Publications

Book

  • Compression Learning for Scenario Optimization
    K. Margellos
    Cambridge University Press, in progress -- agreement signed, 2026
    @article{KM_CUP_2026,
  author = {{Margellos}, K. },
  journal = {Cambridge University Press, in progress -- agreement signed},
  title = {{Compression Learning for Scenario Optimization}},
  year = {2026},
}

Under review

  • Safe and Stable Filter Design Using a Relaxed Compatibitlity Control Barrier – Lyapunov Condition
    H. Wang, K. Margellos, and A. Papachristodoulou
    under review, Vol. , no. , 2025
    PDF 
    @article{AUT_WMP_2024,
  author = {{Wang}, H. and {Margellos}, K. and {Papachristodoulou}, A. },
  journal = {under review},
  title = {Safe and Stable Filter Design Using a Relaxed Compatibitlity
Control Barrier – Lyapunov Condition},
  year = {2025},
  volume = {},
  number = {},
  pdf = {/assets/downloads/publications/journals/AUT_WMP_2024.pdf}
}

  • Model Predictive Control with Multiple Constraint Horizons
    A. Andre do Nascimento, H. Wang, A. Papachristodoulou, and K. Margellos
    under review, Vol. , pp. 1 - 16, 2025
    PDF 
    @article{TAC_NWPM_2025,
  author = {{Andre do Nascimento}, A. and {Wang}, H. and {Papachristodoulou}, A. and {Margellos}, K.},
  journal = {under review},
  title = {Model Predictive Control with Multiple Constraint
Horizons},
  year = {2025},
  volume = {},
  pages = {1 - 16},
  pdf = {/assets/downloads/publications/journals/TAC_NWPM_2025.pdf}
}

Journal Articles

2026

  • Machine Learning Adversarial Attacks using Partial Sinkhorn Optimization
    A. Bertolace, K. Gatsis, and K. Margellos
    IEEE Open Journal of Control Systems, Vol. , pp. 1 - 15, 2026
    PDF 
    @article{OJCS_BGM_2025,
  author = {{Bertolace}, A. and {Gatsis}, K. and {Margellos}, K.},
  journal = {IEEE Open Journal of Control Systems},
  title = {{Machine Learning Adversarial Attacks
using Partial Sinkhorn Optimization}},
  year = {2025},
  volume = {},
  pages = {1 - 15},
  pdf = {/assets/downloads/publications/journals/OJCS_BGM_2025.pdf}
}

2025

  • Distributed safe control design and safety verification for multi-agent systems
    H. Wang, A. Papachristodoulou and K. Margellos
    Automatica, Vol. 179, pp. 1-17, 2025
    PDF 
    @article{AUT_WPM_2023,
  author = {{Wang}, H. and {Papachristodoulou}, A. and {Margellos}, K.},
  journal = {Automatica},
  title = {Distributed safe control design and safety verification for multi-agent systems},
  year = {2025},
  volume = {179},
  pages = {1-17},
  pdf = {/assets/downloads/publications/journals/AUT_WPM_2023.pdf}
}

  • Constraint Horizon in Model Predictive Control
    A. Andre do Nascimento, H. Wang, A. Papachristodoulou, and K. Margellos
    IEEE Control Systems Letters, Vol. 9, pp. 1676 - 1681, 2025
    PDF 
    @article{LCSS_NWPM_2025,
  author = {{Andre do Nascimento}, A. and {Wang}, H. and {Papachristodoulou}, A. and {Margellos}, K.},
  journal = {IEEE Control Systems Letters},
  title = {Constraint Horizon in Model Predictive Control},
  year = {2025},
  volume = {9},
  pages = {1676 - 1681},
  pdf = {/assets/downloads/publications/journals/LCSS_NWPM_2025.pdf}
}

  • Finite sample learning of moving targets
    N. Vertovec, K. Margellos, and M. Prandini
    Automatica (to appear), pp. 1-13, 2025
    PDF 
    @article{AUT_VMP_2024,
  author = {{Vertovec}, N. and {Margellos}, K. and {Prandini}, M. },
  journal = {Automatica (to appear)},
  title = {Finite sample learning of moving targets},
  year = {2025},
  volume = {},
  number = {},
  pages = {1-13},
  pdf = {/assets/downloads/publications/journals/AUT_VMP_2024.pdf}
}

  • Convex co-design of control barrier functions and safe feedback controllers under input constraints
    H. Wang, K. Margellos, A. Papachristodoulou and C. De Persis
    IEEE Transactions on Automatic Control (to appear), Vol. , no. , 2025
    PDF 
    @article{WMPP_TAC_2024,
  author = {{Wang}, H. and {Margellos}, K. and {Papachristodoulou}, A. and {De Persis}, C.},
  journal = {IEEE Transactions on Automatic Control (to appear)},
  title = {Convex co-design of control barrier functions and
safe feedback controllers under input constraints},
  year = {2025},
  volume = {},
  number = {},
  pdf = {/assets/downloads/publications/journals/WMPP_TAC_2024.pdf}
}

  • Data-Driven Certificate Synthesis
    L. Rickard, A. Abate, and K. Margellos
    Automatica (to appear), Vol. , no. , pp. 1-18, 2025
    PDF 
    @article{AUT_RAM_2025,
  author = {{Rickard}, L. and {Abate}, A. and {Margellos}, K.},
  journal = {Automatica (to appear)},
  title = {Data-Driven Certificate Synthesis},
  year = {2025},
  volume = {},
  number = {},
  pages = {1-18},
  pdf = {/assets/downloads/publications/journals/AUT_RAM_2025.pdf}
}

2024

  • Distributed momentum based multi-agent optimization with different constraint sets
    X. Zhou, Z. Ma, S. Zu and K. Margellos
    IEEE Transactions on Automatic Control, Vol. 70, no. 2, pp. 963 - 978, 2024
    PDF 
    @article{ZMZM_TAC_2022,
  author = {{Zhou}, X. and {Ma}, Z. and {Zu}, S. and {Margellos}, K.},
  journal = {IEEE Transactions on Automatic Control (to appear)},
  title = {Distributed momentum based multi-agent optimization with different constraint sets},
  year = {2024},
  volume = {70},
  number = {2},
  pages = {963 - 978},
  pdf = {/assets/downloads/publications/journals/ZMZM_TAC_2022.pdf}
}

  • A priori data-driven robustness guarantees on strategic deviations from generalised Nash equilibria
    G. Pantazis, F. Fele and K. Margellos
    Automatica, Vol. 167, pp. 1-13, 2024
    PDF 
    @article{AUT_PFM_2023,
  author = {Pantazis}, G. and {Fele}, F. and {Margellos}, K.},
  journal = {Automatica},
  title = {A priori data-driven robustness guarantees on strategic deviations from generalised Nash equilibria},
  year = {2024},
  volume = {167},
  pages = {1-13},
  pdf = {/assets/downloads/publications/journals/AUT_PFM_2023.pdf}
}

  • Tracking-based distributed equilibrium seeking for aggregative games
    G. Carnevale, F. Fabiani, F. Fele, K. Margellos and G. Notarstefano
    IEEE Transactions on Automatic Control, Vol. 69, no. 9, pp. 6026-6041, 2024
    PDF 
    @article{CFFMN_TAC_2024,
  author = {{Carnevale}, G. and {Fabiani}, F. and {Fele}, F. and {Margellos}, K. and {Notarstefano}, G.},
  journal = {IEEE Transactions on Automatic Control},
  title = {Tracking-based distributed equilibrium seeking for aggregative games},
  year = {2024},
  volume = {69},
  number = {9},
  pages = {6026-6041},
  pdf = {/assets/downloads/publications/journals/CFFMN_TAC_2024.pdf}
}

  • Safety-aware hybrid control of airborne wind energy systems
    N. Vertovec, S. Ober-Blobaum, and K. Margellos
    AIAA Journal of Guidance, Control, and Dynamics, Vol. 47, no. 2, 2024
    PDF 
    @article{VOM_AIAA,
  author = {{Vertovec}, N. and {Ober-Blobaum}, S. and {Margellos}, K.},
  journal = {AIAA Journal of Guidance, Control, and Dynamics},
  title = {Safety-aware hybrid control of airborne wind energy systems},
  year = {2024},
  volume = {47},
  number = {2},
  pages = {1-13},
  pdf = {/assets/downloads/publications/journals/AIAA_VOM_2022.pdf}
}

2023

  • State aggregation for distributed value iteration in dynamic programming
    N. Vertovec and K. Margellos
    IEEE Control Systems Letters, Vol. 7, no. 6, pp. 2269 - 2274, 2023
    PDF 
    @article{VM23_LCSS,
  author = {{Vertovec}, N. and {Margellos}, K.},
  journal = {IEEE Control Systems Letters},
  title = {State aggregation for distributed value iteration in dynamic programming},
  year = {2023},
  volume = {7},
  number = {6},
  pages = {2269 - 2274},
  pdf = {/assets/downloads/publications/journals/VM23_LCSS.pdf}
}

  • On the exact feasibility of convex scenario programs with discarded constraints
    L. Romao, A. Papachristodoulou, and K. Margellos
    IEEE Transactions on Automatic Control, Vol. 68, no. 4, pp. 1986-2001, 2023
    PDF 
    @article{RomaoTAC,
  author = {{Romao}, L. and {Papachristodoulou}, A. and {Margellos}, K.},
  journal = {IEEE Transactions on Automatic Control, to appear},
  title = {On the exact feasibility of convex scenario programs with discarded constraints},
  year = {2023},
  volume = {68},
  number = {4},
  pages = {1986-2001},
  pdf = {/assets/downloads/publications/journals/RPM_TAC_2022.pdf},
  %url = {https://arxiv.org/abs/2003.13433}
}

  • Probabilistic feasibility guarantees for convex scenario programs with an arbitrary number of discarded constraints
    L. Romao, K. Margellos, and A. Papachristodoulou
    Automatica, Vol. 149, pp. 1-9, 2023
    PDF 
    @article{RMP21_AUT,
  author = {{Romao}, L. and {Margellos}, K. and {Papachristodoulou}, A.},
  journal = {Automatica, to appear},
  title = {Probabilistic feasibility guarantees for convex scenario programs with an arbitrary number of discarded constraints},
  year = {2023},
  volume = {149},
  number = {},
  pages = {1-9},
  pdf = {/assets/downloads/publications/journals/RMP21_AUT.pdf}
}

  • On the sensitivity of linear resource sharing problems to the arrival of new agents
    A. Falsone, K. Margellos, J. Zizzo, M. Prandini, and S. Garatti
    IEEE Transactions on Automatic Control, Vol. 68, no. 1, pp. 272-284, 2023
    PDF 
    @article{FMZPG_TAC,
  author = {{Falsone}, A. and {Margellos}, K. and {Zizzo}, J. and {Prandini}, M. and {Garatti}, S.},
  journal = {IEEE Transactions on Automatic Control},
  title = {On the sensitivity of linear resource sharing problems to the arrival of new agents},
  year = {2023},
  volume = {68},
  number = {1},
  pages = {272-284},
  pdf = {/assets/downloads/publications/journals/RandomLPs.pdf}
}

