Journal Publications:

[22] D. Lebedev, P. Goulart and K. Margellos. Dynamic programming for optimal delivery time slot pricing. submitted, 2019.

[21] L. Romao, K. Margellos, G. Notarstefano and A. Papachristodoulou. Subgradient averaging for multi-agent optimization with different constraint sets.
submitted, 2019.

[20] F. Fele and K. Margellos. Probably approximately correct Nash equilibrium learning. submitted, 2019. pdf

[19] F. Bellushi, A. Falsone, D. Ioli, K. Margellos, S. Garatti and M. Prandini. Distributed optimization for structured programs and its application to resource sharing in building district cooling. submitted, 2019. pdf

[18] A. Falsone, K. Margellos and M. Prandini. A decentralized approach to multi-agent MILPs: finite-time feasibility and performance guarantees, Automatica, 103, 141-150, 2019. pdf

[17] L. Deori, K. Margellos and M. Prandini. Regularized Jacobi iteration for decentralized convex quadratic optimization with separable constraint sets, IEEE Transactions on Control Systems Technology, 27(4), 1636-1644, 2019. pdf

[16] A. Falsone, K. Margellos, S. Garatti and M. Prandini. Finite time distributed averaging over gossip-constrained ring networks. IEEE Transactions on Network Control Systems, 5(3), 879-887, 2018. pdf

[15] L. Deori, K. Margellos and M. Prandini. Price of anarchy in electric vehicle charging control games: When Nash equilibria achieve social welfare. Automatica, 96(10), 150-158, 2018. pdf

[14] L. Romao, K. Margellos and A. Papachristodoulou. Distributed actuator selection: achieving optimality via a primal-dual algorithm. IEEE Control Systems Letters, 2(4), 779-784, 2018. pdf

[13] A. Falsone, K. Margellos and M. Prandini. A distributed iterative algorithm for multi-agent MILPs: finite-time feasibility and performance characterization. IEEE Control Systems Letters, 2(4), 563-568, 2018. pdf

[12] K. Margellos, A. Falsone, S. Garatti and M. Prandini. Distributed constrained optimization and consensus in uncertain networks via proximal minimization. IEEE Transactions on Automatic Control, 63(5), 1372-1387, 2018. pdf

[11] G. Banjac, K. Margellos and P. Goulart. On the convergence of a regularized Jacobi algorithm for convex optimization. IEEE Transactions on Automatic Control, 63(4), 1113-1119, 2018. pdf

[10] A. Falsone, K. Margellos, S. Garatti and M. Prandini. Dual decomposition for multi-agent distributed optimization with coupling constraints.
Automatica, 84(10),  149-158, 2017. pdf

[9] N. Kariotoglou, K. Margellos and J. Lygeros. On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs. Systems and Control Letters, 94, 63-69, 2016. pdf

[8] S. Grammatico, X. Zhang, K. Margellos, P. Goulart and J. Lygeros. A scenario approach for non-convex control design. IEEE Transactions on Automatic Control, 61(2), 334-345, 2016. pdf

[7] K. Margellos and S. Oren. Capacity controlled demand side management: A stochastic pricing analysis. IEEE Transactions on Power Systems, 31(1), 706-717, 2016pdf

[6] K. Margellos, M. Prandini and J. Lygeros. On the connection between compression learning and scenario based single-stage and cascading optimization problems. IEEE Transactions on Automatic Control, 60(10), 2716-2721, 2015. pdfpdf (extended version)

[5] K. Margellos, P. Goulart and J. Lygeros. On the road between robust optimization and the scenario approach for chance constrained optimization problems. IEEE Transactions on Automatic Control, 59(8), 2258-2263, 2014. pdf

[4] K. Margellos and J. Lygeros. Viable Set Computation for Hybrid Systems. Nonlinear Analysis: Hybrid Systems, 10, 45-62, 2013. pdf

[3] M. Vrakopoulou, K. Margellos, J. Lygeros and G. Andersson. A Probabilistic Framework for Reserve Scheduling and N-1 Security Assessment of Systems with High Wind Power Penetration.  IEEE Transactions on Power Systems, 28(4), 3885-3896, 2013. pdf

[2] K. Margellos and J. Lygeros. Toward 4D Trajectory Management in Air Traffic Control: A Study Based on Monte Carlo Simulation and Reachability Analysis. IEEE Transactions on Control Systems Technology, 21(5), 1820-1833, 2013. pdf

[1] K. Margellos and J. Lygeros. Hamilton-Jacobi Formulation for Reach-Avoid Differential Games. IEEE Transactions on Automatic Control, 56(8), 1849-1861, 2011. pdf

Book chapters:

[2] M. Vrakopoulou, P. Mohajerin, K. Margellos, J. Lygeros and G. Andersson. Cyber Attacks in the Automatic Generation Control. in Cyber Physical Systems Approach to Smart Electric Power Grid (S.K. Khaitan, J.D. McCalley, C.C. Liu, eds.), Springer-Verlag, 2015pdf

[1] M. Vrakopoulou, K. Margellos, J. Lygeros and G. Andersson. Probabilistic guarantees for the N-1 security of systems with wind power generation. in Reliability and Risk Evaluation of Wind Integrated Power Systems (R. Billinton, R. Karki, A.K. Verma, eds.), Springer-Verlag, 2013. pdf

Conference publications:

[38] G. Pantazis, F. Fele and K. Margellos. A posteriori probabilistic feasibility guarantees for Nash equilibria in uncertain multi-agent games. IFAC World Congress, Berlin, Germany, 1-6, submitted, 2019.

