Computing Optimal Joint Chance Constrained Control Policies

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dc.contributor.authorSchmid, Niklas
dc.contributor.authorFochesato, Marta
dc.contributor.authorLi, Sarah H.Q.
dc.contributor.authorSutter, Tobias
dc.contributor.authorLygeros, John
dc.date.accessioned2025-07-15T07:46:33Z
dc.date.available2025-07-15T07:46:33Z
dc.date.issued2025-07
dc.description.abstractWe consider the problem of optimally controlling stochastic, Markovian systems subject to joint chance constraints over a finite-time horizon. For such problems, standard dynamic programming is inapplicable due to the time correlation of the joint chance constraints, which calls for non-Markovian, and possibly stochastic, policies. Hence, despite the popularity of this problem, solution approaches capable of providing provably optimal and easy-to-compute policies are still missing. We fill this gap by augmenting the dynamics via a binary state, allowing us to characterize the optimal policies and develop a dynamic programming-based solution method.
dc.description.versionpublisheddeu
dc.identifier.doi10.1109/tac.2025.3546078
dc.identifier.urihttps://kops.uni-konstanz.de/handle/123456789/73956
dc.language.isoeng
dc.subjectDynamic programming (DP)
dc.subjectjoint chance constrained programming
dc.subjectstochastic optimal control
dc.subject.ddc004
dc.titleComputing Optimal Joint Chance Constrained Control Policieseng
dc.typeJOURNAL_ARTICLE
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@article{Schmid2025-07Compu-73956,
  title={Computing Optimal Joint Chance Constrained Control Policies},
  year={2025},
  doi={10.1109/tac.2025.3546078},
  number={7},
  volume={70},
  issn={0018-9286},
  journal={IEEE Transactions on Automatic Control},
  pages={4904--4911},
  author={Schmid, Niklas and Fochesato, Marta and Li, Sarah H.Q. and Sutter, Tobias and Lygeros, John}
}
kops.citation.iso690SCHMID, Niklas, Marta FOCHESATO, Sarah H.Q. LI, Tobias SUTTER, John LYGEROS, 2025. Computing Optimal Joint Chance Constrained Control Policies. In: IEEE Transactions on Automatic Control. IEEE. 2025, 70(7), S. 4904-4911. ISSN 0018-9286. eISSN 1558-2523. Verfügbar unter: doi: 10.1109/tac.2025.3546078deu
kops.citation.iso690SCHMID, Niklas, Marta FOCHESATO, Sarah H.Q. LI, Tobias SUTTER, John LYGEROS, 2025. Computing Optimal Joint Chance Constrained Control Policies. In: IEEE Transactions on Automatic Control. IEEE. 2025, 70(7), pp. 4904-4911. ISSN 0018-9286. eISSN 1558-2523. Available under: doi: 10.1109/tac.2025.3546078eng
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kops.sourcefieldIEEE Transactions on Automatic Control. IEEE. 2025, <b>70</b>(7), S. 4904-4911. ISSN 0018-9286. eISSN 1558-2523. Verfügbar unter: doi: 10.1109/tac.2025.3546078deu
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