  • Multi-objective low-thrust spacecraft trajectory design using reachability analysis
    N. Vertovec, S. Ober-Blobaum, and K. Margellos
    European Journal of Control, Vol. 69, no. , pp. 1-11, 2023
    PDF 
    @article{VOM_EJC_2022,
  author = {{Vertovec}, N. and {Ober-Blobaum}, S. and {Margellos}, K.},
  journal = {European Journal of Control},
  title = {Multi-objective low-thrust spacecraft trajectory design using reachability analysis},
  year = {2023},
  volume = {69},
  number = {},
  pages = {1-11},
  pdf = {/assets/downloads/publications/journals/VOM_EJC_2022.pdf}
}

2022

  • Probabilistically robust stabilizing allocations in uncertain coalitional games
    G. Pantazis, F. Fabiani, F. Fele, and K. Margellos
    IEEE Control Systems Letters, Vol. 6, pp. 3128-3133, 2022
    PDF 
    @article{PFFM_LCSS,
  author = {{Pantazis}, G. and {Fabiani}, F. and {Fele}, F. and {Margellos}, K.},
  journal = {European Journal of Control},
  title = {Probabilistically robust stabilizing allocations in uncertain cooalitional games},
  year = {2022},
  volume = {6},
  pages = {3128-3133},
  pdf = {/assets/downloads/publications/journals/PFFM_LCSS_2022.pdf}
}

  • A time-triggered dimension reduction algorithm for the task assignment problem
    H. Wang, K. Margellos, and A. Papachristodoulou
    European Journal of Control, Vol. 68, pp. 1-8, 2022
    PDF 
    @inproceedings{WangECC22,
  author = {{Wang}, H. and {Margellos}, K. and {Papachristodoulou}, A.},
  title = {A time-triggered dimension reduction algorithm for the task assignment problem},
  journal = {European Journal of Control},
  year = {2022},
  volume = {68},
   pages = {1-8},
  number = {},
  pdf = {/assets/downloads/publications/journals/WMP_EJC_2022.pdf}
}

  • Gradient-bounded dynamic programming for submodular and concave extensible value functions with probabilistic performance guarantees
    D. Lebedev, P. Goulart, and K. Margellos
    Automatica, Vol. 135, , pp. 1-12, 2022
    PDF 
    @article{LebedevAUT,
  author = {{Lebedev}, D. and {Goulart}, P. and {Margellos}, K.},
  journal = {Automatica},
  title = {Gradient-bounded dynamic programming for submodular and concave extensible value functions with probabilistic performance guarantees},
  year = {2022},
  volume = {135},
  number = {},
  pages = {1-12},
  pdf = {/assets/downloads/publications/journals/LGM_AUT_2022.pdf}
}

  • Probabilistic feasibility guarantees for solutions sets to uncertain variational inequalities
    F. Fabiani, K. Margellos, and P. Goulart
    Automatica, Vol. 137, pp. 1-8, 2022
    Link PDF 
    @article{FabianiAUT,
  author = {{Fabiani}, F. and {Margellos}, K. and {Goulart}, P.},
  journal = {Automatica},
  title = {Probabilistic feasibility guarantees for solutions sets to uncertain variational inequalities},
  year = {2022},
  volume = {137},
  number = {},
  pages = {1-8},
  pdf = {/assets/downloads/publications/journals/FMG_AUT_2021.pdf},
  url = {https://arxiv.org/abs/2005.09420}
}

  • Analysis of approximate dynamic programming algorithms for revenue management in attended home delivery
    D. Lebedev, K. Margellos, and P. Goulart
    IEEE Transactions on Control Systems Technology, Vol. 30, no. 2, pp. 893-900, 2022
    PDF 
    @article{LebedevTCST,
  author = {{Lebedev}, D. and {Margellos}, K. and {Goulart}, P.},
  journal = {IEEE Transactions on Control Systems Technology},
  title = {Analysis of approximate dynamic programming algorithms for revenue management in attended home delivery},
  year = {2022},
  volume = {30},
  number = {2},
  pages = {893-900},
  pdf = {/assets/downloads/publications/journals/LMG_TCST_2022.pdf}
}

  • Locating parking hubs in free-floating ride share systems via data-driven optimization
    A. Arif and K. Margellos
    IEEE Transactions on Intelligent Transportation Systems, Vol. 23, no. 8, pp. 11621-11632, 2022
    PDF 
    @article{ArifTITS,
  author = {{Arif}, A. and {Margellos}, K.},
  journal = {IEEE Transactions on Intelligent Transportation Systems},
  title = {Locating parking hubs in free-floating ride share systems via data-driven optimization},
  year = {2022},
    volume = {23},
  number = {8},
  pages = {11621-11632},
  pdf = {/assets/downloads/publications/journals/TITS_AM_2022.pdf}
}

  • On the probabilistic feasibility of solutions in multi-agent optimization problems under uncertainty.
    G. Pantazis, F. Fele, and K. Margellos
    European Journal of Control, Vol. 63, no. , pp. 186-195, 2022
    Link PDF 
    @article{PantazisEJC,
  author = {{Pantazis}, G. and {Fele}, F. and {Margellos}, K.},
  journal = {European Journal of Control},
  title = {On the probabilistic feasibility of solutions in multi-agent optimization problems under uncertainty.},
  year = {2022},
  volume = {63},
  number = {},
  pages = {186-195},
  pdf = {/assets/downloads/publications/journals/PFM_EJC_2021.pdf},
  url = {https://arxiv.org/abs/2009.02706}
}

2021

  • Subgradient averaging for multi-agent optimization with different constraint sets
    L. Romao, K. Margellos, G. Notarstefano, and A. Papachristodoulou
    Automatica, Vol. 131, no. , pp. 1-14, 2021
    PDF 
    @article{RomaoAUT,
  author = {{Romao}, L. and {Margellos}, K. and {Notarstefano}, G. and {Papachristodoulou}, A.},
  journal = {Automatica},
  title = {Subgradient averaging for multi-agent optimization with different constraint sets},
  year = {2021},
  volume = {131},
  number = {},
  pages = {1-14},
  pdf = {/assets/downloads/publications/journals/RMNP_AUT_2021.pdf}
}

  • Probabilistic stabilizability certificates for a class of black-box linear systems
    F. Fabiani, K. Margellos, and P. Goulart
    IEEE Control Systems Letters, Vol. 6, no. , pp. 584-589, 2021
    PDF 
    @article{FMG21_LCSS,
  author = {{Fabiani}, F. and {Margellos}, K. and {Goulart}, P.},
  journal = {IEEE Control Systems Letters},
  title = {Probabilistic stabilizability certificates for a class of black-box linear systems},
  year = {2021},
  volume = {6},
  number = {},
  pages = {584-589},
  pdf = {/assets/downloads/publications/journals/FMG21_LCSS.pdf}
}

  • Probably Approximately Correct Nash Equilibrium Learning
    F. Fele and K. Margellos
    IEEE Transactions on Automatic Control, Vol. 66, no. 9, pp. 4238-4245, 2021
    PDF 
    @article{9222549,
  author = {{Fele}, F. and {Margellos}, K.},
  journal = {IEEE Transactions on Automatic Control},
  title = {Probably Approximately Correct Nash Equilibrium Learning},
  year = {2021},
  volume = {66},
  number = {9},
  pages = {4238-4245},
  pdf = {/assets/downloads/publications/journals/FM_TAC_2021.pdf},
  doi = {10.1109/TAC.2020.3030754}
}

2020

  • A dynamic programming framework for optimal delivery time slot pricing
    D. Lebedev, P. Goulart, and K. Margellos
    European Journal of Operational Research, Vol. 292, pp. 456-468, 2020
    Link PDF 
    @article{LEBEDEV2020,
  title = {A dynamic programming framework for optimal delivery time slot pricing},
  journal = {European Journal of Operational Research},
  year = {2020},
  volume = {292},
  pages = {456-468},
  issn = {0377-2217},
  pdf = {/assets/downloads/publications/journals/LGM_EJOR_2020.pdf},
  doi = {https://doi.org/10.1016/j.ejor.2020.11.010},
  url = {http://www.sciencedirect.com/science/article/pii/S0377221720309565},
  author = {Lebedev, Denis and Goulart, Paul and Margellos, Kostas},
  keywords = {Dynamic programming, Revenue management, Discrete convex analysis}
}

    We study the dynamic programming approach to revenue management in the context of attended home delivery. We draw on results from dynamic programming theory for Markov decision problems to show that the underlying Bellman operator has a unique fixed point. We then provide a closed-form expression for the resulting fixed point and show that it admits a natural interpretation. Moreover, we also show that – under certain technical assumptions – the value function, which has a discrete domain and a continuous codomain, admits a continuous extension, which is a finite-valued, concave function of its state variables, at every time step. Furthermore, we derive results on the monotonicity of prices with respect to the number of orders placed in our setting. These results open the road for achieving scalable implementations of the proposed formulation, as it allows making informed choices of basis functions in an approximate dynamic programming context. We illustrate our findings on a low-dimensional and an industry-sized numerical example using real-world data, for which we derive an approximately optimal pricing policy based on our theoretical results.
  • Distributed optimization for structured programs and its application to energy management in a building district
    F. Belluschi, A. Falsone, D. Ioli, K. Margellos, S. Garatti, and M. Prandini
    Journal of Process Control, Vol. 89, pp. 11 - 21, 2020
    Link PDF 
    @article{BELLUSCHI202011,
  title = {Distributed optimization for structured programs and its application to energy management in a building district},
  journal = {Journal of Process Control},
  volume = {89},
  pages = {11 - 21},
  year = {2020},
  pdf = {/assets/downloads/publications/journals/J9.pdf},
  issn = {0959-1524},
  doi = {https://doi.org/10.1016/j.jprocont.2020.03.005},
  url = {http://www.sciencedirect.com/science/article/pii/S0959152419301052},
  author = {Belluschi, Fabio and Falsone, Alessandro and Ioli, Daniele and Margellos, Kostas and Garatti, Simone and Prandini, Maria},
  keywords = {Distributed optimization, Proximal minimization, Energy management, Building control}
}

    This paper deals with structured multi-agent optimization problems that involve coupled local and global decision variables. We propose an iterative distributed algorithm that explicitly accounts for this structure, and requires the agents to communicate only their tentative solutions for the global variables throughout iterations. Our approach extends to structured multi-agent optimization a proximal-based distributed methodology that has recently appeared in the literature. Privacy of local information is preserved and communication effort is reduced with respect to alternative distributed solutions where local and global optimization variables are grouped together and treated as a single decision vector. Multi-agent optimization problems with the considered structural properties appear in various contexts. In this paper, we apply our approach to energy management in a district where multiple buildings can communicate over a possibly time-varying network and aim at optimizing the use of shared and local resources. We illustrate the efficacy of the resulting distributed energy management algorithm by means of a detailed simulation study on a cooling problem.

