Publications

This page presents a selection of my research outputs, spanning journal articles, conference papers, books, and theses. The works are grouped by category and year, with the most recent contributions listed first. My publications reflect ongoing interests in stochastic modelling, optimisation, control of complex systems, and quantitative risk management, with applications across energy, infrastructure, and finance.

In Preprations

V. Rostampour. Book Project: Quantitative Interview Questions (QIQ V1.0)
V. Rostampour. Stabilising Lifetime PD Models under Forecast Uncertainty. In Preparation to submit for Journal of Credit Risk
V. Rostampour, Akiko Takeda, Takafumi Kanamori. Vanishing Duality Gap in Uncertain Nonconvex Problems. In Preparation to submit for SIAM Journal on Optimization (SIOPT)

Journal Articles

2021

V. Rostampour, T. Keviczky. Distributed Stochastic MPC for Large-Scale Systems with Private and Common Uncertainty Sources. Energies, 14(1), 23, 2021. DOI: 10.3390/en14010023

2020

V. Rostampour, T. Keviczky. Demand Flexibility Management for Buildings-to-Grid Integration with Uncertain Generation. Energies, 13(24):6532, 2020. DOI: 10.3390/en13246532
V. Rostampour, R. Ferrari, A. H. Teixeira, T. Keviczky. Privatized Distributed Anomaly Detection for Large-Scale Nonlinear Uncertain Systems. IEEE Transactions on Automatic Control, 66(11):5299–5313, 2021. DOI: 10.1109/TAC.2020.3040251 PDF

2019

Z. Sun, V. Rostampour, M. Cao. Self-Triggered Stochastic MPC for Linear Systems with Disturbances. IEEE Control Systems Letters, 3(4):787–792, 2019. DOI: 10.1109/LCSYS.2019.2918763
V. Rostampour, M. Jaxa-Rozen, M. Bloemendal, J. Kwakkel, T. Keviczky. ATES Smart Grids: Large-Scale Seasonal Energy Storage as A Distributed Energy Management Solution. Applied Energy, 242:624–639, 2019. DOI: 10.1016/j.apenergy.2019.03.110

2018

V. Rostampour, O. t. Haar, T. Keviczky. Distributed Stochastic Reserve Scheduling in AC Power Systems With Uncertain Generation. IEEE Transactions on Power Systems, 34:1005–1020, 2018. DOI: 10.1109/TPWRS.2018.2878888
V. Rostampour, T. Keviczky. Probabilistic Energy Management for Building Climate Comfort in Smart Thermal Grids with Seasonal Storage Systems. IEEE Transactions on Smart Grid, 10:3687–3697, 2018. DOI: 10.1109/TSG.2018.2834150 arXiv:1611.03206 PDF

2016

V. Rostampour, M. Jaxa-Rozen, M. Bloemendal, T. Keviczky. Building Climate Energy Management in Smart Thermal Grids via Aquifer Thermal Energy Storage Systems. Energy Procedia, 97:59–66, 2016. DOI: 10.1016/j.egypro.2016.10.019

Conference Papers

2020

J. Venkatasubramanian, V. Rostampour, T.S. Badings, T. Keviczky. Stochastic MPC for Energy Management in Smart Grids with CVaR as Penalty Function. IEEE PES ISGT-Europe, 309–313, 2020. DOI: 10.1109/ISGT-Europe47291.2020.9248769

2019

V. Rostampour, T.S. Badings, J.M.A. Scherpen. Buildings-to-Grid Integration with High Wind Power Penetration. CDC, 2976–2981, Nice, 2019. DOI: 10.1109/CDC40024.2019.9030242
T.S. Badings, V. Rostampour, J.M.A. Scherpen. Distributed Building Energy Storage Units for Frequency Control Service in Power Systems. IFAC SGRES, 52(4):228–233, Jeju, 2019. DOI: 10.1016/j.ifacol.2019.08.190

2018

S. Boersma, V. Rostampour, B. Doekemeijer, J.W. van Wingerden, T. Keviczky. A Model Predictive Wind Farm Controller with Linear Parameter-Varying Models. IFAC NMPC, Madison, 2018. DOI: 10.1016/j.ifacol.2018.11.020
V. Rostampour, R. Ferrari, A. Teixeira, T. Keviczky. Differentially-Private Distributed Fault Diagnosis for Large-Scale Nonlinear Uncertain Systems. IFAC SAFEPROCESS, 51(24):975–982, Warsaw, 2018. DOI: 10.1016/j.ifacol.2018.09.703
S. Boersma, V. Rostampour, B. Doekemeijer, J.W. van Wingerden. A Constrained Model Predictive Wind Farm Controller Providing Active Power Control: LES Study. TORQUE Conference, IOP Journal of Physics: Conf. Series, Milan, 2018. DOI: 10.1088/1742-6596/1037/3/032023
V. Rostampour, T. Keviczky. Distributed Stochastic Model Predictive Control Synthesis for Large-Scale Uncertain Linear Systems. ACC, 2071–2077, Milwaukee, 2018. DOI: 10.23919/ACC.2018.8431452 arXiv:1703.06273 PDF

