Chance Constrained Stochastic Optimal Control for Linear Systems with a Time Varying Random Control Matrix

Code

• github.com/unm-hscl/shawnpriore-random-control
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• github.com/unm-hscl/shawnpriore-random-control-matrix
  OfficialIn papernone★ 0

Abstract

This work proposes an open-loop methodology to solve chance constrained stochastic optimal control problems for linear systems with a stochastic control matrix. We consider a joint chance constraint for polytopic time-varying target sets under moment and unimodality assumptions. We reformulate the chance constraint into individual biconvex constraints using the one-sided Vysochanskij-Petunin inequality. We demonstrate our methodology on two spacecraft rendezvous problems. We compare the proposed method with the scenario approach and moment-based methods based on Cantelli's inequality.

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