2019

  • A decentralized approach to multi-agent MILPs: Finite-time feasibility and performance guarantees
    A. Falsone, K. Margellos, and M. Prandini
    Automatica, Vol. 103, pp. 141 - 150, 2019
    Link PDF 
    @article{FALSONE2019141,
  title = {A decentralized approach to multi-agent MILPs: Finite-time feasibility and performance guarantees},
  journal = {Automatica},
  volume = {103},
  pages = {141 - 150},
  year = {2019},
  issn = {0005-1098},
  pdf = {/assets/downloads/publications/journals/J11.pdf},
  doi = {https://doi.org/10.1016/j.automatica.2019.01.009},
  url = {http://www.sciencedirect.com/science/article/pii/S0005109819300093},
  author = {Falsone, Alessandro and Margellos, Kostas and Prandini, Maria},
  keywords = {MILP, Decentralized optimization, Multi-agent networks, Electric vehicles}
}

    We address the optimization of a large scale multi-agent system where each agent has discrete and/or continuous decision variables that need to be set so as to optimize the sum of linear local cost functions, in presence of linear local and global constraints. The problem reduces to a Mixed Integer Linear Program (MILP) that is here addressed according to a decentralized iterative scheme based on dual decomposition, where each agent determines its decision vector by solving a smaller MILP involving its local cost function and constraint given some dual variable, whereas a central unit enforces the global coupling constraint by updating the dual variable based on the tentative primal solutions of all agents. An appropriate tightening of the coupling constraint through iterations allows to obtain a solution that is feasible for the original MILP. The proposed approach is inspired by a recent paper to the MILP approximate solution via dual decomposition and constraint tightening, but shows finite-time convergence to a feasible solution and provides sharper performance guarantees by means of an adaptive tightening. The two approaches are compared on a plug-in electric vehicles optimal charging problem.
  • Regularized Jacobi Iteration for Decentralized Convex Quadratic Optimization With Separable Constraints
    L. Deori, K. Margellos, and M. Prandini
    IEEE Transactions on Control Systems Technology, Vol. 27, no. 4, pp. 1636-1644, 2019
    PDF 
    @article{8350317,
  author = {{Deori}, L. and {Margellos}, K. and {Prandini}, M.},
  journal = {IEEE Transactions on Control Systems Technology},
  title = {Regularized Jacobi Iteration for Decentralized Convex Quadratic Optimization With Separable Constraints},
  year = {2019},
  volume = {27},
  number = {4},
  pages = {1636-1644},
  pdf = {/assets/downloads/publications/journals/J10.pdf},
  doi = {10.1109/TCST.2018.2827990}
}

2018

  • Price of anarchy in electric vehicle charging control games: When Nash equilibria achieve social welfare
    L. Deori, K. Margellos, and M. Prandini
    Automatica, Vol. 96, pp. 150 - 158, 2018
    Link PDF 
    @article{DEORI2018150,
  title = {Price of anarchy in electric vehicle charging control games: When Nash equilibria achieve social welfare},
  journal = {Automatica},
  volume = {96},
  pages = {150 - 158},
  year = {2018},
  pdf = {/assets/downloads/publications/journals/J15.pdf},
  issn = {0005-1098},
  doi = {https://doi.org/10.1016/j.automatica.2018.06.043},
  url = {http://www.sciencedirect.com/science/article/pii/S0005109818303352},
  author = {Deori, Luca and Margellos, Kostas and Prandini, Maria},
  keywords = {Price of anarchy, Mean field games, Electric vehicles, Optimal charging control, Fixed-point theorems}
}

    We consider the problem of optimal charging of plug-in electric vehicles (PEVs). We treat this problem as a multi-agent game, where vehicles/agents are heterogeneous since they are subject to possibly different constraints. Under the assumption that electricity price is affine in total demand, we show that, for any finite number of heterogeneous agents, the PEV charging control game admits a unique Nash equilibrium, which is the optimizer of an auxiliary minimization program. We are also able to quantify the asymptotic behaviour of the price of anarchy for this class of games. More precisely, we prove that if the parameters defining the constraints of each vehicle are drawn randomly from a given distribution, then, the value of the game converges almost surely to the optimum of the cooperative problem counterpart as the number of agents tends to infinity. In the case of a discrete probability distribution, we provide a systematic way to abstract agents in homogeneous groups and show that, as the number of agents tends to infinity, the value of the game tends to a deterministic quantity.
  • Distributed Actuator Selection: Achieving Optimality via a Primal-Dual Algorithm
    L. Romao, K. Margellos, and A. Papachristodoulou
    IEEE Control Systems Letters, Vol. 2, no. 4, pp. 779-784, 2018
    PDF 
    @article{8392433,
  author = {{Romao}, L. and {Margellos}, K. and {Papachristodoulou}, A.},
  journal = {IEEE Control Systems Letters},
  title = {Distributed Actuator Selection: Achieving Optimality via a Primal-Dual Algorithm},
  year = {2018},
  volume = {2},
  number = {4},
  pages = {779-784},
  pdf = {/assets/downloads/publications/journals/J13.pdf},
  doi = {10.1109/LCSYS.2018.2849611}
}

  • A Distributed Iterative Algorithm for Multi-Agent MILPs: Finite-Time Feasibility and Performance Characterization
    A. Falsone, K. Margellos, and M. Prandini
    IEEE Control Systems Letters, Vol. 2, no. 4, pp. 563-568, 2018
    PDF 
    @article{8373687,
  author = {{Falsone}, A. and {Margellos}, K. and {Prandini}, M.},
  journal = {IEEE Control Systems Letters},
  title = {A Distributed Iterative Algorithm for Multi-Agent MILPs: Finite-Time Feasibility and Performance Characterization},
  year = {2018},
  volume = {2},
  number = {4},
  pages = {563-568},
  pdf = {/assets/downloads/publications/journals/J14.pdf},
  doi = {10.1109/LCSYS.2018.2844353}
}

  • Distributed Constrained Optimization and Consensus in Uncertain Networks via Proximal Minimization
    K. Margellos, A. Falsone, S. Garatti, and M. Prandini
    IEEE Transactions on Automatic Control, Vol. 63, no. 5, pp. 1372-1387, 2018
    PDF 
    @article{8022966,
  author = {{Margellos}, K. and {Falsone}, A. and {Garatti}, S. and {Prandini}, M.},
  journal = {IEEE Transactions on Automatic Control},
  title = {Distributed Constrained Optimization and Consensus in Uncertain Networks via Proximal Minimization},
  year = {2018},
  volume = {63},
  number = {5},
  pages = {1372-1387},
  pdf = {/assets/downloads/publications/journals/J16.pdf},
  doi = {10.1109/TAC.2017.2747505}
}

  • On the Convergence of a Regularized Jacobi Algorithm for Convex Optimization
    G. Banjac, K. Margellos, and P. J. Goulart
    IEEE Transactions on Automatic Control, Vol. 63, no. 4, pp. 1113-1119, 2018
    PDF 
    @article{8003475,
  author = {{Banjac}, G. and {Margellos}, K. and {Goulart}, P. J.},
  journal = {IEEE Transactions on Automatic Control},
  title = {On the Convergence of a Regularized Jacobi Algorithm for Convex Optimization},
  year = {2018},
  volume = {63},
  number = {4},
  pages = {1113-1119},
  pdf = {/assets/downloads/publications/journals/J17.pdf},
  doi = {10.1109/TAC.2017.2737319}
}

  • Finite-Time Distributed Averaging Over Gossip-Constrained Ring Networks
    A. Falsone, K. Margellos, S. Garatti, and M. Prandini
    IEEE Transactions on Control of Network Systems, Vol. 5, no. 3, pp. 879-887, 2018
    PDF 
    @article{7817739,
  author = {{Falsone}, A. and {Margellos}, K. and {Garatti}, S. and {Prandini}, M.},
  journal = {IEEE Transactions on Control of Network Systems},
  title = {Finite-Time Distributed Averaging Over Gossip-Constrained Ring Networks},
  year = {2018},
  volume = {5},
  number = {3},
  pages = {879-887},
  pdf = {/assets/downloads/publications/journals/J12.pdf},
  doi = {10.1109/TCNS.2017.2653418}
}

2017

  • Dual decomposition for multi-agent distributed optimization with coupling constraints
    A. Falsone, K. Margellos, S. Garatti, and M. Prandini
    Automatica, Vol. 84, pp. 149 - 158, 2017
    Link PDF 
    @article{FALSONE2017149,
  title = {Dual decomposition for multi-agent distributed optimization with coupling constraints},
  journal = {Automatica},
  volume = {84},
  pages = {149 - 158},
  year = {2017},
  pdf = {/assets/downloads/publications/journals/J18.pdf},
  issn = {0005-1098},
  doi = {https://doi.org/10.1016/j.automatica.2017.07.003},
  url = {http://www.sciencedirect.com/science/article/pii/S0005109817303291},
  author = {Falsone, Alessandro and Margellos, Kostas and Garatti, Simone and Prandini, Maria},
  keywords = {Distributed optimization, Consensus, Dual decomposition, Proximal minimization}
}

    We study distributed optimization in a cooperative multi-agent setting, where agents have to agree on the usage of shared resources and can communicate via a time-varying network to this purpose. Each agent has its own decision variables that should be set so as to minimize its individual objective function subject to local constraints. Resource sharing is modeled via coupling constraints that involve the non-positivity of the sum of agents’ individual functions, each one depending on the decision variables of one single agent. We propose a novel distributed algorithm to minimize the sum of the agents’ objective functions subject to both local and coupling constraints, where dual decomposition and proximal minimization are combined in an iterative scheme. Notably, privacy of information is guaranteed since only the dual optimization variables associated with the coupling constraints are exchanged by the agents. Under convexity assumptions, jointly with suitable connectivity properties of the communication network, we are able to prove that agents reach consensus to some optimal solution of the centralized dual problem counterpart, while primal variables converge to the set of optimizers of the centralized primal problem. The efficacy of the proposed approach is demonstrated on a plug-in electric vehicles charging problem.

