Convergence Analysis and Adaptive Order Selection for the Polynomial Chaos Approach to Direct Optimal Control under Uncertainties

DOI10.1137/17M1133038zbMATH Open1458.49022OpenAlexW3128247264MaRDI QIDQ4965182FDOQ4965182

Authors: Lilli Frison, Christian Kirches 

Publication date: 26 February 2021

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

Full work available at URL: https://doi.org/10.1137/17m1133038

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zbMATH Keywords

spectral methodsstochastic optimal controlparameter uncertaintyparametric optimal controloptimal control under uncertainty

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving randomness (49K45)

Cites Work

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Cited In (3)

• Higher-order sensitivity matrix method for probabilistic solution to uncertain Lambert problem and reachability set problem
• The polynomial chaos approach for reachable set propagation with application to chance-constrained nonlinear optimal control under parametric uncertainties
• Robust optimization of commands based on polynomial chaos and application in flight control

Uses Software

• MUSCOD-II

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