An efficient method for stochastic optimal control with joint chance constraints for nonlinear systems (Q5241789)

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scientific article; zbMATH DE number 7125464
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An efficient method for stochastic optimal control with joint chance constraints for nonlinear systems
scientific article; zbMATH DE number 7125464

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    An efficient method for stochastic optimal control with joint chance constraints for nonlinear systems (English)
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    1 November 2019
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    generalized polynomial chaos
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    joint chance constraint
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    joint propagation of probabilistic model uncertainty and stochastic disturbances
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    stochastic optimal control
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