[37] D. Lebedev, P. Goulart and K. Margellos. Gradient bounded dynamic programming with submodular and concave-extensible value functions. IFAC World Congress, Berlin, Germany, 1-6, submitted, 2019.

[36] A. Karshenas, K. Margellos and S. Garatti. An incremental scenario approach for building energy management with uncertain occupancy. IFAC World Congress, Berlin, Germany, 1-6, submitted, 2019.

[35] A. Falsone, K. Margellos, M. Prandini and S. Garatti. A scenario-based approach to multi-agent optimization with distributed information. IFAC World Congress, Berlin, Germany, 1-6, submitted, 2019.

[34] L. Romao, K. Margellos, G. Notarstefano and A. Papachristodoulou. Convergence rate analysis of a subgradient averaging algorithm for distributed optimization with different constraint sets. IEEE Conference on Decision and Control, Nice, France, 1-6, to appear, 2019.

[33] F. Fele and K. Margellos. Probabilistic sensitivity of Nash equilibria in multi-agent games. IEEE Conference on Decision and Control, Nice, France, 1-6, to appear, 2019.

[32] F. Fele and K. Margellos. Scenario-based robust scheduling for electric vehicle charging games. IEEE Conference on Environment and Electrical Engineering, Genoa, Italy, 1-6, 2019. pdf

[31] D. Lebedev, P. Goulart and K. Margellos. A concave value function extension for the dynamic programming approach to revenue management in attended home delivery. European Control Conference, Naples, Italy, 999-1004, 2019. pdf

[30] A. Edwards, J. Peter-Calliess and K. Margellos. Distributed optimization for energy management in building networks. International UKACC Conference on Control, Sheffield, United Kingdom, 44-49, 2018. pdf
 
[29] A. Falsone, K. Margellos, S. Garatti and M. Prandini. Linear programs for resource sharing among heterogeneous agents: the effect of random agent arrivals. IEEE Conference on Decision and Control, Melbourne, Australia, 3853-3858, 2017. pdf

[28] S. Mutti, A. Falsone, K. Margellos and M. Prandini. A proximal minimization based distributed approach to power control in wireless networks: Performance and comparative analysis. IEEE Conference on Decision and Control, Melbourne, Australia, 3513-3518, 2017. pdf

[27] L. Deori, K. Margellos and M. Prandini. On the connection between Nash equilibria and social optima in electric vehicle charging control games. IFAC World Congress, Toulouse, France, 1-6, 2017, (IFAC Young Author Paper Prize to L. Deori)pdf

[26] L. Deori, K. Margellos and M. Prandini. On decentralized convex optimization in a multi-agent setting with separable constraints and its application to optimal charging of electric vehicles. IEEE Conference on Decision and Control, Las Vegas, USA, 6044-6049, 2016. pdf

[25] A. Falsone, K. Margellos, S. Garatti and M. Prandini. Distributed constrained convex optimization and consensus via dual decomposition and proximal minimization. IEEE Conference on Decision and Control, Las Vegas, USA, 1889-1894, 2016. pdf

[24] K. Margellos, A. Falsone, S. Garatti and M. Prandini. Constrained optimal control of stochastic switched affine systems using randomization. European Control Conference, Aalborg, Denmark, 1-6, 2016. pdf

[23] K. Margellos, A. Falsone, S. Garatti and M. Prandini. Proximal minimization based distributed convex optimization. American Control Conference, Boston, USA, 2466-2471, 2016. pdf

[22] J. Lygeros, K. Margellos and M. Prandini. Compression learning for chance constrained stochastic MPC. IFAC Conference on Nonlinear Model Predictive Control (semi-plenary paper). Seville, Spain, 286-293, 2015. pdf

[21] K. Margellos and S. Oren. A fuse control paradigm for demand side management: Formulation and stochastic pricing analysis. American Control Conference. Chicago, USA, 5672-5677, 2015. pdf 

[20] K. Margellos, M. Prandini and J. Lygeros. A compression learning perspective to scenario based optimization. IEEE Conference on Decision and Control. Los Angeles, USA, 5997-6002, 2014. pdf

[19] X. Zhang, S. Grammatico, K. Margellos, P. Goulart and J. Lygeros. Randomized nonlinear MPC for uncertain control affine systems with bounded closed-loop constraint violations.  IFAC World Congress. Cape Town, South Africa, 1649-1654, 2014. pdf

