Gugat M, Farshbaf-Shaker MH, Holger H, Henrion R (2020)
Publication Type: Journal article, Original article
Publication year: 2020
Book Volume: 58
Pages Range: 2288-2311
Journal Issue: 4
DOI: 10.1137/19M1269944
| Abstract | References | PDF (618 KB) | ||
In optimal control problems, often initial data are required that are not known exactly in practice. In order to take into account this uncertainty, we consider optimal control problems for a system with an uncertain initial state. A finite terminal time is given. On account of the uncertainty of the initial state, it is not possible to prescribe an exact terminal state. Instead, we are looking for a control that steers the system into a given neighborhood of the desired terminal state with sufficiently high probability. This neighborhood is described in terms of an inequality for the terminal energy. The probabilistic constraint in the considered optimal control problem leads to optimal controls that are robust against the inevitable uncertainties of the initial state. Numerical examples with optimal Neumann control of the wave equation are presented. |
APA:
Gugat, M., Farshbaf-Shaker, M.H., Holger, H., & Henrion, R. (2020). Optimal Neumann Boundary Control of a Vibrating String with Uncertain Initial Data and Probabilistic Terminal Constraints. SIAM Journal on Control and Optimization, 58(4), 2288-2311. https://dx.doi.org/10.1137/19M1269944
MLA:
Gugat, Martin, et al. "Optimal Neumann Boundary Control of a Vibrating String with Uncertain Initial Data and Probabilistic Terminal Constraints." SIAM Journal on Control and Optimization 58.4 (2020): 2288-2311.
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