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Summary A method is developed to numerically solve chance constrained optimal control problems. The chance constraints are reformulated as nonlinear constraints that retain the probability properties of the original constraint. The reformulation transforms the chance constrained optimal control problem into a deterministic optimal control problem that can be solved numerically. The new method developed in this paper approximates the chance constraints using Markov Chain Monte Carlo sampling and kernel density estimators whose kernels have integral functions that bound the indicator function. The nonlinear constraints resulting from the application of kernel density estimators are designed with bounds that do not violate the bounds of the original chance constraint. The method is tested on a nontrivial chance constrained modification of a soft lunar landing optimal control problem and the results are compared with results obtained using a conservative deterministic formulation of the optimal control problem. Additionally, the method is tested on a complex chance constrained unmanned aerial vehicle problem. The results show that this new method can be used to reliably solve chance constrained optimal control problems.
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An Overview of Uncertain Control Co-Design Formulations
This article explores various uncertain control co-design (UCCD) problem formulations. While previous work offers formulations that are method-dependent and limited to only a handful of uncertainties (often from one discipline), effective application of UCCD to real-world dynamic systems requires a thorough understanding of uncertainties and how their impact can be captured. Since the first step is defining the UCCD problem of interest, this article aims at addressing some of the limitations of the current literature by identifying possible sources of uncertainties in a general UCCD context and then formalizing ways in which their impact is captured through problem formulation alone (without having to immediately resort to specific solution strategies). We first develop and then discuss a generalized UCCD formulation that can capture uncertainty representations presented in this article. Issues such as the treatment of the objective function, the challenge of the analysis-type equality constraints, and various formulations for inequality constraints are discussed. Then, more specialized problem formulations such as stochastic in expectation, stochastic chance-constrained, probabilistic robust, worst-case robust, fuzzy expected value, and possibilistic chance-constrained UCCD formulations are presented. Key concepts from these formulations, along with insights from closely-related fields, such as robust and stochastic control theory, are discussed, and future research directions are identified.
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- Award ID(s):
- 2034040
- PAR ID:
- 10479666
- Publisher / Repository:
- ASME
- Date Published:
- Journal Name:
- Journal of Mechanical Design
- Volume:
- 145
- Issue:
- 9
- ISSN:
- 1050-0472
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1115/1.4062753
