An efficient method for stochastic optimal control with joint chance constraints for nonlinear systems

DOI10.1002/RNC.3999zbMath1426.93370OpenAlexW2769410804MaRDI QIDQ5241789

Ali Mesbah, Joel A. Paulson

Publication date: 1 November 2019

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.3999

zbMATH Keywords

stochastic optimal controljoint chance constraintgeneralized polynomial chaosjoint propagation of probabilistic model uncertainty and stochastic disturbances

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Model predictive control (93B45)

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