Industrial production processes are often operated such that energy consumption or operation costs are minimized. Typically this means full exploitation of the technical facilities so that the process will operate just within the safety limits. Even small disturbances can cause great damage or even danger in this situation, so they have to be corrected immediately. Special optimizing controllers are available for that purpose (Model Predictive Control).

Goal of the project was the investigation of a new approach that takes into account the possible future disturbances in calculating the current correction. This ensures safety but prohibits overly pessimistic corrections that might neutralize the expected savings.

Publications

2004
Robust Process Control by Dynamic Stochastic Programming ZIB-Report 04-20 (Appeared in : Proc. Appl. Math. Mech. (4)1, (2004) 11-14) Marc Steinbach PDF
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Stochastic Process Control
2001
A Multistage Stochastic Programming Approach in Real-Time Process Control ZIB-Report 01-05 (Appeared in: Online Optimization of Large Scale Systems. M. Grötschel, S. O. Krumke, J. Rambau (eds.) Springer, 2001, pp. 479-498) Izaskun Garrido, Marc Steinbach PDF
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Stochastic Process Control
General Information Constraints in Stochastic Programs ZIB-Report 01-24 Marc Steinbach PDF
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Stochastic Process Control
Stochastic Optimization for Operating Chemical Processes Under Uncertainty ZIB-Report 01-04 (Appeared in: Online Optimization of Large Scale Systems, M. Grötschel, S. O. Krumke, J. Rambau (eds.) Springer, 2001, pp. 457-478) Rene Henrion, Pu Li, Andris Möller, Marc Steinbach, Moritz Wendt, Günter Wozny PDF
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Stochastic Process Control
Tree-Sparse Convex Programs ZIB-Report 01-08 (Appeared in: Mathematical Methods of Operations Research 56 (2002) 347-376) Marc Steinbach PDF
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Stochastic Process Control
2000
Hierarchical Sparsity in Multistage Convex Stochastic Programs ZIB-Report 00-15 (Appeared in: Stochastic Optimization. Algorithms and Applications, S. P. Uryasev, P. M. Pardalos, Applied Optimization, Vol. 54, Kluwer Academic Publishers, 2001, pp. 385-410) Marc Steinbach PDF
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URN
Stochastic Process Control