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dc.contributor.author
Kariotoglou, Nikolaos
dc.date.accessioned
2017-06-11T14:56:13Z
dc.date.available
2017-06-11T14:56:13Z
dc.date.issued
2014-10
dc.identifier.uri
http://hdl.handle.net/20.500.11850/95063
dc.description.abstract
In this talk we present key characteristics of the stochastic reachability problem that make its solution particularly difficult when compared to traditional control problems. Being unable to generically solve the problem even for a single step horizon, we show how one can bound the value function using optimization methods. We present a particular method using basis functions and constraint sampling and discuss properties of the obtained solutions. We then analyse the overall structure of the presented method and identify a cascade of scenario optimization programs where the solution of one depends on the solution of the other. We formalize the properties of a solution constructed in this way and compare our results with some existing methods dealing with problems of similar structure.
dc.language.iso
en
dc.publisher
IfA Internal Seminar Series, Zürich
dc.title
Approximate stochastic reachability via cascaded scenario programs: Two step analysis
dc.type
Presentation
ethz.notes
Lecture IfA Internal Seminar Series, Zürich in October 2014.
ethz.publication.status
published
ethz.date.deposited
2017-06-11T14:56:53Z
ethz.source
ECIT
ethz.identifier.importid
imp593652b78e7c411165
ethz.ecitpid
pub:149217
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-20T13:37:51Z
ethz.rosetta.lastUpdated
2018-01-10T05:19:34Z
ethz.rosetta.versionExported
true
ethz.COinS
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