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arXiv · 2302.01863

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

Shawn Priore·Meeko Oishi
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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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Shawn Priore, Meeko Oishi. 2023-02-03. Chance Constrained Stochastic Optimal Control for Linear Systems with a Time Varying Random Control Matrix. https://arxiv.org/abs/2302.01863

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