The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
Polynomial chaos theory is a sophisticated method for the analysis of uncertainty propagation in dynamic systems, which is considerably faster than Monte Carlo methods in systems with few random parameters. Classically, all system laws are re-formulated into a deterministic set of equations, but in recent years, a nonintrusive variation has been developed to apply polynomial chaos to black boxes....
We present a new approach to describe the evolution of uncertainty in linear dynamic models with parametric and initial condition uncertainties, and driven by additive white Gaussian stochastic forcing. This is based on the polynomial chaos (PC) series expansion of second order random processes, which has been used in several domains to solve stochastic systems with parametric and initial condition...
We consider discrete-time nonlinear stochastic optimal control problems for which all the data are polynomial. For this class of problems we derive a hierarchy of linear matrix inequality relaxations which is based on occupation measures and moment theory. The dual of the convex problem obtained, which can be interpreted in terms of the Bellman equation, is then used to derive an almost optimal control...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.