Mitsubishi Electric Research Laboratories, Inc.

Abraham Puthuvana Vinod

Stefano Di Cairano

The present disclosure discloses a system and a method for controlling an operation of a system subject to an uncertainty of an operation variable of the system. The method comprises collecting a number of samples of the uncertainty of the operation variable, constructing, based on the collected samples, an empirical quantile function associated with the uncertainty of the operation variable, determining confidence bounds on the empirical quantile function to bound an approximation error between the empirical quantile function and a true quantile function, determining an uncertainty set based on the empirical quantile function bounded by the confidence bounds, reformulating, based on the uncertainty set, a chance constraint into a deterministic constraint, solving an optimal control problem subject to the deterministic constraint to produce one or more control commands to one or more actuators of the system, and controlling the operation of the system based on the control commands.

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Cambridge, MA, United States of America

Abraham Puthuvana Vinod