2016

  • On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
    N. Kariotoglou, K. Margellos, and J. Lygeros
    Systems & Control Letters, Vol. 94, pp. 63 - 69, 2016
    Link PDF 
    @article{KARIOTOGLOU201663,
  title = {On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs},
  journal = {Systems & Control Letters},
  volume = {94},
  pages = {63 - 69},
  year = {2016},
  pdf = {/assets/downloads/publications/journals/J19.pdf},
  issn = {0167-6911},
  doi = {https://doi.org/10.1016/j.sysconle.2016.05.009},
  url = {http://www.sciencedirect.com/science/article/pii/S0167691116300494},
  author = {Kariotoglou, Nikolaos and Margellos, Kostas and Lygeros, John},
  keywords = {Scenario approach, Randomized optimization, Uncertain systems, Approximate dynamic programming}
}

    We discuss the computational complexity and feasibility properties of scenario sampling techniques for uncertain optimization programs. We propose an alternative way of dealing with a special class of stage-wise coupled programs and compare it with existing methods in the literature in terms of feasibility and computational complexity. We identify trade-offs between different methods depending on the problem structure and the desired probability of constraint satisfaction. To illustrate our results, an example from the area of approximate dynamic programming is considered.
  • A Scenario Approach for Non-Convex Control Design
    S. Grammatico, X. Zhang, K. Margellos, P. Goulart, and J. Lygeros
    IEEE Transactions on Automatic Control, Vol. 61, no. 2, pp. 334-345, 2016
    PDF 
    @article{7108021,
  author = {{Grammatico}, S. and {Zhang}, X. and {Margellos}, K. and {Goulart}, P. and {Lygeros}, J.},
  journal = {IEEE Transactions on Automatic Control},
  title = {A Scenario Approach for Non-Convex Control Design},
  year = {2016},
  volume = {61},
  number = {2},
  pages = {334-345},
  pdf = {/assets/downloads/publications/journals/J20.pdf},
  doi = {10.1109/TAC.2015.2433591}
}

  • Capacity Controlled Demand Side Management: A Stochastic Pricing Analysis
    K. Margellos and S. Oren
    IEEE Transactions on Power Systems, Vol. 31, no. 1, pp. 706-717, 2016
    PDF 
    @article{7061537,
  author = {{Margellos}, K. and {Oren}, S.},
  journal = {IEEE Transactions on Power Systems},
  title = {Capacity Controlled Demand Side Management: A Stochastic Pricing Analysis},
  year = {2016},
  volume = {31},
  number = {1},
  pages = {706-717},
  pdf = {/assets/downloads/publications/journals/J21.pdf},
  doi = {10.1109/TPWRS.2015.2406813}
}

2015

  • On the Connection Between Compression Learning and Scenario Based Single-Stage and Cascading Optimization Problems
    K. Margellos, M. Prandini, and J. Lygeros
    IEEE Transactions on Automatic Control, Vol. 60, no. 10, pp. 2716-2721, 2015
    PDF Supplement 
    @article{7017527,
  author = {{Margellos}, K. and {Prandini}, M. and {Lygeros}, J.},
  journal = {IEEE Transactions on Automatic Control},
  title = {On the Connection Between Compression Learning and Scenario Based Single-Stage and Cascading Optimization Problems},
  year = {2015},
  volume = {60},
  number = {10},
  pages = {2716-2721},
  pdf = {/assets/downloads/publications/journals/MPL_TAC_2015.pdf},
  doi = {10.1109/TAC.2015.2394874}
}

2014

  • On the Road Between Robust Optimization and the Scenario Approach for Chance Constrained Optimization Problems
    K. Margellos, P. Goulart, and J. Lygeros
    IEEE Transactions on Automatic Control, Vol. 59, no. 8, pp. 2258-2263, 2014
    PDF 
    @article{6727399,
  author = {{Margellos}, K. and {Goulart}, P. and {Lygeros}, J.},
  journal = {IEEE Transactions on Automatic Control},
  title = {On the Road Between Robust Optimization and the Scenario Approach for Chance Constrained Optimization Problems},
  year = {2014},
  volume = {59},
  number = {8},
  pages = {2258-2263},
  pdf = {/assets/downloads/publications/journals/J23.pdf},
  doi = {10.1109/TAC.2014.2303232}
}

2013

  • Viable set computation for hybrid systems
    K. Margellos and J. Lygeros
    Nonlinear Analysis: Hybrid Systems, Vol. 10, pp. 45 - 62, 2013
    Link PDF 
    @article{MARGELLOS201345,
  title = {Viable set computation for hybrid systems},
  journal = {Nonlinear Analysis: Hybrid Systems},
  volume = {10},
  pages = {45 - 62},
  year = {2013},
  note = {Special Issue related to IFAC Conference on Analysis and Design of Hybrid Systems (ADHS 12)},
  issn = {1751-570X},
  pdf = {/assets/downloads/publications/journals/J24.pdf},
  doi = {https://doi.org/10.1016/j.nahs.2013.06.001},
  url = {http://www.sciencedirect.com/science/article/pii/S1751570X13000319},
  author = {Margellos, Kostas and Lygeros, John},
  keywords = {Hybrid systems, Viability, Optimal control, Differential game theory, Viscosity solutions, Lattice theory}
}

    In this paper, we revisit the problem of computing viability sets for hybrid systems with nonlinear continuous dynamics and competing inputs. As usual in the literature, an iterative algorithm, based on the alternating application of a continuous and a discrete operator, is employed. Different cases, depending on whether the continuous evolution and the number of discrete transitions are finite or infinite, are considered. A complete characterization of the reach-avoid computation (involved in the continuous time calculation) is provided based on dynamic programming. Moreover, for a certain class of automata, we show convergence of the iterative process by using a constructive version of Tarski’s fixed point theorem, to determine the maximal fixed point of a monotone operator on a complete lattice of closed sets. The viability algorithm is applied to a benchmark example and to the problem of voltage stability for a single machine-load system in case of a line fault.
  • A Probabilistic Framework for Reserve Scheduling and N-1 Security Assessment of Systems With High Wind Power Penetration
    M. Vrakopoulou, K. Margellos, J. Lygeros, and G. Andersson
    IEEE Transactions on Power Systems, Vol. 28, no. 4, pp. 3885-3896, 2013
    PDF 
    @article{6570751,
  author = {{Vrakopoulou}, M. and {Margellos}, K. and {Lygeros}, J. and {Andersson}, G.},
  journal = {IEEE Transactions on Power Systems},
  title = {A Probabilistic Framework for Reserve Scheduling and $N-1$ Security Assessment of Systems With High Wind Power Penetration},
  year = {2013},
  volume = {28},
  number = {4},
  pages = {3885-3896},
  pdf = {/assets/downloads/publications/journals/J25.pdf},
  doi = {10.1109/TPWRS.2013.2272546}
}

  • Toward 4-D Trajectory Management in Air Traffic Control: A Study Based on Monte Carlo Simulation and Reachability Analysis
    K. Margellos and J. Lygeros
    IEEE Transactions on Control Systems Technology, Vol. 21, no. 5, pp. 1820-1833, 2013
    PDF 
    @article{6339013,
  author = {{Margellos}, K. and {Lygeros}, J.},
  journal = {IEEE Transactions on Control Systems Technology},
  title = {Toward 4-D Trajectory Management in Air Traffic Control: A Study Based on Monte Carlo Simulation and Reachability Analysis},
  year = {2013},
  volume = {21},
  number = {5},
  pages = {1820-1833},
  pdf = {/assets/downloads/publications/journals/J26.pdf},
  doi = {10.1109/TCST.2012.2220773}
}

2011

  • Hamilton–Jacobi Formulation for Reach–Avoid Differential Games
    K. Margellos and J. Lygeros
    IEEE Transactions on Automatic Control, Vol. 56, no. 8, pp. 1849-1861, 2011
    PDF Supplement 
    @article{5685555,
  author = {{Margellos}, K. and {Lygeros}, J.},
  journal = {IEEE Transactions on Automatic Control},
  title = {Hamilton–Jacobi Formulation for Reach–Avoid Differential Games},
  year = {2011},
  volume = {56},
  number = {8},
  pages = {1849-1861},
  pdf = {/assets/downloads/publications/journals/J27.pdf},
  doi = {10.1109/TAC.2011.2105730}
}

Book Chapters

2025

  • Data privacy in multi-agent optimization under uncertainty
    K. Margellos, A. Falsone, S. Garatti, and M. Prandini
    Encyclopedia of Systems and Control Engineering (Z. Ding, ed.), Elsevier, 2025
    @book{book3,
  author = {{Margellos}, K. and {Falsone}, A. and {Garatti}, S. and {Prandini}, M.},
  title = {Data privacy in multi-agent optimization under uncertainty},
  booktitle = {Encyclopedia of Systems and Control Engineering (Z. Ding, ed.), Elsevier},
  year = {2025}
}

2023

  • Assessing safety for control systems using sum-of-squares programming
    H. Wang, K. Margellos, and A. Papachristodoulou
    Polynomial Optimization, Moments, and Applications (M. Kocvara, B. Mourrain, C. Riener, eds.), Springer-Verlag, 2023
    @book{book3,
  author = {{Wang}, H. and {Margellos}, K. and {Papachristodoulou}, A.},
  title = {Assessing safety for control systems using sum-of-squares programming},
  booktitle = {Polynomial Optimization, Moments, and Applications (M. Kocvara, B. Mourrain, C. Riener, eds.), Springer-Verlag},
  year = {2023}
}

2015

  • Cyber Attacks in the Automatic Generation Control
    M. Vrakopoulou, K. Margellos, J. Lygeros, and G. Andersson
    Cyber Physical Systems Approach to Smart Electric Power Grid (S.K. Khaitan, J.D. McCalley, C.C. Liu, eds.), Springer-Verlag, 2015
    @book{book1,
  author = {{Vrakopoulou}, M. and {Margellos}, K. and {Lygeros}, J. and {Andersson}, G.},
  title = {Cyber Attacks in the Automatic Generation Control},
  booktitle = {Cyber Physical Systems Approach to Smart Electric Power Grid (S.K. Khaitan, J.D. McCalley, C.C. Liu, eds.), Springer-Verlag},
  year = {2015}
}

2013

  • Probabilistic guarantees for the N-1 security of systems with wind power generation
    M. Vrakopoulou, P. Mohajerin, K. Margellos, J. Lygeros, and G. Andersson
    Reliability and Risk Evaluation of Wind Integrated Power Systems (R. Billinton, R. Karki, A.K. Verma, eds.), Springer-Verlag, 2013
    @book{book2,
  author = {{Vrakopoulou}, M. and {Mohajerin}, P. and {Margellos}, K. and {Lygeros}, J. and {Andersson}, G.},
  title = {Probabilistic guarantees for the N-1 security of systems with wind power generation},
  booktitle = {Reliability and Risk Evaluation of Wind Integrated Power Systems (R. Billinton, R. Karki, A.K. Verma, eds.), Springer-Verlag},
  year = {2013}
}

Conference Proceedings

2026

  • Efficient Quantification of Time-Series Prediction Error: Optimal Selection Conformal Prediction
    B. Pang and K. Margellos
    European Control Conference, pp. 1-6, 2026

