نتایج جستجو برای: chance constrained

تعداد نتایج: 113647  

2010
Brian C. Williams Masahiro Ono

This paper considers finite-horizon optimal control for multi-agent systems subject to additive Gaussiandistributed stochastic disturbance and a chance constraint. The problem is particularly difficult when agents are coupled through a joint chance constraint, which limits the probability of constraint violation by any of the agents in the system. Although prior approaches [1][2] can solve such...

Journal: :Automatica 2021

The controller state and reference governor (CSRG) is an add-on scheme for nominal closed-loop systems with dynamic controllers which supervises the internal input to system enforce pointwise-in-time constraints. By admitting both modifications, CSRG can achieve enlarged constrained domain of attraction compared conventional schemes where only modification permitted. This paper studies subject ...

Journal: :Mathematical Methods of Operations Research 2006

Journal: :Mathematical Programming 2022

We study a generalized distributionally robust chance-constrained set covering problem (DRC) with Wasserstein ambiguity set, where both decisions and uncertainty are binary-valued. establish the NP-hardness of DRC recast it as two-stage stochastic program, which facilitates decomposition algorithms. Furthermore, we derive two families valid inequalities. The first family targets hypograph “shif...

Journal: :Journal of the Korean Mathematical Society 2010

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