Team > Prof. Dr. Lars Grüne

Faculty of mathematics, physics & computer science
Department of Mathematics

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.

Faculty of mathematics, physics & computer science
Department of Mathematics

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)
  

Faculty of mathematics, physics & computer science
Department of Mathematics

MODUS-related publications

2024

Journal articles

Lea Bold, Lars Grüne, Manuel Schaller, Karl Worthmann: Data-driven MPC with stability guarantees using extended dynamic mode decomposition. In: IEEE Transactions on Automatic Control, Online First (2024). - S. 1-8.
doi:10.1109/TAC.2024.3431169

Kilian Pioch, Thomas Kriecherbauer, Michael Margaliot, Lars Grüne: Model order reduction for the TASEP Master equation. In: IFAC-PapersOnLine, 58 (2024). - S. 109-114.
doi:10.1016/j.ifacol.2024.10.122

Rami Katz, Thomas Kriecherbauer, Lars Grüne, Michael Margaliot: On the gain of entrainment in a class of weakly contractive bilinear control systems. In: SIAM Journal on Control and Optimization, 62 (2024). - S. 2723-2749.
doi:10.1137/23M1585714

Philipp Braun, Timm Faulwasser, Lars Grüne, Christopher M. Kellett, Willi Semmler, Steven R. Weller: On the social cost of carbon and discounting in the DICE model. In: AIMS Environmental Science, 11 (2024). - S. 471-495.
doi:10.3934/environsci.2024024

Other contributions

Jonas Schießl, Ruchuan Ou, Timm Faulwasser, Michael Heinrich Baumann, Lars Grüne: Near-optimal performance of stochastic economic MPC.. - Bayreuth, 2024-03. - 7 S.
doi:10.48550/arXiv.2403.15159

2023

Journal articles

Gabriele Eichfelder, Lars Grüne, Lisa Krügel, Jonas Schießl: Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC. In: Computational Optimization and Applications, 86 (2023). - S. 1081-1116.
doi:10.1007/s10589-022-00398-4

Lars Grüne, Mario Sperl: Examples for separable control Lyapunov functions and their neural network approximation. In: IFAC-PapersOnLine, 56 (2023). - S. 19-24.
doi:10.1016/j.ifacol.2023.02.004

Ron Ofir, Thomas Kriecherbauer, Lars Grüne, Michael Margaliot: On the gain of entrainment in the n-dimensional ribosome flow model. In: Interface : Journal of the Royal Society, 20 (2023). - .
doi:10.1098/rsif.2022.0763

Matthias Köhler, Lisa Krügel, Lars Grüne, Matthias A. Müller, Frank Allgöwer: Transient Performance of MPC for Tracking. In: IEEE Control Systems Letters, 7 (2023). - S. 2545-2550.
doi:10.1109/LCSYS.2023.3287798

Michael Heinrich Baumann, Michaela Baumann, Lars Grüne, Bernhard Herz: Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations. In: Computational Economics, 62 (2023). - S. 855-890.
doi:10.1007/s10614-022-10285-z

Book sections and proceedings

Jonas Schießl, Ruchuan Ou, Timm Faulwasser, Michael Heinrich Baumann, Lars Grüne: Pathwise turnpike and dissipativity results for discrete-time stochastic linear-quadratic optimal control problems. In: 2023 62nd IEEE Conference on Decision and Control (CDC). - Singapore, Singapore : 2023. - S. 2790-2795.
doi:10.1109/CDC49753.2023.10384081

Mario Sperl, Luca Saluzzi, Lars Grüne, Dante Kalise: Separable approximations of optimal value functions under a decaying sensitivity assumption. In: 62nd IEEE Conference on Decision and Control (CDC) 2023. - Singapore, Singapore : 2023. - S. 259-264.
doi:10.1109/CDC49753.2023.10383497

Philipp Braun, Lars Grüne, Christopher Kellett, Karl Worthmann: Model Predictive Control and Distributed Optimization in Smart Grid Applications. In: Michel Fathi, Enrico Zio, Panos M. Pardalos (Hrsg.): Handbook of Smart Energy Systems. - Cham : Springer, 2023.
doi:10.1007/978-3-030-72322-4_163-1