2025

  • Predictive Control Barrier Functions: bridging model predictive control and control barrier functions
    J. Huang, K. Margellos, and P. Goulart
    European Control Conference, pp. 1-6, 2025
  • Data-Driven Performance Guarantees for Parametric Optimization Problems
    J. Huang, P. Goulart and K. Margellos
    IEEE Conference on Decision and Control (to appear), pp. 1-6, 2025
    @inproceedings{CDC_HGM_2025,
  author = {{Huang}, J. and {Goulart}, P. and {Margellos}, K.},
  title = {Data-Driven Performance Guarantees for Parametric Optimization Problems},
  booktitle = {IEEE Conference on Decision and Control (to appear)},
  pages = {1-6},
  year = {2025}
}

  • Distributionally Robust Adversarial Attacks with Mirrored Loss
    A. Bertolace, K. Gatsis and K. Margellos
    IEEE Conference on Decision and Control (to appear), pp. 1-6, 2025
    @inproceedings{CDC_BGM_2025,
  author = {{Bertolace}, A. and {Gatsis}, K. and {Margellos}, K.},
  title = {Distributionally Robust Adversarial Attacks with Mirrored Loss},
  booktitle = {IEEE Conference on Decision and Control (to appear)},
  pages = {1-6},
  year = {2025}
}

  • Continuous-time Data-driven Barrier Certificate Synthesis
    L. Rickard, A. Abate, and K. Margellos
    IEEE Conference on Decision and Control (to appear), pp. 1-6, 2025
    PDF 
    @article{LCSS_RAM_2025,
  author = {{Rickard}, L. and {Abate}, A. and {Margellos}, K.},
  journal = {IEEE Conference on Decision and Control (to appear)},
  title = {Continuous-time Data-driven Barrier Certificate Synthesis},
  year = {2025},
  pages = {1-6},
  pdf = {/assets/downloads/publications/journals/CDC_RAM_2025.pdf}
}

  • Bridging Conformal Prediction and Scenario Optimization
    N. O'Sullivan, L. Romao, and K. Margellos
    IEEE Conference on Decision and Control (to appear), pp. 1-8, 2025
    PDF 
    @article{ORM_CDC_2025,
  author = {{O'Sullivan}, N. and {Romao}, L. and {Margellos}, K.},
  journal = { IEEE Conference on Decision and Control (to appear)},
  title = {Bridging Conformal Prediction and Scenario Optimization},
  year = {2025},
  pages = {1-8},
  pdf = {/assets/downloads/publications/journals/ORM_CDC_2025.pdf}
}

2024

  • Learning robust policies for uncertain parametric Markov decision processes
    L. Rickard, A. Abate, and K. Margellos
    Learning for Dynamics and Control (L4DC), accepted for oral presentation, pp. 1-12, 2024
    @inproceedings{RAM_L4DC_2024,
  author = {{Rickard}, L. and {Abate}, A. and {Margellos}, K.},
  title = {Learning robust policies for uncertain parametric Markov decision processes},
  booktitle = {Learning for Dynamics and Control (L4DC), accepted for oral presentation},
  pages = {1-12},
  year = {2024}
}

  • Probably approximately correct stability of allocations in uncertain coalitional games with private sampling
    G. Pantazis, F. Fele, F. Fabiani, S. Grammatico and K. Margellos
    Learning for Dynamics and Control (L4DC), pp. 1-12, 2024
    @inproceedings{PFFM_L4DC_2024,
  author = {{Pantazis}, F. and {Fele}, F. and {Fabiani}, F. and {Grammatico}, S. and {Margellos}, K.},
  title = {Probably approximately correct stability of allocations in uncertain coalitional games with private sampling},
  booktitle = {Learning for Dynamics and Control (L4DC)},
  pages = {1-12},
  year = {2024}
}

  • Probabilistically safe controllers based on control barrier functions and scenario model predictive control
    A. Andre do Nascimento, A. Papachristodoulou and K. Margellos
    IEEE Conference on Decision and Control, pp. 1-6, 2024
    @inproceedings{CDC_NPM_2024,
  author = {{Andre do Nascimento}, A. and {Papachristodoulou}, A. and {Margellos}, K.},
  title = {Probabilistically safe controllers based on control barrier functions and scenario model predictive control},
  booktitle = {IEEE Conference on Decision and Control},
  pages = {1-6},
  year = {2024}
}

  • Convex Co-Design of Control Barrier Functions and Feedback Controllers for Linear Systems
    H. Wang, K. Margellos, A. Papachristodoulou and C. De Persis
    IEEE Conference on Decision and Control, pp. 1-6, 2024
    @inproceedings{CDC_WMPP_2024,
  author = {{Wang}, H. and {Margellos}, K. and {Papachristodoulou}, A. and {De Persis}, C.},
  title = {Convex Co-Design of Control Barrier Functions and Feedback Controllers for Linear Systems},
  booktitle = {IEEE Conference on Decision and Control},
  pages = {1-6},
  year = {2024}
}

  • Robust optimization for adversarial learning with finite sample complexity guarantees
    A. Bertolace, K. Gatsis and K. Margellos
    IEEE Conference on Decision and Control, pp. 1-6, 2024
    @inproceedings{CDC_BGM_2024,
  author = {{Bertolace}, A. and {Gatsis}, K. and {Margellos}, K.},
  title = {Robust optimization for adversarial learning with finite sample complexity guarantees},
  booktitle = {IEEE Conference on Decision and Control},
  pages = {1-6},
  year = {2024}
}

  • Distributed equilibrium seeking in aggregative games:linear convergence under singular perturbations lens
    G. Carnevale, F. Fabiani, F. Fele, K. Margellos and G. Notarstefano
    IEEE Conference on Decision and Control, pp. 1-6, 2024
    @inproceedings{CDC_CFFMN_2024,
  author = {{Carnevale}, G. and {Fabiani}, F. and {Fele}, F. and {Margellos}, K. and {Notarstefano}, G.},
  title = {Distributed equilibrium seeking in aggregative games:linear convergence under singular perturbations lens},
  booktitle = {IEEE Conference on Decision and Control},
  pages = {1-6},
  year = {2024}
}

2023

  • Safety verification and controller synthesis for systems with input constraints
    H. Wang, K. Margellos and A. Papachristodoulou
    IFAC World Congress, pp. 1-6, 2023
    @inproceedings{WangIFAC2023,
  author = {{Wang}, H. and {Margellos}, K. and {Papachristodoulou}, A.},
  title = {Safety verification and controller synthesis for systems with input constraints},
  booktitle = {IFAC World Congress},
  pages = {1-6},
  year = {2023}
}

  • Distributionally robust stability of payoff allocations in stochastic coalitional games
    G. Pantazis, B. Franci, S. Grammatico and K. Margellos
    IEEE Conference on Decision and Control, pp. 1-6, 2023
    @inproceedings{CDC_PFGM_2023,
  author = {{Pantazis}, G. and {Franci}, B. and {Grammatico}, S. and {Margellos}, K.},
  title = {Distributionally robust stability of payoff allocations in stochastic coalitional games},
  booktitle = {IEEE Conference on Decision and Control},
  pages = {1-6},
  year = {2023}
}

  • Homomorphically encrypted gradient descent algorithms for quadratic programming
    A. Bertolace, K. Gatsis and K. Margellos
    IEEE Conference on Decision and Control, pp. 1-6, 2023
    @inproceedings{CDC_BGM_2023,
  author = {{Bertolace}, A. and {Gatsis}, K. and {Margellos}, K.},
  title = {Homomorphically encrypted gradient descent algorithms for quadratic programming},
  booktitle = {IEEE Conference on Decision and Control},
  pages = {1-6},
  year = {2023}
}

  • Distributed control design and safety verification for multi-agent systems
    H. Wang, A. Papachristodoulou and K. Margellos
    IEEE Conference on Decision and Control, pp. 1-6, 2023
    @inproceedings{CDC_WPM_2023,
  author = {{Wang}, H. and {Papachristodoulou}, A. and {Margellos}, K.},
  title = {Distributed control design and safety verification for multi-agent systems},
  booktitle = {IEEE Conference on Decision and Control},
  pages = {1-6},
  year = {2023}
}

  • A game theoretic approach for safe and distributed control of unmanned aerial vehicles
    A. Andre do Nascimento, A. Papachristodoulou and K. Margellos
    IEEE Conference on Decision and Control, pp. 1-6, 2023
    @inproceedings{CDC_NPM_2023,
  author = {{Andre do Nascimento}, A. and {Papachristodoulou}, A. and {Margellos}, K.},
  title = {A game theoretic approach for safe and distributed control of unmanned aerial vehicles},
  booktitle = {IEEE Conference on Decision and Control},
  pages = {1-6},
  year = {2023}
}

2022

  • Verification of safety critical control policies using kernel methods
    N. Vertovec, S. Ober-Blobaum, and K. Margellos
    European Control Conference, pp. 1-6, 2022
    @inproceedings{VertovecECC22,
  author = {{Vertovec}, N. and {Ober-Blobaum}, S. and {Margellos}, K.},
  title = {Verification of safety critical control policies using kernel methods},
  booktitle = {European Control Conference},
  pages = {1-6},
  year = {2022}
}

  • Explicit solutions for safety problems using control barrier functions
    H. Wang, K. Margellos and A. Papachristodoulou
    IEEE Conference on Decision and Control, pp. 1-6, 2022
    @inproceedings{WangCDC,
  author = {{Wang}, H. and {Margellos}, K. and {Papachristodoulou}, A.},
  title = {Explicit solutions for safety problems using control barrier functions},
  booktitle = {IEEE Conference on Decision and Control},
  pages = {1-6},
  year = {2022}
}

2021

  • Multi-objective minimum time optimal control for low-thrust trajectory design
    N. Vertovec, S. Ober-Blobaum, and K. Margellos
    European Control Conference, pp. 1-6, 2021
    @inproceedings{VertovecECC,
  author = {{Vertovec}, N. and {Ober-Blobaum}, S. and {Margellos}, K.},
  title = {Multi-objective minimum time optimal control for low-thrust trajectory design},
  booktitle = {European Control Conference},
  pages = {1-6},
  year = {2021}
}

  • New results on resource sharing problems with random agent arrivals and an application to economic dispatch in power systems
    A. Falsone, K. Margellos, J. Zizzo, M. Prandini, and S. Garatti
    IEEE Conference on Decision and Control, pp. 1-6, 2021
    @inproceedings{GarattiCDC,
  author = {{Falsone}, A. and {Margellos}, K. and {Zizzo}, J. and {Prandini}, M. and {Garatti}, S.},
  title = {New results on resource sharing problems with random agent arrivals and an application to economic dispatch in power systems},
  booktitle = {IEEE Conference on Decision and Control},
  pages = {1-6},
  year = {2021}
}

