Convergence Analysis and Adaptive Order Selection for the Polynomial Chaos Approach to Direct Optimal Control under Uncertainties (Q4965182): Difference between revisions

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scientific article; zbMATH DE number 7315932

Language	Label	Description	Also known as
English	Convergence Analysis and Adaptive Order Selection for the Polynomial Chaos Approach to Direct Optimal Control under Uncertainties	scientific article; zbMATH DE number 7315932

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scholarly article

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title

Convergence Analysis and Adaptive Order Selection for the Polynomial Chaos Approach to Direct Optimal Control under Uncertainties (English)

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zbMATH Open document ID

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SIAM Journal on Control and Optimization

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publication date

26 February 2021

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Mathematics Subject Classification ID

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optimal control under uncertainty

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stochastic optimal control

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parameter uncertainty

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spectral methods

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parametric optimal control

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describes a project that uses

MUSCOD-II

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MaRDI profile type

MaRDI publication profile

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cites work

Spectral Finite-Element Methods for Parametric Constrained Optimization Problems

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Spectral Methods and Their Applications

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The polynomial chaos approach for reachable set propagation with application to chance-constrained nonlinear optimal control under parametric uncertainties

0 references

Second order optimality conditions in the smooth case and applications in optimal control

0 references

The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals

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Approximation Results for Orthogonal Polynomials in Sobolev Spaces

0 references

Q4743352

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Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations

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On the convergence of generalized polynomial chaos expansions

0 references

Multivariate Polynomial Chaos Expansions with Dependent Variables

0 references

Time-dependent generalized polynomial chaos

0 references

Q3997987

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Application of polynomial chaos in stability and control

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Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection

0 references

Generalised polynomial chaos expansion approaches to approximate stochastic model predictive control<sup>†</sup>

0 references

Wiener's Polynomial Chaos for the Analysis and Control of Nonlinear Dynamical Systems with Probabilistic Uncertainties [Historical Perspectives]

0 references

A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients

0 references

A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty

0 references

Adaptive Generalized Polynomial Chaos for Nonlinear Random Oscillators

0 references

Surrogate Models for Oscillatory Systems Using Sparse Polynomial Chaos Expansions and Stochastic Time Warping

0 references

Dynamical Polynomial Chaos Expansions and Long Time Evolution of Differential Equations with Random Forcing

0 references

Grid and basis adaptive polynomial chaos techniques for sensitivity and uncertainty analysis

0 references

Consistent approximation of a nonlinear optimal control problem with uncertain parameters

0 references

Optimal Control of Uncertain Systems Using Sample Average Approximations

0 references

Q3285814

0 references

Optimal Control of Inhomogeneous Ensembles

0 references

Optimal control of container cranes

0 references

Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure

0 references

An adaptive multi-element generalized polynomial chaos method for stochastic differential equations

0 references

Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos

0 references

The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

0 references

Adaptive Multilevel Inexact SQP-Methods for PDE-Constrained Optimization with Control Constraints

0 references

full work available at URL

https://doi.org/10.1137/17m1133038

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OpenAlex ID

W3128247264

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Sitelinks

Mathematics(1 entry)

mardi Publication:4965182

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral Finite-Element Methods for Parametric Constrained Optimization Problems
+Normal rank
@@ Property / cites work @@
+Spectral Methods and Their Applications
@@ Property / cites work: Spectral Methods and Their Applications / rank @@
+Normal rank
@@ Property / cites work @@
+The polynomial chaos approach for reachable set propagation with application to chance-constrained nonlinear optimal control under parametric uncertainties
+Normal rank
@@ Property / cites work @@
+Second order optimality conditions in the smooth case and applications in optimal control
+Normal rank
@@ Property / cites work @@
+The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
+Normal rank
@@ Property / cites work @@
+Approximation Results for Orthogonal Polynomials in Sobolev Spaces
+Normal rank
@@ Property / cites work @@
+Q4743352
@@ Property / cites work: Q4743352 / rank @@
+Normal rank
@@ Property / cites work @@
+Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations
+Normal rank
@@ Property / cites work @@
+On the convergence of generalized polynomial chaos expansions
+Normal rank
@@ Property / cites work @@
+Multivariate Polynomial Chaos Expansions with Dependent Variables
+Normal rank
@@ Property / cites work @@
+Time-dependent generalized polynomial chaos
@@ Property / cites work: Time-dependent generalized polynomial chaos / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997987
@@ Property / cites work: Q3997987 / rank @@
+Normal rank
@@ Property / cites work @@
+Application of polynomial chaos in stability and control
+Normal rank
@@ Property / cites work @@
+Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection
+Normal rank
@@ Property / cites work @@
+Generalised polynomial chaos expansion approaches to approximate stochastic model predictive control<sup>†</sup>
+Normal rank
@@ Property / cites work @@
+Wiener's Polynomial Chaos for the Analysis and Control of Nonlinear Dynamical Systems with Probabilistic Uncertainties [Historical Perspectives]
+Normal rank
@@ Property / cites work @@
+A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients
+Normal rank
@@ Property / cites work @@
+A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty
+Normal rank
@@ Property / cites work @@
+Adaptive Generalized Polynomial Chaos for Nonlinear Random Oscillators
+Normal rank
@@ Property / cites work @@
+Surrogate Models for Oscillatory Systems Using Sparse Polynomial Chaos Expansions and Stochastic Time Warping
+Normal rank
@@ Property / cites work @@
+Dynamical Polynomial Chaos Expansions and Long Time Evolution of Differential Equations with Random Forcing
+Normal rank
@@ Property / cites work @@
+Grid and basis adaptive polynomial chaos techniques for sensitivity and uncertainty analysis
+Normal rank
@@ Property / cites work @@
+Consistent approximation of a nonlinear optimal control problem with uncertain parameters
+Normal rank
@@ Property / cites work @@
+Optimal Control of Uncertain Systems Using Sample Average Approximations
+Normal rank
@@ Property / cites work @@
+Q3285814
@@ Property / cites work: Q3285814 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control of Inhomogeneous Ensembles
@@ Property / cites work: Optimal Control of Inhomogeneous Ensembles / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control of container cranes
@@ Property / cites work: Optimal control of container cranes / rank @@
+Normal rank
@@ Property / cites work @@
+Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure
+Normal rank
@@ Property / cites work @@
+An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
+Normal rank
@@ Property / cites work @@
+The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Adaptive Multilevel Inexact SQP-Methods for PDE-Constrained Optimization with Control Constraints
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1137/17m1133038
+Normal rank
@@ Property / OpenAlex ID @@
+W3128247264
@@ Property / OpenAlex ID: W3128247264 / rank @@
+Normal rank