Status: Bibliographieeintrag
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| Verfasst von: | Frison, Lilli [VerfasserIn]  |
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| | Kirches, Christian [VerfasserIn] |
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| Titel: | The polynomial chaos approach for reachable set propagation with application to chance-constrained nonlinear optimal control under parametric uncertainties |
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| Verf.angabe: | Lilli Bergner, Christian Kirches |
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| Jahr: | 2018 |
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| Jahr des Originals: | 2017 |
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| Umfang: | 18 S. |
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| Teil: | volume:39 |
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| | year:2018 |
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| | number:2 |
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| | pages:471-488 |
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| | extent:18 |
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| Fussnoten: | Gesehen am 28.06.2019 ; First published: 24 May 2017 |
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| Titel Quelle: | Enthalten in: Optimal control, applications and methods |
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| Ort Quelle: | New York, NY [u.a.] : Wiley, 1996 |
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| Jahr Quelle: | 2018 |
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| Band/Heft Quelle: | 39(2018), 2, Seite 471-488 |
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| ISSN Quelle: | 1099-1514 |
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| Abstract: | Optimal control problems with parametric uncertainties frequently arise in control practice and can be addressed by means of a probabilistic robustification using the concept of chance constraints. In this article, we develop an efficient method based on the polynomial chaos expansion to compute nonlinear propagations of the reachable sets of all uncertain states and show how it can be used to approximate nonlinear and joint chance constraints. The strength of the obtained estimator in guaranteeing a satisfaction level is supported by providing an a priori error estimate with exponential convergence in case of sufficiently smooth solutions. The proposed approach is readily implemented in existing state-of-the-art direct methods to optimal control and is evaluated for 2 real-world nonlinear uncertain optimal control problems. The achieved level of robustness in terms of constraint satisfaction is verified by extensive Monte Carlo sampling. |
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| DOI: | doi:10.1002/oca.2329 |
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| URL: | Bitte beachten Sie: Dies ist ein Bibliographieeintrag. Ein Volltextzugriff für Mitglieder der Universität besteht hier nur, falls für die entsprechende Zeitschrift/den entsprechenden Sammelband ein Abonnement besteht oder es sich um einen OpenAccess-Titel handelt.
Volltext ; Verlag: https://doi.org/10.1002/oca.2329 |
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| | Volltext: https://onlinelibrary.wiley.com/doi/abs/10.1002/oca.2329 |
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| | DOI: https://doi.org/10.1002/oca.2329 |
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| Datenträger: | Online-Ressource |
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| Sprache: | eng |
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| Sach-SW: | chance constraint robustification |
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| | nonlinear optimal control |
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| | optimization under uncertainty |
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| | reachable set propagation |
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| | robust optimal control |
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| | stochastic optimal control |
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| | uncertain dynamic systems |
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| K10plus-PPN: | 1668082942 |
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| Verknüpfungen: | → Zeitschrift |
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¬The¬ polynomial chaos approach for reachable set propagation with application to chance-constrained nonlinear optimal control under parametric uncertainties / Frison, Lilli [VerfasserIn]; 2018 (Online-Ressource)
68402588
