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Document type:
Zeitschriftenaufsatz
Author(s):
Piprek, Patrick; Gros, Sébastien; Holzapfel, Florian
Title:
Rare Event Chance-Constrained Optimal Control Using Polynomial Chaos and Subset Simulation
Abstract:
This study develops a chance--constrained open--loop optimal control (CC--OC) framework capable of handling rare event probabilities. Therefore, the framework uses the generalized polynomial chaos (gPC) method to calculate the probability of fulfilling rare event constraints under uncertainties. Here, the resulting chance constraint (CC) evaluation is based on the efficient sampling provided by the gPC expansion. The subset simulation (SubSim) method is used to estimate the actual probability of...     »
Journal title:
Processes
Year:
2019
Journal volume:
7
Journal issue:
4
Covered by:
Scopus; Web of Science
Fulltext / DOI:
doi:10.3390/pr7040185
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