Optimal Control of Uncertain Systems Using Sample Average Approximations

From MaRDI portal
Publication:3462515

DOI10.1137/140983161zbMath1334.49078OpenAlexW2262423468MaRDI QIDQ3462515

Chris Phelps, Johannes O. Royset, Qi Gong

Publication date: 15 January 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f4c713e8ebe6b32e4359bfab3bf7f620750de4d3



Related Items

A new scalable algorithm for computational optimal control under uncertainty, Set-convergence and its application: a tutorial, On controllability of time-varying linear population systems with parameters in unbounded sets, Search-trajectory optimization. I: Formulation and theory, Optimality functions and lopsided convergence, Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization, An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints, An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints, Optimal control of ensembles of dynamical systems, Performance Bounds for PDE-Constrained Optimization under Uncertainty, Fixed-Endpoint Optimal Control of Bilinear Ensemble Systems, Consistent approximations in composite optimization, Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization, An approximation scheme for uncertain minimax optimal control problems, Unnamed Item, On Separating Points for Ensemble Controllability, Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities, Ensemble Control on Lie Groups, Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints, Consistent numerical methods for state and control constrained trajectory optimisation with parameter dependency, Solving equilibrium standby redundancy optimization problem by hybrid PSO algorithm, Convergence Analysis and Adaptive Order Selection for the Polynomial Chaos Approach to Direct Optimal Control under Uncertainties, An operator theoretic approach to linear ensemble control, Consistent approximation of a nonlinear optimal control problem with uncertain parameters


Uses Software


Cites Work