  • Tight sampling and discarding bounds for scenario programs with an arbitrary number of removed samples
    L. Romao, K. Margellos, and A. Papachristodoulou
    Learning for Dynamics and Control (L4DC), pp. 1-12, 2021
    @inproceedings{RomaoLDC,
  author = {{Romao}, L. and {Margellos}, K. and {Papachristodoulou}, A.},
  title = {Tight sampling and discarding bounds for scenario programs with an arbitrary number of removed samples},
  booktitle = {Learning for Dynamics and Control (L4DC)},
  pages = {1-12},
  year = {2021}
}

2020

  • Tight generalization guarantees for the sampling and discarding approach to scenario optimization
    L. Romao, K. Margellos, and A. Papachristodoulou
    IEEE Conference on Decision and Control, pp. 1-6, 2020
    @inproceedings{RomaoCDC,
  author = {{Romao}, L. and {Margellos}, K. and {Papachristodoulou}, A.},
  title = {Tight generalization guarantees for the sampling and discarding approach to scenario optimization},
  booktitle = {IEEE Conference on Decision and Control},
  pages = {1-6},
  year = {2020}
}

  • Agent independent probabilistic robustness guarantees for robust optimization programs with uncertain quadratic cost
    G. Pantazis, F. Fele, and K. Margellos
    IEEE Conference on Decision and Control, pp. 1-6, 2020
    @inproceedings{PantazisCDC,
  author = {{Pantazis}, G. and {Fele}, F. and {Margellos}, K.},
  title = {Agent independent probabilistic robustness guarantees for robust optimization programs with uncertain quadratic cost},
  booktitle = {IEEE Conference on Decision and Control},
  pages = {1-6},
  year = {2020}
}

  • On the robustness of equilibria in generalized aggregative games
    F. Fabiani, K. Margellos, and P. Goulart
    IEEE Conference on Decision and Control, pp. 1-6, 2020
    @inproceedings{FabianiCDC,
  author = {{Fabiani}, F. and {Margellos}, K. and {Goulart}, P.},
  title = {On the robustness of equilibria in generalized aggregative games},
  booktitle = {IEEE Conference on Decision and Control},
  pages = {1-6},
  year = {2020}
}

  • A posteriori probabilistic feasibility guarantees for Nash equilibria in uncertain multi-agent games
    G. Pantazis, F. Fele, and K. Margellos
    IFAC World Congress, pp. 1-6, 2020
    @inproceedings{PantazisIFAC,
  author = {{Pantazis}, G. and {Fele}, F. and {Margellos}, K.},
  booktitle = {IFAC World Congress},
  title = {A posteriori probabilistic feasibility guarantees for Nash equilibria in uncertain multi-agent games},
  pages = {1-6},
  year = {2020}
}

  • Gradient bounded dynamic programming with submodular and concave-extensible value functions
    D. Lebedev, P. Goulart, and K. Margellos
    IFAC World Congress, pp. 1-6, 2020
    @inproceedings{LebedevIFAC,
  author = {{Lebedev}, D. and {Goulart}, P. and {Margellos}, K.},
  title = {Gradient bounded dynamic programming with submodular and concave-extensible value functions},
  booktitle = {IFAC World Congress},
  pages = {1-6},
  year = {2020}
}

  • An incremental scenario approach for building energy management with uncertain occupancy
    A. Karshenas, K. Margellos, and S. Garatti
    IFAC World Congress, pp. 1-6, 2020
    @inproceedings{KarshenasIFAC,
  author = {{Karshenas}, A. and {Margellos}, K. and {Garatti}, S.},
  title = {An incremental scenario approach for building energy management with uncertain occupancy},
  booktitle = {IFAC World Congress},
  pages = {1-6},
  year = {2020}
}

  • A scenario-based approach to multi-agent optimization with distributed information
    A. Falsone, K. Margellos, M. Prandini, and S. Garatti
    IFAC World Congress, pp. 1-6, 2020
    @inproceedings{FalsoneIFAC,
  author = {{Falsone}, A. and {Margellos}, K. and {Prandini}, M. and {Garatti}, S.},
  title = { A scenario-based approach to multi-agent optimization with distributed information},
  booktitle = {IFAC World Congress},
  pages = {1-6},
  year = {2020}
}

2019

  • Convergence rate analysis of a subgradient averaging algorithm for distributed optimisation with different constraint sets
    L. Romao, K. Margellos, G. Notarstefano, and A. Papachristodoulou
    2019 IEEE 58th Conference on Decision and Control (CDC), Vol. , no. , pp. 7448-7453, 2019
    @inproceedings{9029252,
  author = {{Romao}, L. and {Margellos}, K. and {Notarstefano}, G. and {Papachristodoulou}, A.},
  booktitle = {2019 IEEE 58th Conference on Decision and Control (CDC)},
  title = {Convergence rate analysis of a subgradient averaging algorithm for distributed optimisation with different constraint sets},
  year = {2019},
  volume = {},
  number = {},
  pages = {7448-7453},
  doi = {10.1109/CDC40024.2019.9029252}
}

  • Probabilistic sensitivity of Nash equilibria in multi-agent games: a wait-and-judge approach
    F. Fele and K. Margellos
    2019 IEEE 58th Conference on Decision and Control (CDC), Vol. , no. , pp. 5026-5031, 2019
    @inproceedings{9028952,
  author = {{Fele}, F. and {Margellos}, K.},
  booktitle = {2019 IEEE 58th Conference on Decision and Control (CDC)},
  title = {Probabilistic sensitivity of Nash equilibria in multi-agent games: a wait-and-judge approach},
  year = {2019},
  volume = {},
  number = {},
  pages = {5026-5031},
  doi = {10.1109/CDC40024.2019.9028952}
}

  • A Concave Value Function Extension for the Dynamic Programming Approach to Revenue Management in Attended Home Delivery
    D. Lebedev, P. Goulart, and K. Margellos
    2019 18th European Control Conference (ECC), Vol. , no. , pp. 999-1004, 2019
    @inproceedings{8795697,
  author = {{Lebedev}, D. and {Goulart}, P. and {Margellos}, K.},
  booktitle = {2019 18th European Control Conference (ECC)},
  title = {A Concave Value Function Extension for the Dynamic Programming Approach to Revenue Management in Attended Home Delivery},
  year = {2019},
  volume = {},
  number = {},
  pages = {999-1004},
  doi = {10.23919/ECC.2019.8795697}
}

  • Scenario-based Robust Scheduling for Electric Vehicle Charging Games
    F. Fele and K. Margellos
    2019 IEEE International Conference on Environment and Electrical Engineering and 2019 IEEE Industrial and Commercial Power Systems Europe (EEEIC / I CPS Europe), Vol. , no. , pp. 1-6, 2019
    @inproceedings{8783413,
  author = {{Fele}, F. and {Margellos}, K.},
  booktitle = {2019 IEEE International Conference on Environment and Electrical Engineering and 2019 IEEE Industrial and Commercial Power Systems Europe (EEEIC / I CPS Europe)},
  title = {Scenario-based Robust Scheduling for Electric Vehicle Charging Games},
  year = {2019},
  volume = {},
  number = {},
  pages = {1-6},
  doi = {10.1109/EEEIC.2019.8783413}
}

2018

  • Distributed Optimisation for Energy Management in Building Networks
    A. Edwards, J. Calliess, and K. Margellos
    2018 UKACC 12th International Conference on Control (CONTROL), Vol. , no. , pp. 44-49, 2018
    @inproceedings{8516737,
  author = {{Edwards}, A. and {Calliess}, J. and {Margellos}, K.},
  booktitle = {2018 UKACC 12th International Conference on Control (CONTROL)},
  title = {Distributed Optimisation for Energy Management in Building Networks},
  year = {2018},
  volume = {},
  number = {},
  pages = {44-49},
  doi = {10.1109/CONTROL.2018.8516737}
}

2017

  • On the connection between Nash equilibria and social optima in electric vehicle charging control games
    L. Deori, K. Margellos, and M. Prandini
    IFAC-PapersOnLine, Vol. 50, no. 1, pp. 14320 - 14325, 2017
    Link 
    @inproceedings{DEORI201714320,
  title = {On the connection between Nash equilibria and social optima in electric vehicle charging control games},
  journal = {IFAC-PapersOnLine},
  volume = {50},
  number = {1},
  pages = {14320 - 14325},
  year = {2017},
  note = {20th IFAC World Congress},
  issn = {2405-8963},
  doi = {https://doi.org/10.1016/j.ifacol.2017.08.1871},
  url = {http://www.sciencedirect.com/science/article/pii/S2405896317324977},
  author = {Deori, Luca and Margellos, Kostas and Prandini, Maria},
  keywords = {Electric vehicles, optimal charging control, optimization, fixed-point theory, mean-field games}
}

    We consider the problem of optimal charging of heterogeneous plug-in electric vehicles (PEVs). We approach the problem as a multi-agent game in the presence of constraints and formulate an auxiliary minimization program whose solution is shown to be the unique Nash equilibrium of the PEV charging control game, for any finite number of possibly heterogeneous agents. Assuming that the parameters defining the constraints of each vehicle are drawn randomly from a given distribution, we show that, as the number of agents tends to infinity, the value of the game achieved by the Nash equilibrium and the social optimum of the cooperative counterpart of the problem under study coincide for almost any choice of the random heterogeneity parameters. To the best of our knowledge, this result quantifies for the first time the asymptotic behaviour of the price of anarchy for this class of games. A numerical investigation to support our result is also provided.
  • Linear programs for resource sharing among heterogeneous agents: The effect of random agent arrivals
    A. Falsone, K. Margellos, S. Garatti, and M. Prandini
    2017 IEEE 56th Annual Conference on Decision and Control (CDC), Vol. , no. , pp. 3853-3858, 2017
    @inproceedings{8264226,
  author = {{Falsone}, A. and {Margellos}, K. and {Garatti}, S. and {Prandini}, M.},
  booktitle = {2017 IEEE 56th Annual Conference on Decision and Control (CDC)},
  title = {Linear programs for resource sharing among heterogeneous agents: The effect of random agent arrivals},
  year = {2017},
  volume = {},
  number = {},
  pages = {3853-3858},
  doi = {10.1109/CDC.2017.8264226}
}

  • A proximal minimization based distributed approach to power control in wireless networks: Performance and comparative analysis
    S. Mutti, A. Falsone, K. Margellos, and M. Prandini
    2017 IEEE 56th Annual Conference on Decision and Control (CDC), Vol. , no. , pp. 3513-3518, 2017
    @inproceedings{8264174,
  author = {{Mutti}, S. and {Falsone}, A. and {Margellos}, K. and {Prandini}, M.},
  booktitle = {2017 IEEE 56th Annual Conference on Decision and Control (CDC)},
  title = {A proximal minimization based distributed approach to power control in wireless networks: Performance and comparative analysis},
  year = {2017},
  volume = {},
  number = {},
  pages = {3513-3518},
  doi = {10.1109/CDC.2017.8264174}
}

