745 BibTeX
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2017 Simultaneously long short trading in discrete and continuous time Systems & Control Letters 99 85-89 BibTeX
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2017 On the relation between dissipativity and discounted dissipativity Proceedings of the 56th IEEE Annual Conference on Decision and Control (CDC 2017), Melbourne, Australia 5570-5575 BibTeX
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2017 Performance Guarantees for Multiobjective Model Predictive Control Proceedings of the 2017 IEEE 56th Annual Conference on Decision and Control (CDC) 5545-5550 BibTeX
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2017 Simultaneously long short trading in discrete and continuous time - AudioSlides Elsevier AudioSlides BibTeX
Artikel
Buchkapitel
Beiträge auf Konferenzen
Sonstiges
2016
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2016 On the relation between strict dissipativity and turnpike properties Systems & Control Letters 90 45-53 BibTeX
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2016 A distributed optimization algorithm for the predictive control of smart grids IEEE Transactions on Automatic Control 61 12 3898-3911 BibTeX
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2016 On Stock Trading Via Feedback Control When Underlying Stock Returns Are Discontinuous IEEE Transactions on Automatic Control PP 99 1-6 BibTeX
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2016 Approximation properties of receding horizon optimal control Jahresbericht der Deutschen Mathematiker Vereinigung 118 1 3-37 BibTeX
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2016 Model predictive control of residential energy systems using energy storage and controllable loads Progress in Industrial Mathematics at ECMI 2014 Springer 617-623 BibTeX
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2016 Maximal Islanding Time For Microgrids via Distributed Predictive Control 22nd International Symposium on Mathematical Theory of Networks and Systems : July 12-15, 2016 (MTNS 2016, Proceedings) 652-659 BibTeX
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Buchkapitel
Beiträge auf Konferenzen
2015
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2015 Distributed and decentralized control of residential energy systems incorporating battery storage IEEE Transactions on Smart Grid 6 4 1914-1923 BibTeX
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2015 On the role of dissipativity in economic model predictive control IFAC-PapersOnLine 23 110-116 BibTeX
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2015 Predictive control of a smart grid : a distributed optimization algorithm with centralized performance properties Proceedings of the 54th IEEE Conference on Decision and Control (CDC 2015) IEEE 5593-5598 BibTeX