Joint Chance Constrained Optimal Control via Linear Programming
Journal
IEEE Control Systems Letters
ISSN-Digital
2475-1456
Type
journal article
Date Issued
2024
Author(s)
Abstract
We establish a linear programming formulation for the solution of joint chance constrained optimal control problems over finite time horizons. The joint chance constraint may represent an invariance, reachability or reach-avoid specification that the trajectory must satisfy with a predefined probability. For finite state and action spaces, the solution is exact and our method computationally superior to approaches in the literature. For continuous state or action spaces, our linear programming formulation enables basis function approximations.
Volume
8
Start page
736
End page
741