Lisa Krügel, Timm Faulwasser, Lars Grüne: Local Turnpike Properties in Finite Horizon Optimal Control. In: 62nd IEEE Conference on Decision and Control (CDC) 2023. - Singapore : 2023. - S. 5273-5278.
doi:10.1109/CDC49753.2023.10383850

Other contributions

Ruchuan Ou, Jonas Schießl, Michael Heinrich Baumann, Lars Grüne, Timm Faulwasser: A Polynomial Chaos Approach to Stochastic LQ Optimal Control: Error Bounds and Infinite-Horizon Results.. - Dortmund ; Bayreuth, 2023-11. -
doi:10.48550/arXiv.2311.17596

Jonas Schießl, Ruchuan Ou, Timm Faulwasser, Michael Heinrich Baumann, Lars Grüne: Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control.. - Bayreuth, 2023-09. -
doi:10.48550/arXiv.2309.05422

Jonas Schießl, Michael Heinrich Baumann, Timm Faulwasser, Lars Grüne: On the relationship between stochastic turnpike and dissipativity notions.. - Bayreuth, 2023. -
doi:10.48550/arXiv.2311.07281

2022

Journal articles

Lars Grüne: Dissipativity and optimal control : Examining the Turnpike Phenomenon. In: IEEE Control Systems Magazine, 42 (2022). - S. 74-87.
doi:10.1109/MCS.2021.3139724

Lars Grüne, Lisa Krügel, Matthias A. Müller: Multiobjective strict dissipativity via a weighted sum approach. In: Systems & Control Letters, 170 (2022). - .
doi:10.1016/j.sysconle.2022.105396

Book sections and proceedings

Timm Faulwasser, Lars Grüne: Turnpike Properties in Optimal Control : An Overview of Discrete-Time and Continuous-Time Results. In: Emmanuel Trélat, Enrique Zuazua (Hrsg.): Handbook of Numerical Analysis : Numerical Control. Part A. - Amsterdam : North-Holland, 2022. - S. 367-400.
doi:10.1016/bs.hna.2021.12.011

Other contributions

25th International Symposium on Mathematical Theory of Networks and Systems MTNS 2022. - Michael Heinrich Baumann, Lars Grüne, Birgit Jacob, Karl Worthmann (Hrsg.). - IFAC-PapersOnLine, 55 (2022), 30, 516 S.

2021

Journal articles

Lars Grüne: Computing Lyapunov functions using deep neural networks. In: Journal of Computational Dynamics, 8 (2021). - S. 131-152.
doi:10.3934/jcd.2021006

Michael Heinrich Baumann, Lars Grüne: Does the effort of Monte Carlo pay off? : A case study on stochastic MPC. In: IFAC-PapersOnLine, 54 (2021). - S. 70-75.
doi:10.1016/j.ifacol.2021.08.526

Lars Grüne, Lisa Krügel: Local turnpike analysis using local dissipativity for discrete time discounted optimal control. In: Applied Mathematics and Optimization, 84 (2021). - S. 1585-1606.
doi:10.1007/s00245-021-09805-4

Lars Grüne: Overcoming the curse of dimensionality for approximating Lyapunov functions with deep neural networks under a small-gain condition. In: IFAC-PapersOnLine, 54 (2021). - S. 317-322.
doi:10.1016/j.ifacol.2021.06.152

Lars Grüne, Thomas Kriecherbauer, Michael Margaliot: Random attraction in the TASEP model. In: SIAM Journal on Applied Dynamical Systems, 20 (2021). - S. 65-93.
doi:10.1137/20M131446X

Ruchuan Ou, Michael Heinrich Baumann, Lars Grüne, Timm Faulwasser: A Simulation Study on Turnpikes in Stochastic LQ Optimal Control. In: IFAC-PapersOnLine, 54 (2021). - S. 516-521.
doi:10.1016/j.ifacol.2021.08.294

Lars Grüne, Matthias A. Müller, Christopher M. Kellett, Steven R. Weller: Strict dissipativity for discrete time discounted optimal control problems. In: Mathematical Control and Related Fields, 11 (2021). - S. 771-796.
doi:10.3934/mcrf.2020046

Book sections and proceedings

Chengshuai Wu, Lars Grüne, Thomas Kriecherbauer, Michael Margaliot: Behavior of totally positive differential systems near a periodic solution. In: Proceedings of the 2021 IEEE Conference on Decision and Control (CDC). - Austin, Texas, USA : 2021. - S. 3160-3165.
doi:10.1109/CDC45484.2021.9683061

