The scenario approach for systems and control design |
| |
Authors: | Marco C. Campi [Author Vitae] Simone Garatti [Author Vitae] |
| |
Affiliation: | a Dipartimento di Elettronica per l’Automazione, Università degli Studi di Brescia, Brescia, Italy b Dipartimento di Elettronica e Informazione, Politecnico di Milano, Milano, Italy |
| |
Abstract: | The ‘scenario approach’ is an innovative technology that has been introduced to solve convex optimization problems with an infinite number of constraints, a class of problems which often occurs when dealing with uncertainty. This technology relies on random sampling of constraints, and provides a powerful means for solving a variety of design problems in systems and control. The objective of this paper is to illustrate the scenario approach at a tutorial level, focusing mainly on algorithmic aspects. Its versatility and virtues will be pointed out through a number of examples in model reduction, robust and optimal control. |
| |
Keywords: | Systems and control design Robust convex optimization Probabilistic methods Randomized algorithms |
本文献已被 ScienceDirect 等数据库收录! |
|