Rare Event Chance-Constrained Optimal Control Using Polynomial Chaos and Subset Simulation
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 constrain...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2019-03-01
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Series: | Processes |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-9717/7/4/185 |