Solving chance constrained optimal control problems in aerospace via kernel density estimation

DOI10.1002/OCA.2445MaRDI QIDQ4556394zbMATH OpenOpenAlexWikidataFDO

Authors Max Cerf, A. Sassi, Hasnaa Zidani, J.-B. Caillau, Emmanuel Trélat

Publication date 16 November 2018

Published in Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL https://hal.inria.fr/hal-01507063/file/paper_kde.pdf

zbMATH Keywords

aerospace engineeringchance constrained optimizationkernel density estimationoptimal control

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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(12)

• Estimation of dynamic systems using a method of characteristics filter
• Probabilistic constrained optimization on flow networks
• Redundancy implies robustness for bang-bang strategies
• Method for solving chance constrained optimal control problems using biased kernel density estimators
• Optimal Neumann boundary control of a vibrating string with uncertain initial data and probabilistic terminal constraints
• A limited-memory BFGS-based differential evolution algorithm for optimal control of nonlinear systems with mixed control variables and probability constraints
• Convex-concave optimization for a launch vehicle ascent trajectory with chance constraints
• Average cost minimization problems subject to state constraints
• Pontryagin's principle for some probabilistic control problems
• Numerical solution of an optimal control problem with probabilistic and almost sure state constraints
• Optimal control under uncertainty with joint chance state constraints: almost-everywhere bounds, variance reduction, and application to (bi)linear elliptic PDEs
• A switching time optimization strategy for optimal control problems

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