2020

Journal articles

Philipp Braun, Lars Grüne, Christopher M. Kellett, Steven R. Weller, Karl Worthmann: Towards price-based predictive control of a small scale electricity network. In: International Journal of Control, 93 (2020). - S. 40-61.
doi:10.1080/00207179.2017.1339329

Other contributions

Michael Heinrich Baumann, Michaela Baumann, Lars Grüne, Bernhard Herz: Improving Heterogeneous Agent Models by Avoiding Explicit Discretizations of Stiff Equations. - (Vortrag), Veranstaltung: 8th UECE Conference on Economic and Financial Adjustments, 27. November 2020, Online / Lisbon, Portugal.

Michael Heinrich Baumann, Michaela Baumann, Lars Grüne, Bernhard Herz: Improving Heterogeneous Agent Models by Avoiding Explicit Discretizations of Stiff Equations. - (Vortrag), Veranstaltung: FAST (Finance & Stochastic) Research Seminar, University of Sussex, 11. November 2020, Online / Brighton, Sussex, UK.

Michael Heinrich Baumann, Michaela Baumann, Lars Grüne, Bernhard Herz: Improving Heterogeneous Agent Models by Avoiding Explicit Discretizations of Stiff Equations. - (Vortrag), Veranstaltung: GENED Mini Workshop on Agent Based Modelling and New Economic Dynamics, 5. Oktober 2020, Online.

Michael Heinrich Baumann, Michaela Baumann, Lars Grüne, Bernhard Herz: Improving Heterogeneous Agent Models by Avoiding Explicit Discretizations of Stiff Equations.. - Bayreuth, 2020-04-04. - 38 S.
doi:10.15495/EPub_UBT_00004718

Lars Grüne: Why does strict dissipativity help in model predictive control?.. - Bayreuth, 2020-01. - 4 S.

2019

Journal articles

Christopher M. Kellett, Steven R. Weller, Timm Faulwasser, Lars Grüne, Willi Semmler: Feedback, dynamics, and optimal control in climate economics. In: Annual Reviews in Control, 47 (2019). - S. 7-20.
doi:10.1016/j.arcontrol.2019.04.003

Christian A. Hans, Philipp Braun, Jörg Raisch, Lars Grüne, Carsten Reincke-Collon: Hierarchical distributed model predictive control of interconnected microgrids. In: IEEE Transactions on Sustainable Energy, 10 (2019). - S. 407-416.
doi:10.1109/TSTE.2018.2802922

Lars Grüne, Marleen Stieler: Multiobjective Model Predictive Control for Stabilizing Cost Criteria. In: Discrete and Continuous Dynamical Systems. Series B, 24 (2019). - S. 3905-3928.
doi:10.3934/dcdsb.2018336

Matthias Höger, Lars Grüne: On the relation between detectability and strict dissipativity for nonlinear discrete time systems. In: IEEE Control Systems Letters, 3 (2019). - S. 458-462.
doi:10.1109/LCSYS.2019.2899241

Book sections and proceedings

Michael Heinrich Baumann, Lars Grüne: Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices. In: 2019 12th Asian Control Conference (ASCC). - Piscataway, NJ : IEEE, 2019. - S. 150-155.

Other contributions

Michael Heinrich Baumann, Michaela Baumann, Lars Grüne, Bernhard Herz: On Modeling Heterogeneous Agents Avoiding Stiff Equations. - (Vortrag), Veranstaltung: 43rd Annual Meeting of the AMASES Association for Mathematics Applied to Social and Economic Sciences, September 9-11, 2019, Perugia, Italy.

Michael Heinrich Baumann, Michaela Baumann, Lars Grüne, Bernhard Herz: Analyzing Heterogeneous Agents Models: Avoiding the Explicit Discretization of Stiff Equations. - (Vortrag), Veranstaltung: Graduiertenseminar der VWL-Lehrstühle der Universität Bayreuth, 11./12.07.2019, Bayreuth.

