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Chance Constrained Stochastic Optimal Control for Linear Systems with Time Varying Random Plant Parameters - MaRDI portal

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Chance Constrained Stochastic Optimal Control for Linear Systems with Time Varying Random Plant Parameters

From MaRDI portal
Publication:6414250

arXiv2210.09468MaRDI QIDQ6414250

Author name not available (Why is that?)

Publication date: 17 October 2022

Abstract: We propose an open loop control scheme for linear systems with time-varying random elements in the plant's state matrix. This paper focuses on joint chance constraints for potentially time-varying target sets. Under assumption of finite and known expectation and variance, we use the one-sided Vysochanskij-Petunin inequality to reformulate joint chance constraints into a tractable form. We demonstrate our methodology on a two-bus power system with stochastic load and wind power generation. We compare our method with situation approach. We show that the proposed method had superior solve times and favorable optimally considerations.




Has companion code repository: https://github.com/unm-hscl/shawnpriore-time-varying-plant








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