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

DOI10.1137/17M1133038zbMath1458.49022OpenAlexW3128247264MaRDI QIDQ4965182

Lilli Frison, Christian Kirches

Publication date: 26 February 2021

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1133038

zbMATH Keywords

stochastic optimal controlparameter uncertaintyparametric optimal controlspectral methodsoptimal control under uncertainty

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving randomness (49K45)

Uses Software

• MUSCOD-II

Cites Work

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