2016

  • Constrained optimal control of stochastic switched affine systems using randomization
    K. Margellos, A. Falsone, S. Garatti, and M. Prandini
    2016 European Control Conference (ECC), Vol. , no. , pp. 2559-2554, 2016
    @inproceedings{7810675,
  author = {{Margellos}, K. and {Falsone}, A. and {Garatti}, S. and {Prandini}, M.},
  booktitle = {2016 European Control Conference (ECC)},
  title = {Constrained optimal control of stochastic switched affine systems using randomization},
  year = {2016},
  volume = {},
  number = {},
  pages = {2559-2554},
  doi = {10.1109/ECC.2016.7810675}
}

  • On decentralized convex optimization in a multi-agent setting with separable constraints and its application to optimal charging of electric vehicles
    L. Deori, K. Margellos, and M. Prandini
    2016 IEEE 55th Conference on Decision and Control (CDC), Vol. , no. , pp. 6044-6049, 2016
    @inproceedings{7799197,
  author = {{Deori}, L. and {Margellos}, K. and {Prandini}, M.},
  booktitle = {2016 IEEE 55th Conference on Decision and Control (CDC)},
  title = {On decentralized convex optimization in a multi-agent setting with separable constraints and its application to optimal charging of electric vehicles},
  year = {2016},
  volume = {},
  number = {},
  pages = {6044-6049},
  doi = {10.1109/CDC.2016.7799197}
}

  • Distributed constrained convex optimization and consensus via dual decomposition and proximal minimization
    A. Falsone, K. Margellos, S. Garatti, and M. Prandini
    2016 IEEE 55th Conference on Decision and Control (CDC), Vol. , no. , pp. 1889-1894, 2016
    @inproceedings{7798540,
  author = {{Falsone}, A. and {Margellos}, K. and {Garatti}, S. and {Prandini}, M.},
  booktitle = {2016 IEEE 55th Conference on Decision and Control (CDC)},
  title = {Distributed constrained convex optimization and consensus via dual decomposition and proximal minimization},
  year = {2016},
  volume = {},
  number = {},
  pages = {1889-1894},
  doi = {10.1109/CDC.2016.7798540}
}

  • Proximal minimization based distributed convex optimization
    K. Margellos, A. Falsone, S. Garatti, and M. Prandini
    2016 American Control Conference (ACC), Vol. , no. , pp. 2466-2471, 2016
    @inproceedings{7525287,
  author = {{Margellos}, K. and {Falsone}, A. and {Garatti}, S. and {Prandini}, M.},
  booktitle = {2016 American Control Conference (ACC)},
  title = {Proximal minimization based distributed convex optimization},
  year = {2016},
  volume = {},
  number = {},
  pages = {2466-2471},
  doi = {10.1109/ACC.2016.7525287}
}

2015

  • Compression learning for chance constrained stochastic MPC
    J. Lygeros, K. Margellos, and M. Prandini
    IFAC-PapersOnLine, Vol. 48, no. 23, pp. 286 - 293, 2015
    Link 
    @inproceedings{LYGEROS2015286,
  title = {Compression learning for chance constrained stochastic MPC},
  journal = {IFAC-PapersOnLine},
  volume = {48},
  number = {23},
  pages = {286 - 293},
  year = {2015},
  note = {5th IFAC Conference on Nonlinear Model Predictive Control NMPC 2015},
  issn = {2405-8963},
  doi = {https://doi.org/10.1016/j.ifacol.2015.11.297},
  url = {http://www.sciencedirect.com/science/article/pii/S2405896315025811},
  author = {Lygeros, John and Margellos, Kostas and Prandini, Maria},
  keywords = {Model predictive control, stochastic systems, machine learning, optimisation problems, randomised optimisation}
}

    Motivated by chance constrained optimisation problems that arise in stochastic model predictive control we investigate the connections between compression learning and scenario based optimisation. We discuss how compression learning provides powerful insight into a fundamental property that ensures optimal solutions to optimisation problems formulated using a finite number of realisations of the uncertainty will also be feasible for other, unseen instances of the uncertainty. This property, known as -consistency-, roughly translates to the requirement that a fixed cardinality subset of the scenarios used to generate the optimal solution are enough to encode all the information needed to reconstruct the solution; all remaining scenarios are in a sense redundant. Computationally the catch of course is it is impossible to know a-priori which of the scenarios will be essential and which not. Moreover, the -unnecessary- scenarios are not wasted even in theory: Their presence is what provides the confidence level with which we can make the statement that the solution is feasible for unseen uncertainty instances. We demonstrate this connection through chance constrained optimisation programs based on a combination of scenarios and robust optimisation.
  • A fuse control paradigm for demand side management: Formulation and stochastic pricing analysis
    K. Margellos and S. Oren
    2015 American Control Conference (ACC), Vol. , no. , pp. 5672-5677, 2015
    @inproceedings{7172228,
  author = {{Margellos}, K. and {Oren}, S.},
  booktitle = {2015 American Control Conference (ACC)},
  title = {A fuse control paradigm for demand side management: Formulation and stochastic pricing analysis},
  year = {2015},
  volume = {},
  number = {},
  pages = {5672-5677},
  doi = {10.1109/ACC.2015.7172228}
}

2014

  • Randomized Nonlinear MPC for Uncertain Control-Affine Systems with Bounded Closed-Loop Constraint Violations
    X. Zhang, S. Grammatico, K. Margellos, P. Goulart, and J. Lygeros
    IFAC Proceedings Volumes, Vol. 47, no. 3, pp. 1649 - 1654, 2014
    Link 
    @inproceedings{ZHANG20141649,
  title = {Randomized Nonlinear MPC for Uncertain Control-Affine Systems with Bounded Closed-Loop Constraint Violations},
  journal = {IFAC Proceedings Volumes},
  volume = {47},
  number = {3},
  pages = {1649 - 1654},
  year = {2014},
  note = {19th IFAC World Congress},
  issn = {1474-6670},
  doi = {https://doi.org/10.3182/20140824-6-ZA-1003.02436},
  url = {http://www.sciencedirect.com/science/article/pii/S1474667016418495},
  author = {Zhang, Xiaojing and Grammatico, Sergio and Margellos, Kostas and Goulart, Paul and Lygeros, John},
  keywords = {scenario approach, randomized methods, non-convex optimization, stochastic control, predictive control}
}

    In this paper we consider uncertain nonlinear control-affine systems with probabilistic constraints. In particular, we investigate Stochastic Model Predictive Control (SMPC) strategies for nonlinear systems subject to chance constraints. The resulting non-convex chance constrained Finite Horizon Optimal Control Problems are computationally intractable in general and hence must be approximated. We propose an approximation scheme which is based on randomization and stems from recent theoretical developments on random non-convex programs. Since numerical solvers for non-convex optimization problems can typically only reach local optima, our method is designed to provide probabilistic guarantees for any local optimum inside a set of chosen complexity. Moreover, the proposed method comes with bounds on the (time) average closed-loop constraint violation when SMPC is applied in a receding horizon fashion. Our numerical example shows that the number of constraints of the proposed random non-convex program can be up to ten times smaller than those required by existing methods.
  • A compression learning perspective to scenario based optimization
    K. Margellos, M. Prandini, and J. Lygeros
    53rd IEEE Conference on Decision and Control, Vol. , no. , pp. 5997-6002, 2014
    @inproceedings{7040328,
  author = {{Margellos}, K. and {Prandini}, M. and {Lygeros}, J.},
  booktitle = {53rd IEEE Conference on Decision and Control},
  title = {A compression learning perspective to scenario based optimization},
  year = {2014},
  volume = {},
  number = {},
  pages = {5997-6002},
  doi = {10.1109/CDC.2014.7040328}
}

  • A scenario approach to non-convex control design: Preliminary probabilistic guarantees
    S. Grammatico, X. Zhang, K. Margellos, P. Goulart, and J. Lygeros
    2014 American Control Conference, Vol. , no. , pp. 3431-3436, 2014
    @inproceedings{6859142,
  author = {{Grammatico}, S. and {Zhang}, X. and {Margellos}, K. and {Goulart}, P. and {Lygeros}, J.},
  booktitle = {2014 American Control Conference},
  title = {A scenario approach to non-convex control design: Preliminary probabilistic guarantees},
  year = {2014},
  volume = {},
  number = {},
  pages = {3431-3436},
  doi = {10.1109/ACC.2014.6859142}
}

2013

  • Stochastic Model Predictive Control using a combination of randomized and robust optimization
    X. Zhang, K. Margellos, P. Goulart, and J. Lygeros
    52nd IEEE Conference on Decision and Control, Vol. , no. , pp. 7740-7745, 2013
    @inproceedings{6761118,
  author = {{Zhang}, X. and {Margellos}, K. and {Goulart}, P. and {Lygeros}, J.},
  booktitle = {52nd IEEE Conference on Decision and Control},
  title = {Stochastic Model Predictive Control using a combination of randomized and robust optimization},
  year = {2013},
  volume = {},
  number = {},
  pages = {7740-7745},
  doi = {10.1109/CDC.2013.6761118}
}

  • Reserve requirements in AC power systems with uncertain generation
    V. Rostampour, K. Margellos, M. Vrakopoulou, M. Prandini, G. Andersson, and J. Lygeros
    IEEE PES ISGT Europe 2013, Vol. , no. , pp. 1-5, 2013
    @inproceedings{6695354,
  author = {{Rostampour}, V. and {Margellos}, K. and {Vrakopoulou}, M. and {Prandini}, M. and {Andersson}, G. and {Lygeros}, J.},
  booktitle = {IEEE PES ISGT Europe 2013},
  title = {Reserve requirements in AC power systems with uncertain generation},
  year = {2013},
  volume = {},
  number = {},
  pages = {1-5},
  doi = {10.1109/ISGTEurope.2013.6695354}
}

  • Stochastic unit commitment and reserve scheduling: A tractable formulation with probabilistic certificates
    K. Margellos, V. Rostampour, M. Vrakopoulou, M. Prandini, G. Andersson, and J. Lygeros
    2013 European Control Conference (ECC), Vol. , no. , pp. 2513-2518, 2013
    @inproceedings{6669532,
  author = {{Margellos}, K. and {Rostampour}, V. and {Vrakopoulou}, M. and {Prandini}, M. and {Andersson}, G. and {Lygeros}, J.},
  booktitle = {2013 European Control Conference (ECC)},
  title = {Stochastic unit commitment and reserve scheduling: A tractable formulation with probabilistic certificates},
  year = {2013},
  volume = {},
  number = {},
  pages = {2513-2518},
  doi = {10.23919/ECC.2013.6669532}
}