2017

V. Rostampour, O. t. Haar, T. Keviczky. Tractable Reserve Scheduling in AC Power Systems With Uncertain Wind Power Generation. CDC, 2647–2654, Melbourne, 2017. DOI: 10.1109/CDC.2017.8264043
V. Rostampour, T. Keviczky. Energy Management for Building Climate Comfort in Uncertain Smart Thermal Grids with ATES. IFAC World Congress, 50(1):13698–13705, Toulouse, 2017. DOI: 10.1016/j.ifacol.2017.08.2170
V. Rostampour, R. Ferrari, T. Keviczky. A Set Based Probabilistic Approach to Threshold Design for Optimal Fault Detection. ACC, 5422–5429, Seattle, 2017. DOI: 10.23919/ACC.2017.7963798
V. Rostampour, M. Bloemendal, T. Keviczky. MPC of GSHP coupled with ATES System in Heating and Cooling Networks of a Building. IEA Heat Pump Conference, Rotterdam, 2017. PDF
M. Bloemendal, M. Jaxa-Rozen, V. Rostampour. Use it or Lose it: Adaptive Governance of Aquifers with ATES. IEA Heat Pump Conference, Rotterdam, 2017. PDF

2016

V. Rostampour, D. Adzkiya, S. Soudjani, B. De Schutter, T. Keviczky. Chance Constrained Model Predictive Controller Synthesis for Stochastic Max-Plus Linear Systems. IEEE SMC, 3581–3588, Budapest, 2016. DOI: 10.1109/SMC.2016.7844789
V. Rostampour, M. Bloemendal, M. Jaxa-Rozen, T. Keviczky. A Control-Oriented Model For Combined Building Climate Comfort and Aquifer Thermal Energy Storage System. EGC, Strasbourg, 2016. PDF
M. Jaxa-Rozen, M. Bloemendal, V. Rostampour, J. Kwakkel. Assessing the sustainable application of Aquifer Thermal Energy Storage. EGC, Strasbourg, 2016. PDF
V. Rostampour, T. Keviczky. Robust Randomized Model Predictive Control for Energy Balance in Smart Thermal Grids. ECC, 1201–1208, Aalborg, 2016. DOI: 10.1109/ECC.2016.7810453

2015

V. Rostampour, P. Mohajerin Esfahani, T. Keviczky. Stochastic Nonlinear Model Predictive Control of an Uncertain Batch Polymerisation Reactor. IFAC NMPC, 540–545, Seville, 2015. DOI: 10.1016/j.ifacol.2015.11.334

2013

V. Rostampour, K. Margellos, M. Vrakopoulou, M. Prandini, G. Andersson, J. Lygeros. Reserve Requirements in AC Power Systems With Uncertain Generation. IEEE ISGT-Europe, 1–5, Copenhagen, 2013. DOI: 10.1109/ISGTEurope.2013.6695354
K. Margellos, V. Rostampour, M. Vrakopoulou, M. Prandini, G. Andersson, J. Lygeros. Stochastic Unit Commitment and Reserve Scheduling: A Tractable Formulation with Probabilistic Certificates. ECC, 2513–2518, Zürich, 2013. DOI: 10.23919/ECC.2013.6669532

Books & Chapters

2019

Rostampour, Vahab, Ter Haar, Ole, Keviczky, Tamas. Computationally tractable reserve scheduling for AC power systems with wind power generation. In Palensky et al. (eds), Springer, Cham, 2019. DOI: 10.1007/978-3-030-00057-8_10
Rostampour, Vahab, Ananduta, Wicak, Keviczky, Tamas. Distributed stochastic thermal energy management in smart thermal grids. In Palensky et al. (eds), Springer, Cham, 2019. DOI: 10.1007/978-3-030-00057-8_7

Dissertations

2018 — September

Ph.D. Degree: Applied Mathematics and Control Systems Engineering
- Thesis Title: Distributed Data-Driven Decision Making in Uncertain Networked Systems with Applications in Smart Energy Systems DOI: 10.4233/uuid:b620d797-9e41-4ea4-8fd2-6375aab609a9
- Supervisors:
  - Prof. Dr. Nathan van de Wouw (Eindhoven University of Technology)
  - Prof. Dr. Tamás Keviczky (Delft University of Technology)
- PhD Exam Committee:
  - Prof. Dr. Bart De Schutter (Delft University of Technology)
  - Prof. Dr. Peter Palensky (Delft University of Technology)
  - Prof. Dr. Riccardo Scattolini (Politecnico di Milano, Italy)
  - Prof. Dr. André Teixeira (Uppsala University, Sweden)

2013 — April

MS.c. Degree: Control Systems Engineering
- Thesis Title: Tractable Reserve Scheduling Formulations for Power Systems with Uncertain Generation PDF
- Supervisors:
  - Prof. Dr. John Lygeros (ETH Zurich)
  - Prof. Dr. Maria Prandini (Politecnico di Milano)

2008 — April

BS.c. Degree: Electrical and Electronic Engineering
- Thesis Title: Web-Based Control Technologies for Smart Building Automations
- Supervisor:
  - Prof. Dr. Mahmoud Seifouri