The Scenario Approach to Robust Control Design

DOI10.1109/TAC.2006.875041zbMATH Open1366.93457MaRDI QIDQ5281828FDOQ5281828

Authors: Giuseppe Calafiore, M. C. Campi

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Sensitivity (robustness) (93B35) Design techniques (robust design, computer-aided design, etc.) (93B51) Robust stability (93D09) Stochastic systems in control theory (general) (93E03)

Cited In (only showing first 100 items - show all)

Interval predictor models: identification and reliability
Dynamic traffic assignment under uncertainty: a distributional robust chance-constrained approach
Convergence analysis on a smoothing approach to joint chance constrained programs
Fixed-order $H_\infty$ controller design for nonparametric models by convex optimization
Input design for discrimination between classes of LTI models
A relaxation algorithm with a probabilistic guarantee for robust deviation optimization
Learning noisy functions via interval models
Beyond Chance-Constrained Convex Mixed-Integer Optimization: A Generalized Calafiore-Campi Algorithm and the notion of $S$-optimization
Scenario MIN-MAX optimization and the risk of empirical costs
$H_\infty$ gain-scheduled controller design for rejection of time-varying narrow-band disturbances applied to a benchmark problem
Monte Carlo methods for value-at-risk and conditional value-at-risk: a review
Bicriteria approximation of chance-constrained covering problems
A randomized algorithm for estimating the number of clusters
Randomized sampling for large zero-sum games
Gradient and Hessian of joint probability function with applications on chance-constrained programs
Clustering-based preconditioning for stochastic programs
Safe approximations for distributionally robust joint chance constrained program
Decomposition algorithms for two-stage chance-constrained programs
A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
A theory of the risk for empirical CVaR with application to portfolio selection
Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs
A constraint sampling approach for multi-stage robust optimization
A robust signal control system for equilibrium flow under uncertain travel demand and traffic delay
Branch-and-cut approaches for chance-constrained formulations of reliable network design problems
Convexity and convex approximations of discrete-time stochastic control problems with constraints
Distributionally robust joint chance constraints with second-order moment information
An integer programming approach for linear programs with probabilistic constraints
On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
Non-probabilistic reliability method and reliability-based optimal LQR design for vibration control of structures with uncertain-but-bounded parameters
Varying confidence levels for CVaR risk measures and minimax limits
Probabilistic feasibility guarantees for solution sets to uncertain variational inequalities
Sample average approximation method for chance constrained programming: Theory and applications
Portfolio optimization with $pw$-robustness
Automated verification and synthesis of stochastic hybrid systems: a survey
A statistical learning theory approach for uncertain linear and bilinear matrix inequalities
Value set iteration for Markov decision processes
Control: a perspective
On the expected probability of constraint violation in sampled convex programs
Expected shortfall: heuristics and certificates
Polynomial-time algorithms for probabilistic solutions of parameter-dependent linear matrix inequalities
On the sample size of random convex programs with structured dependence on the uncertainty
Performance assessment and design of abstracted models for stochastic hybrid systems through a randomized approach
Discussion on: ``Why is resorting to fate wise? A critical look at randomized algorithms in systems and control
The robust binomial approach to chance-constrained optimization problems with application to stochastic partitioning of large process networks
Research on probabilistic methods for control system design
Minimization of a class of rare event probabilities and buffered probabilities of exceedance
Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
Randomized methods for design of uncertain systems: sample complexity and sequential algorithms
Interval robust multi-objective algorithm
Robust control of uncertain systems: classical results and recent developments
Optimization under uncertainty with applications to design of truss structures
Iterative robust control: speeding up improvement through iterations
Helly’s theorem: New variations and applications
A GRASP metaheuristic for the robust mapping and routing of dataflow process networks on manycore architectures
Statistical learning theory: a pack-based strategy for uncertain feasibility and optimization problems
Multi-resource allocation in stochastic project scheduling
A survey of randomized algorithms for control synthesis and performance verification
FAST—Fast Algorithm for the Scenario Technique
Trading performance for state constraint feasibility in stochastic constrained control: a randomized approach
Event-triggered $\varepsilon$ level $H_ \infty$ probabilistic control of uncertain systems
Chance-Constrained Binary Packing Problems
Reliable approximations of probability-constrained stochastic linear-quadratic control
Model predictive control: recent developments and future promise
ROPI -- a robust optimization programming interface for C++
Performance-oriented transfer for switching control
Worst-case violation of sampled convex programs for optimization with uncertainty
Wait-and-judge scenario optimization
Robust optimization approximation for joint chance constrained optimization problem
Automated driving: the role of forecasts and uncertainty -- a control perspective
On sample average approximation for two-stage stochastic programs without relatively complete recourse
Multi-cover inequalities for totally-ordered multiple knapsack sets: theory and computation
On Conditional Risk Assessments in Scenario Optimization
Design of survivable wireless backhaul networks with reliability considerations
A distributionally robust optimization approach for two-stage facility location problems
An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
Risk and complexity in scenario optimization
Chance-constrained sneaking trajectory planning for reconnaissance robots
Robust event-driven interactions in cooperative multi-agent learning
A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
Observer design with guaranteed RMS gain for discrete-time LPV systems with Markovian jumps
Stability analysis of LPV systems: scenario approach
The implicit rigid tube model predictive control
Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
Robust stability of Markov jump linear systems through randomized evaluations
A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function
Semidefinite programming for chance constrained optimization over semialgebraic sets
Combining revenue and equity in capacity allocation of imaging facilities
Scenario-based verification of uncertain MDPs
Active fault diagnosis for linear stochastic systems subject to chance constraints
Eventual convexity of probability constraints with elliptical distributions
On the convexity of level-sets of probability functions
Chance-constrained economic dispatch with renewable energy and storage
A new robust MPC using an approximate convex hull
On distributionally robust chance constrained programs with Wasserstein distance
Statistical learning for probability-constrained stochastic optimal control
Probabilistic constraints via SQP solver: application to a renewable energy management problem
Relaxations and approximations of chance constraints under finite distributions
Consistency of the scenario approach

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