Michael Heinrich Baumann, Michaela Baumann, Lars Grüne, Bernhard Herz: Analyzing Heterogeneous Agents Models: Avoiding the Explicit Discretization of Stiff Equations. - (Vortrag), Veranstaltung: Second Behavioral Macroeconomics Workshop: Heterogeneity and Expectations in Macroeconomics and Finance, June 13-15, 2019, Otto-Friedrich-Universität Bamberg.

Michael Heinrich Baumann, Michaela Baumann, Lars Grüne, Bernhard Herz: Analyzing Heterogeneous Agents Models Avoiding the Explicit Discretization of Stiff Equations (Enlarged Abstract). - Bayreuth, 2019. - 8 S.
doi:10.15495/EPub_UBT_00004307

2018

Journal articles

Timm Faulwasser, Lars Grüne, Matthias A. Müller: Economic Nonlinear Model Predictive Control. In: Foundations and Trends® in Systems and Control, 5 (2018). - S. 1-98.
doi:10.1561/2600000014

Michael Margaliot, Lars Grüne, Thomas Kriecherbauer: Entrainment in the Master Equation. In: Royal Society Open Science, 5 (2018). - .
doi:10.1098/rsos.172157

Philipp Braun, Timm Faulwasser, Lars Grüne, Christopher M. Kellett, Steven R. Weller, Karl Worthmann: Hierarchical distributed ADMM for predictive control with applications in power networks. In: IFAC Journal of Systems and Control, 3 (2018). - S. 10-22.
doi:10.1016/j.ifacsc.2018.01.001

Marleen Stieler, Michael Heinrich Baumann, Lars Grüne: Noncooperative Model Predictive Control for Affine-Quadratic Games. In: Proceedings in Applied Mathematics and Mechanics, 18 (2018). - .
doi:10.1002/pamm.201800036

Lars Grüne, Roberto Guglielmi: Turnpike properties and strict dissipativity for discrete time linear quadratic optimal control problems. In: SIAM Journal on Control and Optimization, 56 (2018). - S. 1282-1302.
doi:10.1137/17M112350X

Book sections and proceedings

Lars Grüne: Dynamic programming, optimal control and model predictive control. In: Saša V. Raković, William S. Levine (Hrsg.): Handbook of Model Predictive Control. - Basel : Birkhäuser, 2018. - S. 29-52.
doi:10.1007/978-3-319-77489-3_2

Lars Grüne, Simon Pirkelmann, Marleen Stieler: Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control problems. In: Gustav Feichtinger, Raimund M. Kovacevic, Gernot Tragler (Hrsg.): Control Systems and Mathematical Methods in Economics: Essays in Honor of Vladimir M. Veliov. - Cham : Springer, 2018. - S. 195-218.
doi:10.1007/978-3-319-75169-6_10

Other contributions

Marleen Stieler, Michael Heinrich Baumann, Lars Grüne: Noncooperative Model Predictive Control. - (Vortrag), Veranstaltung: 89th GAMM Annual Meeting 2018, 19. - 23. März 2018, München.

Marleen Stieler, Michael Heinrich Baumann, Lars Grüne: Nichtkooperative linear-quadratische Spiele, ihre Beziehung zu Riccati-artigen Gleichungen und ein Lösungsansatz mittels Modellprädiktiver Regelung. - (Vortrag), Veranstaltung: Forschungszentrum Modellierung und Simulation (MODUS), 24.01.2018, Bayreuth.

2017

Journal articles

Lars Grüne, Christopher M. Kellett, Steven R. Weller: On the relation between turnpike properties for finite and infinite horizon optimal control problems. In: Journal of Optimization Theory and Applications, 173 (2017). - S. 727-745.
doi:10.1007/s10957-017-1103-6

Michael Heinrich Baumann, Lars Grüne: Simultaneously long short trading in discrete and continuous time. In: Systems & Control Letters, 99 (2017). - S. 85-89.
doi:10.1016/j.sysconle.2016.11.011

Book sections and proceedings

Lars Grüne, Marleen Stieler: Performance Guarantees for Multiobjective Model Predictive Control. In: Proceedings of the 2017 IEEE 56th Annual Conference on Decision and Control (CDC). - Melbourne, Australia : 2017. - S. 5545-5550.
doi:10.1109/CDC.2017.8264482

Matthias A. Müller, Lars Grüne: On the relation between dissipativity and discounted dissipativity. In: Proceedings of the 56th IEEE Annual Conference on Decision and Control (CDC 2017), Melbourne, Australia. - Melbourne : 2017. - S. 5570-5575.
doi:10.1109/CDC.2017.8264486

Other contributions

Michael Heinrich Baumann, Lars Grüne, Bernhard Herz: Effects of Control-based Trading : Between the Poles of Economics&Finance and Mathematics&Engineering. - (Vortrag), Veranstaltung: Interdisciplinary Symposium - Track "interdisciplinarity in economics", July 5-7, 2017, Corté, Università di Corsica, France.

