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

Autor:	Lilli Frison, Christian Kirches
Rok vydání:	2021
Předmět:	Stochastic control Nonlinear system Mathematical optimization Control and Optimization Polynomial chaos Applied Mathematics Convergence (routing) MathematicsofComputing_NUMERICALANALYSIS Spectral method Optimal control Focus (optics) Selection (genetic algorithm) Mathematics
Zdroj:	SIAM Journal on Control and Optimization. 59:509-533
ISSN:	1095-7138 0363-0129
Popis:	We consider the use of the polynomial chaos method to approximate optimal control problems with randomly varying uncertain parameters by deterministic surrogate problems. Our focus is on nonlinear ...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::dbfa128905604e6afd5d182c9ac32681 https://doi.org/10.1137/17m1133038 Zobrazit plný text záznamu