Towards rigorous robust optimal control via generalized high-order moment expansion

doi:10.1002/oca.2309

	Towards rigorous robust optimal control via generalized high-order moment expansion
	Houska, Boris1 ; Li, Jiaqi C.1 ; Chachuat, Benoit 2
	2018-03-01
发表期刊	OPTIMAL CONTROL APPLICATIONS & METHODS (IF:2.0[JCR-2023],1.9[5-Year])
ISSN	0143-2087
卷号	39 期号:2 页码:489-502
发表状态	已发表
DOI	10.1002/oca.2309
摘要	This study is concerned with the rigorous solution of worst-case robust optimal control problems having bounded time-varying uncertainty and nonlinear dynamics with affine uncertainty dependence. We propose an algorithm that combines existing uncertainty set-propagation and moment-expansion approaches. Specifically, we consider a high-order moment expansion of the time-varying uncertainty, and we bound the effect of the infinite-dimensional remainder term on the system state, in a rigorous manner, using ellipsoidal calculus. We prove that the error introduced by the expansion converges to zero as more moments are added. Moreover, we describe a methodology to construct a conservative, yet more computationally tractable, robust optimization problem, whose solution values are also shown to converge to those of the original robust optimal control problem. We illustrate the applicability and accuracy of this approach with the robust time-optimal control of a motorized robot arm.
关键词	moment expansion robust optimal control set propagation time-varying uncertainty
收录类别	SCI ; SCIE ; EI
语种	英语
资助项目	ShanghaiTech University[F-0203-14-012]
WOS研究方向	Automation & Control Systems ; Operations Research & Management Science ; Mathematics
WOS类目	Automation & Control Systems ; Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000427136800005
出版者	WILEY
WOS关键词	GLOBAL OPTIMIZATION ; DYNAMIC-SYSTEMS ; REACHABLE SETS ; UNCERTAINTY ; INTEGRATION ; ALGORITHM ; BOUNDS
原始文献类型	Article
引用统计	正在获取...
文献类型	期刊论文
条目标识符	https://kms.shanghaitech.edu.cn/handle/2MSLDSTB/18280
专题	信息科学与技术学院_PI研究组_Boris Houska组信息科学与技术学院_硕士生
通讯作者	Chachuat, Benoit
作者单位	1.ShanghaiTech Univ, Sch Informat Sci & Technol, Shanghai 200031, Peoples R China 2.Imperial Coll London, Dept Chem Engn, Ctr Proc Syst Engn, South Kensington Campus, London SW7 2AZ, England
第一作者单位	信息科学与技术学院
第一作者的第一单位	信息科学与技术学院
推荐引用方式 GB/T 7714	Houska, Boris,Li, Jiaqi C.,Chachuat, Benoit. Towards rigorous robust optimal control via generalized high-order moment expansion[J]. OPTIMAL CONTROL APPLICATIONS & METHODS,2018,39(2):489-502.
APA	Houska, Boris,Li, Jiaqi C.,&Chachuat, Benoit.(2018).Towards rigorous robust optimal control via generalized high-order moment expansion.OPTIMAL CONTROL APPLICATIONS & METHODS,39(2),489-502.
MLA	Houska, Boris,et al."Towards rigorous robust optimal control via generalized high-order moment expansion".OPTIMAL CONTROL APPLICATIONS & METHODS 39.2(2018):489-502.