A framework for robust quadratic optimal control with parametric dynamic model uncertainty using polynomial chaos

Abstract

AbstractWe propose a framework tailored to robust optimal control (OC) problems subject to parametric model uncertainty of system dynamics. First, we identify a generic class of robust objective kernels that are based on the class of deterministic quadratic objectives. It is demonstrated how such kernels can be expressed as a function of the stochastic moments of the state and how the objective terms relate to the robustness and performance of the optimal solution. Second, we engage the generalized polynomial chaos (gPC) framework to propagate uncertainty along the state trajectory. Integrating both frameworks makes way to reformulate the problem as a deterministic OC problem in function of the gPC expansion coefficients that can be solved using existing methods. We apply the framework to solve the problem of robust optimal startup behavior of a nonlinear mechanical drivetrain that is subject to a bifurcation in its dynamics.