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@article{Houska:2017:10.1002/oca.2309,
author = {Houska, B and Li, JC and Chachuat, B},
doi = {10.1002/oca.2309},
journal = {Optimal Control Applications & Methods},
pages = {489--502},
title = {Towards rigorous robust optimal control via generalized high-order moment expansion},
url = {http://dx.doi.org/10.1002/oca.2309},
volume = {39},
year = {2017}
}

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TY  - JOUR
AB  - This paper is concerned with the rigorous solution of worst-case robust optimal control problems havingbounded time-varying uncertainty and nonlinear dynamics with affine uncertainty dependence. We proposean  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 theeffect of the infinite-dimensional remainder term on the system state, in a rigorous manner, using ellipsoidalcalculus. 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, robustoptimization  problem,  whose  solution  values  are  also  shown  to  converge  to  those  of  the  original  robustoptimal control problem. We illustrate the applicability and accuracy of this approach with the robust time-optimal control of a motorized robot arm.
AU  - Houska,B
AU  - Li,JC
AU  - Chachuat,B
DO  - 10.1002/oca.2309
EP  - 502
PY  - 2017///
SN  - 1099-1514
SP  - 489
TI  - Towards rigorous robust optimal control via generalized high-order moment expansion
T2  - Optimal Control Applications & Methods
UR  - http://dx.doi.org/10.1002/oca.2309
UR  - http://hdl.handle.net/10044/1/44448
VL  - 39
ER  -

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