  • Probabilistic security-constrained AC optimal power flow
    M. Vrakopoulou, M. Katsampani, K. Margellos, J. Lygeros, and G. Andersson
    2013 IEEE Grenoble Conference, Vol. , no. , pp. 1-6, 2013
    @inproceedings{6652374,
  author = {{Vrakopoulou}, M. and {Katsampani}, M. and {Margellos}, K. and {Lygeros}, J. and {Andersson}, G.},
  booktitle = {2013 IEEE Grenoble Conference},
  title = {Probabilistic security-constrained AC optimal power flow},
  year = {2013},
  volume = {},
  number = {},
  pages = {1-6},
  doi = {10.1109/PTC.2013.6652374}
}

2012

  • Revisiting the Viability Algorithm for Hybrid Systems Using Optimal Control*
    K. Margellos and J. Lygeros
    IFAC Proceedings Volumes, Vol. 45, no. 9, pp. 25 - 32, 2012
    Link 
    @inproceedings{MARGELLOS201225,
  title = {Revisiting the Viability Algorithm for Hybrid Systems Using Optimal Control*},
  journal = {IFAC Proceedings Volumes},
  volume = {45},
  number = {9},
  pages = {25 - 32},
  year = {2012},
  note = {4th IFAC Conference on Analysis and Design of Hybrid Systems},
  issn = {1474-6670},
  doi = {https://doi.org/10.3182/20120606-3-NL-3011.00009},
  url = {http://www.sciencedirect.com/science/article/pii/S147466701537169X},
  author = {Margellos, Kostas and Lygeros, John},
  keywords = {Hybrid systems, viability, optimal control, differential game theory, lattice theory, single machine-load voltage dynamics}
}

    In this paper, we revisit the problem of approximating viability sets for hybrid systems with nonlinear continuous dynamics and competing inputs. As usual in the literature, an iterative algorithm, based on the alternating application of a continuous and a discrete operator, is employed. Three different cases, based on whether the continuous evolution and the number of discrete transitions are finite or infinite, are considered. A complete characterization of the reach-avoid computation (involved in the continuous time calculation) is provided based entirely on optimal control. Moreover, we show convergence of the iterative process by using a constructive version of Tarski’s fixed point theorem, to determine the maximal fixed point of a monotone operator on a complete lattice of closed sets. To illustrate its performance, the viability algorithm is applied to investigate voltage stability for a single machine-load system in case of a line fault.
  • A Robust Reserve Scheduling Technique for Power Systems with High Wind Penetration
    K. Margellos, T. Haring, P. Hokayem, M. Schubiger, and J. Lygeros
    Probabilistic Methods Applied to Power Systems (PMAPS), 2012
    @inproceedings{Margellos_arobust,
  author = {Margellos, Kostas and Haring, Tobias and Hokayem, Peter and Schubiger, Manuel and Lygeros, John},
  title = {A Robust Reserve Scheduling Technique for Power Systems with High Wind Penetration},
  booktitle = {Probabilistic Methods Applied to Power Systems (PMAPS)},
  year = {2012}
}

  • Probabilistic guarantees for the N-1 security of systems with wind power generation
    M. Vrakopoulou, K. Margellos, J. Lygeros, and G. Andersson
    Probabilistic Methods Applied to Power Systems (PMAPS), 2012
    @inproceedings{PMAPS,
  author = {{Vrakopoulou}, M. and {Margellos}, K. and {Lygeros}, J. and {Andersson}, G.},
  title = {Probabilistic guarantees for the $N-1$ security of systems with wind power generation},
  booktitle = {Probabilistic Methods Applied to Power Systems (PMAPS)},
  year = {2012}
}

  • A probabilistic framework for security constrained reserve scheduling of networks with wind power generation
    M. Vrakopoulou, K. Margellos, J. Lygeros, and G. Andersson
    2012 IEEE International Energy Conference and Exhibition (ENERGYCON), Vol. , no. , pp. 452-457, 2012
    @inproceedings{6348195,
  author = {{Vrakopoulou}, M. and {Margellos}, K. and {Lygeros}, J. and {Andersson}, G.},
  booktitle = {2012 IEEE International Energy Conference and Exhibition (ENERGYCON)},
  title = {A probabilistic framework for security constrained reserve scheduling of networks with wind power generation},
  year = {2012},
  volume = {},
  number = {},
  pages = {452-457},
  doi = {10.1109/EnergyCon.2012.6348195}
}

  • Cyber-security of SCADA systems
    G. Andersson, P. M. Esfahani, M. Vrakopoulou, K. Margellos, J. Lygeros, A. Teixeira, G. Dán, H. Sandberg, and K. H. Johansson
    2012 IEEE PES Innovative Smart Grid Technologies (ISGT), Vol. , no. , pp. 1-2, 2012
    @inproceedings{6175543,
  author = {{Andersson}, G. and {Esfahani}, P. M. and {Vrakopoulou}, M. and {Margellos}, K. and {Lygeros}, J. and {Teixeira}, A. and {Dán}, G. and {Sandberg}, H. and {Johansson}, K. H.},
  booktitle = {2012 IEEE PES Innovative Smart Grid Technologies (ISGT)},
  title = {Cyber-security of SCADA systems},
  year = {2012},
  volume = {},
  number = {},
  pages = {1-2},
  doi = {10.1109/ISGT.2012.6175543}
}

2011

  • Optimal Wind Turbine Placement via Randomized Optimization Techniques
    J. Tzanos, K. Margellos, and J. Lygeros
    17th Power Systems Computation Conference 2011 (PSCC), Vol. , no. , pp. 1116-1123, 2011
    @inproceedings{Tzanos,
  author = {{Tzanos}, J. and {Margellos}, K. and {Lygeros}, J.},
  booktitle = {17th Power Systems Computation Conference 2011 (PSCC)},
  title = {Optimal Wind Turbine Placement via Randomized Optimization Techniques},
  year = {2011},
  volume = {},
  number = {},
  pages = {1116-1123}
}

  • Nonlinear control of wind turbines: An approach based on switched linear systems and feedback linearization
    R. Burkart, K. Margellos, and J. Lygeros
    2011 50th IEEE Conference on Decision and Control and European Control Conference, Vol. , no. , pp. 5485-5490, 2011
    @inproceedings{6160709,
  author = {{Burkart}, R. and {Margellos}, K. and {Lygeros}, J.},
  booktitle = {2011 50th IEEE Conference on Decision and Control and European Control Conference},
  title = {Nonlinear control of wind turbines: An approach based on switched linear systems and feedback linearization},
  year = {2011},
  volume = {},
  number = {},
  pages = {5485-5490},
  doi = {10.1109/CDC.2011.6160709}
}

2010

  • A simulation based MPC technique for feedback linearizable systems with input constraints
    K. Margellos and J. Lygeros
    49th IEEE Conference on Decision and Control (CDC), Vol. , no. , pp. 7539-7544, 2010
    @inproceedings{5718023,
  author = {{Margellos}, K. and {Lygeros}, J.},
  booktitle = {49th IEEE Conference on Decision and Control (CDC)},
  title = {A simulation based MPC technique for feedback linearizable systems with input constraints},
  year = {2010},
  volume = {},
  number = {},
  pages = {7539-7544},
  doi = {10.1109/CDC.2010.5718023}
}

  • A robust policy for Automatic Generation Control cyber attack in two area power network
    P. Mohajerin Esfahani, M. Vrakopoulou, K. Margellos, J. Lygeros, and G. Andersson
    49th IEEE Conference on Decision and Control (CDC), Vol. , no. , pp. 5973-5978, 2010
    @inproceedings{5717285,
  author = {{Mohajerin Esfahani}, P. and {Vrakopoulou}, M. and {Margellos}, K. and {Lygeros}, J. and {Andersson}, G.},
  booktitle = {49th IEEE Conference on Decision and Control (CDC)},
  title = {A robust policy for Automatic Generation Control cyber attack in two area power network},
  year = {2010},
  volume = {},
  number = {},
  pages = {5973-5978},
  doi = {10.1109/CDC.2010.5717285}
}

  • Hamilton-Jacobi formulation for reach-avoid problems with an application to air traffic management
    K. Margellos and J. Lygeros
    Proceedings of the 2010 American Control Conference, Vol. , no. , pp. 3045-3050, 2010
    @inproceedings{5530514,
  author = {{Margellos}, K. and {Lygeros}, J.},
  booktitle = {Proceedings of the 2010 American Control Conference},
  title = {Hamilton-Jacobi formulation for reach-avoid problems with an application to air traffic management},
  year = {2010},
  volume = {},
  number = {},
  pages = {3045-3050},
  doi = {10.1109/ACC.2010.5530514}
}

  • Cyber attack in a two-area power system: Impact identification using reachability
    P. Mohajerin Esfahani, M. Vrakopoulou, K. Margellos, J. Lygeros, and G. Andersson
    Proceedings of the 2010 American Control Conference, Vol. , no. , pp. 962-967, 2010
    @inproceedings{5530460,
  author = {{Mohajerin Esfahani}, P. and {Vrakopoulou}, M. and {Margellos}, K. and {Lygeros}, J. and {Andersson}, G.},
  booktitle = {Proceedings of the 2010 American Control Conference},
  title = {Cyber attack in a two-area power system: Impact identification using reachability},
  year = {2010},
  volume = {},
  number = {},
  pages = {962-967},
  doi = {10.1109/ACC.2010.5530460}
}

2009

  • Air traffic management with target windows: An approach using reachability
    K. Margellos and J. Lygeros
    Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference, Vol. , no. , pp. 145-150, 2009
    @inproceedings{5400119,
  author = {{Margellos}, K. and {Lygeros}, J.},
  booktitle = {Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference},
  title = {Air traffic management with target windows: An approach using reachability},
  year = {2009},
  volume = {},
  number = {},
  pages = {145-150},
  doi = {10.1109/CDC.2009.5400119}
}

  • A viability approach for the stabilization of an underactuated underwater vehicle in the presence of current disturbances
    D. Panagou, K. Margellos, S. Summers, J. Lygeros, and K. J. Kyriakopoulos
    Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference, Vol. , no. , pp. 8612-8617, 2009
    @inproceedings{5400954,
  author = {{Panagou}, D. and {Margellos}, K. and {Summers}, S. and {Lygeros}, J. and {Kyriakopoulos}, K. J.},
  booktitle = {Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference},
  title = {A viability approach for the stabilization of an underactuated underwater vehicle in the presence of current disturbances},
  year = {2009},
  volume = {},
  number = {},
  pages = {8612-8617},
  doi = {10.1109/CDC.2009.5400954}
}

Theses

2012

  • Constrained optimal control for complex systems: Analysis and applications
    K. Margellos
    ETH Zurich, 2012
    Link 
    @thesis{thesis2012,
  author = {Margellos, K.},
  title = {Constrained optimal control for complex systems: Analysis and applications},
  school = {ETH Zurich},
  year = {2012},
  %pdf = {/assets/downloads/publications/example_thesis.pdf},
  url = {https://www.research-collection.ethz.ch/handle/20.500.11850/64964}
}