Admissible sets for chance-constrained difference inclusions
Admissible sets for chance-constrained difference inclusions
We study the Maximal Admissible Set (MAS) of a linear difference inclusion under a chance constraint involving random variables with bounded support. After showing that it is difficult to compute this set in general, we suggest inner and outer approximations that can be computed using existing algorithms. The inner approximations are themselves constraint admissible sets and can be represented by a finite number of chance constraints. We give examples to demonstrate the low level of conservatism of these approximations and to illustrate the potential application in Model Predictive Control.
6296-6301
Fleming, James
b59cb762-da45-43b1-b930-13dd9f26e148
Cannon, Mark
d2a52d25-9100-4a93-9bc7-8d10f4f3fa17
1 August 2016
Fleming, James
b59cb762-da45-43b1-b930-13dd9f26e148
Cannon, Mark
d2a52d25-9100-4a93-9bc7-8d10f4f3fa17
Fleming, James and Cannon, Mark
(2016)
Admissible sets for chance-constrained difference inclusions.
In 2016 American Control Conference (ACC).
IEEE.
.
(doi:10.1109/ACC.2016.7526659).
Record type:
Conference or Workshop Item
(Paper)
Abstract
We study the Maximal Admissible Set (MAS) of a linear difference inclusion under a chance constraint involving random variables with bounded support. After showing that it is difficult to compute this set in general, we suggest inner and outer approximations that can be computed using existing algorithms. The inner approximations are themselves constraint admissible sets and can be represented by a finite number of chance constraints. We give examples to demonstrate the low level of conservatism of these approximations and to illustrate the potential application in Model Predictive Control.
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Published date: 1 August 2016
Venue - Dates:
2016 American Control Conference, ACC 2016, , Boston, United States, 2016-07-06 - 2016-07-08
Identifiers
Local EPrints ID: 422579
URI: http://eprints.soton.ac.uk/id/eprint/422579
ISSN: 2378-5861
PURE UUID: 798df1dc-9971-4778-915a-ad03dac3274a
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Date deposited: 25 Jul 2018 16:30
Last modified: 15 Mar 2024 21:27
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Author:
James Fleming
Author:
Mark Cannon
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