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Two-stage Optimization Approach to Robust Model Predictive Control with a Joint Chance Constraint

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dc.contributor.advisor Brian Williams en_US
dc.contributor.author Ono, Masahiro en_US
dc.contributor.author Williams, Brian C. en_US
dc.contributor.other Model-based Embedded and Robotic Systems en_US
dc.date.accessioned 2008-03-06T14:30:20Z
dc.date.available 2008-03-06T14:30:20Z
dc.date.issued 2008-03-06 en_US
dc.identifier.other MIT-CSAIL-TR-2008-014 en_US
dc.identifier.uri http://hdl.handle.net/1721.1/40804
dc.description.abstract When controlling dynamic systems such as mobile robots in uncertain environments, there is a trade off between risk and reward. For example, a race car can turn a corner faster by taking a more challenging path. This paper proposes a new approach to planning a control sequence with guaranteed risk bound. Given a stochastic dynamic model, the problem is to find a control sequence that optimizes a performance metric, while satisfying chance constraints i.e. constraints on the upper bound of the probability of failure. We propose a two-stage optimization approach, with the upper stage optimizing the risk allocation and the lower stage calculating the optimal control sequence that maximizes the reward. In general, upper-stage is a non-convex optimization problem, which is hard to solve. We develop a new iterative algorithm for this stage that efficiently computes the risk allocation with a small penalty to optimality. The algorithm is implemented and tested on the autonomous underwater vehicle (AUV) depth planning problem, which demonstrates the substantial improvement in computation cost and suboptimality compared to the prior arts. en_US
dc.description.provenance Submitted by CSAIL Importer (publications-dspace@csail.mit.edu) on 2008-03-06T14:30:19Z No. of bitstreams: 2 MIT-CSAIL-TR-2008-014.pdf: 287720 bytes, checksum: 6d844d38f3fd895c1a617bed18b5cc67 (MD5) MIT-CSAIL-TR-2008-014.ps: 622463 bytes, checksum: bc58eab34fede599ce9c7250163f9a15 (MD5) en
dc.description.provenance Made available in DSpace on 2008-03-06T14:30:20Z (GMT). No. of bitstreams: 2 MIT-CSAIL-TR-2008-014.pdf: 287720 bytes, checksum: 6d844d38f3fd895c1a617bed18b5cc67 (MD5) MIT-CSAIL-TR-2008-014.ps: 622463 bytes, checksum: bc58eab34fede599ce9c7250163f9a15 (MD5) Previous issue date: 2008-03-06 en
dc.format.extent 8 p. en_US
dc.relation Massachusetts Institute of Technology Computer Science and Artificial Intelligence Laboratory en_US
dc.relation en_US
dc.title Two-stage Optimization Approach to Robust Model Predictive Control with a Joint Chance Constraint en_US

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