Robust optimal control with adjustable uncertainty sets

DOI10.1016/J.AUTOMATICA.2016.09.016MaRDI QIDQ2374497zbMATH OpenOpenAlexFDO

Authors Maryam Kamgarpour, Angelos Georghiou, John Lygeros, Xiao-Jing Zhang, Paul J. Goulart

Publication date 15 December 2016

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.04700

zbMATH Keywords

robust optimizationrobust optimal controlaffine policiesadjustable uncertainty sets

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Design techniques (robust design, computer-aided design, etc.) (93B51) Control/observation systems with incomplete information (93C41) Transformations (93B17)

Abstract: In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we treat the uncertainty sets in our problems as additional decision variables. In particular, given a finite prediction horizon and a metric for adjusting the uncertainty sets, we address the question of determining the optimal size and shape of the uncertainty sets, while simultaneously ensuring the existence of a control policy that will keep the system within its constraints for all possible disturbance realizations inside the adjusted uncertainty set. Since our problem subsumes the classical constrained robust optimal control design problem, it is computationally intractable in general. We demonstrate that by restricting the families of admissible uncertainty sets and control policies, the problem can be formulated as a tractable convex optimization problem. We show that our framework captures several families of (convex) uncertainty sets of practical interest, and illustrate our approach on a demand response problem of providing control reserves for a power system.

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Cited in

(20)

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• Robust control and recursive utility
• scientific article; zbMATH DE number 4093332 (Why is no real title available?)
• On Nash-Stackelberg-Nash games under decision-dependent uncertainties: model and equilibrium
• Robust duality for the uncertain multitime control optimization problems
• Robust regulation in the presence of norm-bounded uncertainty
• Maximizing perturbation radii for robust convex quadratically constrained quadratic programs
• An almost robust model for minimizing disruption exposures in supply systems
• Fast zonotope-tube-based LPV-MPC for autonomous vehicles
• Centered solutions for uncertain linear equations
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• Robust constrained control of piecewise affine systems through set‐based reachability computations
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