2010
DOI: 10.1115/1.4001375
|View full text |Cite
|
Sign up to set email alerts
|

Optimal Control Strategies for Robust Certification

Abstract: We present an optimal control methodology, which we refer to as concentration-ofmeasure optimal control (COMOC), that seeks to minimize a concentration-of-measure upper bound on the probability of failure of a system. The systems under consideration are characterized by a single performance measure that depends on random inputs through a known response function. For these systems, concentration-of-measure upper bound on the probability of failure of a system can be formulated in terms of the mean performance m… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1
1

Citation Types

0
3
0

Year Published

2010
2010
2020
2020

Publication Types

Select...
3
2
1

Relationship

1
5

Authors

Journals

citations
Cited by 6 publications
(3 citation statements)
references
References 16 publications
0
3
0
Order By: Relevance
“…5 This is in contrast to other approaches in robust optimal control, where, for example, the probability of a state constraint violation is required to be less than some small, but given probability, which is then included as an inequality constraint or as new single objective function in the optimal control problem (see e.g. [94]). Instead, Equation (3.8) is treated as an additional objective functional in the optimal control problem.…”
Section: Optimal Control With Uncertaintymentioning
confidence: 96%
“…5 This is in contrast to other approaches in robust optimal control, where, for example, the probability of a state constraint violation is required to be less than some small, but given probability, which is then included as an inequality constraint or as new single objective function in the optimal control problem (see e.g. [94]). Instead, Equation (3.8) is treated as an additional objective functional in the optimal control problem.…”
Section: Optimal Control With Uncertaintymentioning
confidence: 96%
“…This problem is solved numerically using a simulated annealing algorithm for the optimisation and discretising the dynamics (2) via a variational integrator, see [2].…”
Section: Concentration-of-measure Inequalities For Uncertainty Quantimentioning
confidence: 99%
“…Our approximate approach to estimate DOS of SAT instances exploits the concentration of measure inequalities (Boucheron, Lugosi, & Massart, 2013). These inequalities provide bounds on the tails of the distributions of random functions and have been used to construct the theory of generalization in machine learning (Abu-Mostafa, Magdon-Ismail, & Lin, 2012), compute optimal bounds on uncertainty (Owhadi, Scovel, Sullivan, McKerns, & Ortiz, 2013), certify systems (Leyendecker, Lucas, Owhadi, & Ortiz, 2010), compute bias of statistical estimators (Gourgoulias, Katsoulakis, Rey-Bellet, & Wang, 2017), and derive results in random matrix theory (Tao, 2012).…”
Section: Introductionmentioning
confidence: 99%