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Title: Risk-Aware Stochastic Control of a Sailboat
Not AvailableSailboat path-planning is a natural hybrid control problem (due to continuous steering and occasional “tack-switching” maneuvers), with the actual path-to-target greatly affected by stochastically evolving wind conditions. Previous studies have focused on finding risk-neutral policies that minimize the expected time of arrival. In contrast, we present a robust control approach, which maximizes the probability of arriving before a specified deadline/threshold. Our numerical method recovers the optimal risk-aware (and threshold-specific) policies for all initial sailboat positions and a broad range of thresholds simultaneously. This is accomplished by solving two quasi-variational inequalities based on second-order Hamilton-Jacobi-Bellman (HJB) PDEs with degenerate parabolicity. Monte-Carlo simulations show that risk-awareness in sailing is particularly useful when a carefully calculated bet on the evolving wind direction might yield a reduction in the number of tack-switches.  more » « less
Award ID(s):
2111522 1645643
PAR ID:
10655925
Author(s) / Creator(s):
 ;  ;  ;  ;  
Publisher / Repository:
IEEE, 2024 American Control Conference (ACC), Toronto, ON, Canada, 2024
Date Published:
Page Range / eLocation ID:
5460 to 5465
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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