What is it about?
Robust controls are of high interest since system states are regularly prone to uncertain influences. In optimal control problems, it is very time-consuming to deal with constraints that enforce worst-case robustness or probabilistic robustness. In this paper it is shown how optimal controls for deterministic optimal control problems that can be solved relatively quickly can be checked a-posteriori for probabilistic robustness and how variations in the bounds in the constraints can be used to control the corresponding probabilistic robustness.
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Why is it important?
While there exists intricate methods for the numerical solution of optimal control problems with probabilistic constraints, it is essential to have a method to obtain probabilistically robust controls that is fast and based on available tools. In this paper we show how by a-posteriori checks for probabilistic robustness and variations in the bounds in the state constraints it is possible to obtain controls that have an interesting level of probabilistic robustness.
Perspectives
We hope that the test for probabilistic robustness will become a part of standard sensitivity-analysis for optimal controls!
Martin Gugat
Friedrich-Alexander-Universitat Erlangen-Nurnberg
Read the Original
This page is a summary of: Probabilistic robustness for compressor controls in transient pipeline networks, Optimization and Engineering, August 2026, Springer Science + Business Media,
DOI: 10.1007/s11081-026-10123-3.
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