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...

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Bibliographic Details
Main Authors: Patrick Piprek, Sébastien Gros, Florian Holzapfel
Format: Article
Language:English
Published: MDPI AG 2019-03-01
Series:Processes
Subjects:
Online Access:https://www.mdpi.com/2227-9717/7/4/185