[18] S. Grammatico, X. Zhang, K. Margellos, P. Goulart and J. Lygeros. A scenario approach to non-convex control design: Preliminary probabilistic guarantees. American Control Conference. Portland, USA, 3431-3436, 2014. pdf

[17] X. Zhang, K. Margellos, P. Goulart and J. Lygeros. Stochastic Model Predictive Control Using a Combination of Randomized and Robust Optimization. IEEE Conference on Decision and Control. Florence, Italy, 7740-7745, 2013. pdf

[16] V. Rostampour, K. Margellos, M. Vrakopoulou, M. Prandini, G. Andersson and J. Lygeros. Reserve Requirements in AC Power Systems with Uncertain Generation. IEEE European Innovative Smart Grid Technologies Conference. Copenhagen, Dennmark, 1-5, 2013. pdf

[15] K. Margellos, V. Rostampour, M. Vrakopoulou, M. Prandini, G. Andersson and J. Lygeros. Stochastic unit commitment and reserve scheduling: A tractable formulation with probabilistic certificates.  European Control Conference. Zürich, Switzerland, 2513-2518 , 2013. pdf

[14] M. Vrakopoulou, M. Katsampani, K. Margellos, J. Lygeros and G. Andersson. Probabilistic security-constrained AC optimal power flow. IEEE PowerTech Conference. Grenoble, France, 1-6, 2013. pdf

[13] G. Andersson, P. Mohajerin, M. Vrakopoulou, K. Margellos, J. Lygeros, A. Texeira, G. Dan, H. Sandberg and K. Johansson. Cyber-security of SCADA systems. IEEE Innovative Smart Grid Technologies Conference. Washington, United States, 1-2, 2012. pdf

[12] M. Vrakopoulou, K. Margellos, J. Lygeros and G. Andersson. A probabilistic framework for security constrained reserve scheduling of networks with wind power generation.  IEEE Conference on Energy and Exhibition. Florence, Italy, 508-513, 2012. pdf

[11] M. Vrakopoulou, K. Margellos, J. Lygeros and G. Andersson. Probabilistic guarantees for the N-1 security of systems with wind power generation. Probabilistic Methods Applied to Power Systems. Istanbul, Turkey, 858-863, 2012. pdf

[10] K. Margellos, T. Haring, P. Hokayem, M. Shubiger, J. Lygeros and G. Andersson. A robust reserve scheduling technique for power systems with high wind penetration. Probabilistic Methods Applied to Power Systems. Istanbul, Turkey, 1-6, 2012. pdf

[9] K. Margellos and J. Lygeros. Revisiting the viability algorithm for hybrid systems using optimal control. IFAC Conference on Analysis and Design of Hybrid Systems. Eindhoven, Netherlands, 25-32, 2012. pdf

[8] R. Burkart, K. Margellos and J. Lygeros. Nonlinear Control of Wind Turbines: An Approach Based on Switched Linear Systems and Feedback Linearization. IEEE Conference on Decision and Control. Florida, USA, 5485-5490, 2011. pdf

[7] J. Tzanos, K. Margellos and J. Lygeros. Optimal Wind Turbine Placement via Randomized Optimization Techniques. Power Systems Computation Conference. Stockholm, Sweden, 1-8, 2011. pdf

[6] K. Margellos and J. Lygeros. A Simulation Based MPC Technique for Feedback Linearizable Systems with Input Constraints. IEEE Conference on Decision and Control. Atlanta, USA, 7539-7544, 2010. pdf

[5] P. Mohajerin, M. Vrakopoulou, K. Margellos, J. Lygeros and G. Andersson. A robust policy for Automatic Generation Control cyber attack in two area power network. IEEE Conference on Decision and Control. Atlanta, USA, 5973-5978, 2010. pdf

[4] P. Mohajerin, M. Vrakopoulou, K. Margellos, J. Lygeros and G. Andersson. Cyber Attack in a Two-Area Power System: Impact Identification using Reachability. American Control Conference. Baltimore, USA, 962-967, 2010. pdf

[3] K. Margellos and J. Lygeros. Hamilton-Jacobi Formulation for Reach-Avoid Problems with an Application to Air Traffic Management. American Control Conference. Baltimore, USA, 3045-3050, 2010. pdf

[2] D. Panagou, K. Margellos, S. Summers, J. Lygeros and K. Kyriakopoulos. A Viability Approach for the Stabilization of an Underactuated Underwater Vehicle in the Presence of Current Disturbances. IEEE Conference on Decision and Control. Shanghai, China, 8612-8617, 2009. pdf

[1] K. Margellos and J. Lygeros. Air Traffic Management with Target Windows: An approach using Reachability. IEEE Conference on Decision and Control. Shanghai, China, 145-150, 2009. pdf

Ph.D. thesis:

Title: Constrained Optimal Control for Complex Systems - Analysis and Applications
Defended on 9 November 2012, Ph.D. exam committee: Prof. John Lygeros (ETH Zurich), Prof. Peter Caines (McGill), Prof. Maria Prandini (Politecnico di Milano)