Michael Heinrich Baumann, Lars Grüne: Simultaneously long short trading in discrete and continuous time - AudioSlides, 2017

2016

Journal articles

Lars Grüne: Approximation properties of receding horizon optimal control. In: Jahresbericht der Deutschen Mathematiker-Vereinigung, 118 (2016). - S. 3-37.
doi:10.1365/s13291-016-0134-5

Philipp Braun, Lars Grüne, Christopher M. Kellett, Steven R. Weller, Karl Worthmann: A distributed optimization algorithm for the predictive control of smart grids. In: IEEE Transactions on Automatic Control, 61 (2016). - S. 3898-3911.
doi:10.1109/TAC.2016.2525808

Lars Grüne, Christopher M. Kellett, Steven R. Weller: On a discounted notion of strict dissipativity. In: IFAC-PapersOnLine, 49 (2016). - S. 247-252.
doi:10.1016/j.ifacol.2016.10.171

Lars Grüne, Matthias A. Müller: On the relation between strict dissipativity and turnpike properties. In: Systems & Control Letters, 90 (2016). - S. 45-53.
doi:10.1016/j.sysconle.2016.01.003

Book sections and proceedings

Philipp Braun, Timm Faulwasser, Lars Grüne, Christopher M. Kellett, Steven R. Weller, Karl Worthmann: Maximal Islanding Time For Microgrids via Distributed Predictive Control. In: 22nd International Symposium on Mathematical Theory of Networks and Systems : July 12-15, 2016 (MTNS 2016, Proceedings). - Minneapolis, Minnesota : 2016. - S. 652-659.

Philipp Braun, Lars Grüne, Christopher M. Kellett, Steven R. Weller, Karl Worthmann: Model predictive control of residential energy systems using energy storage and controllable loads. In: Giovanni Russo, Vincenzo Capasso, Giuseppe Nicosia, Vittorio Romano (Hrsg.): Progress in Industrial Mathematics at ECMI 2014. - Heidelberg : Springer, 2016. - S. 617-623.
doi:10.1007/978-3-319-23413-7_85

Other contributions

Michael Heinrich Baumann, Lars Grüne: Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices. - (Vortrag), Veranstaltung: The XVII Workshop on Quantitative Finance - Pisa 2016, 28.-29.01.2016, Pisa.

2015

Journal articles

Karl Worthmann, Christopher M. Kellett, Philipp Braun, Lars Grüne, Steven R. Weller: Distributed and decentralized control of residential energy systems incorporating battery storage. In: IEEE Transactions on Smart Grid, 6 (2015). - S. 1914-1923.
doi:10.1109/TSG.2015.2392081

Matthias A. Müller, Lars Grüne, Frank Allgöwer: On the role of dissipativity in economic model predictive control. In: IFAC-PapersOnLine, 48 (2015). - S. 110-116.
doi:10.1016/j.ifacol.2015.11.269

Book sections and proceedings

Philipp Braun, Lars Grüne, Christopher M. Kellett, Steven R. Weller, Karl Worthmann: Predictive control of a smart grid : a distributed optimization algorithm with centralized performance properties. In: Proceedings of the 54th IEEE Conference on Decision and Control (CDC 2015). - Piscataway, NJ : IEEE, 2015. - S. 5593-5598.
doi:10.1109/CDC.2015.7403096

Faculty of mathematics, physics & computer science
Department of Mathematics

Prof. Dr. Lars Grüne
Executive Board, Core Methods Team

University of Bayreuth
Chair of Applied Mathematics
Universitätsstraße 30
95440 Bayreuth, Germany

Phone: +49-(0)921-55-3270
Fax: +49-(0)921-55-5361
E-mail: lars.gruene@uni-bayreuth.de
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