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Admissible sets for chance-constrained difference inclusions

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.
2378-5861
6296-6301
IEEE
Fleming, James
b59cb762-da45-43b1-b930-13dd9f26e148
Cannon, Mark
d2a52d25-9100-4a93-9bc7-8d10f4f3fa17
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. pp. 6296-6301 . (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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More information

Published date: 1 August 2016
Venue - Dates: 2016 American Control Conference, Boston, United States, 2016-07-06 - 2016-07-08

Identifiers

Local EPrints ID: 422579
URI: https://eprints.soton.ac.uk/id/eprint/422579
ISSN: 2378-5861
PURE UUID: 798df1dc-9971-4778-915a-ad03dac3274a
ORCID for James Fleming: ORCID iD orcid.org/0000-0003-2936-4644

Catalogue record

Date deposited: 25 Jul 2018 16:30
Last modified: 21 Oct 2019 16:54

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