Pub Date : 2024-11-11DOI: 10.1109/TCST.2024.3495392
{"title":"2023-2024 Index IEEE Transactions on Control Systems Technology Vol. 32","authors":"","doi":"10.1109/TCST.2024.3495392","DOIUrl":"https://doi.org/10.1109/TCST.2024.3495392","url":null,"abstract":"","PeriodicalId":13103,"journal":{"name":"IEEE Transactions on Control Systems Technology","volume":"32 6","pages":"2500-2545"},"PeriodicalIF":4.9,"publicationDate":"2024-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=10750117","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142636413","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this brief, we propose a sequential convex programming (SCP) framework for minimizing the terminal state dispersion of a stochastic dynamical system about a prescribed destination—an important property in high-risk contexts such as spacecraft landing. Our proposed approach seeks to minimize the conditional value-at-risk (CVaR) of the dispersion, thereby shifting the probability distribution away from the tails. This approach provides an optimization framework that is not overly conservative and can accurately capture more information about true distribution, compared with methods which consider only the expected value, or robust optimization methods. The main contribution of this brief is to present an approach that: 1) establishes an optimization problem with CVaR dispersion cost 2) approximated with one of the two novel surrogates which is then 3) solved using an efficient SCP algorithm. In 2), two approximation methods, a sampling approximation (SA) and a symmetric polytopic approximation (SPA), are introduced for transforming the stochastic objective function into a deterministic form. The accuracy of the SA increases with sample size at the cost of problem size and computation time. To overcome this, we introduce the SPA, which avoids sampling by using an alternative approximation and thus offers significant computational benefits. Monte Carlo simulations indicate that our proposed approaches minimize the CVaR of the dispersion successfully.
{"title":"Dispersion Sensitive Optimal Control: A Conditional Value-at-Risk-Based Tail Flattening Approach via Sequential Convex Programming","authors":"Kazuya Echigo;Oliver Sheridan;Samuel Buckner;Behçet Açıkmeşe","doi":"10.1109/TCST.2024.3427910","DOIUrl":"10.1109/TCST.2024.3427910","url":null,"abstract":"In this brief, we propose a sequential convex programming (SCP) framework for minimizing the terminal state dispersion of a stochastic dynamical system about a prescribed destination—an important property in high-risk contexts such as spacecraft landing. Our proposed approach seeks to minimize the conditional value-at-risk (CVaR) of the dispersion, thereby shifting the probability distribution away from the tails. This approach provides an optimization framework that is not overly conservative and can accurately capture more information about true distribution, compared with methods which consider only the expected value, or robust optimization methods. The main contribution of this brief is to present an approach that: 1) establishes an optimization problem with CVaR dispersion cost 2) approximated with one of the two novel surrogates which is then 3) solved using an efficient SCP algorithm. In 2), two approximation methods, a sampling approximation (SA) and a symmetric polytopic approximation (SPA), are introduced for transforming the stochastic objective function into a deterministic form. The accuracy of the SA increases with sample size at the cost of problem size and computation time. To overcome this, we introduce the SPA, which avoids sampling by using an alternative approximation and thus offers significant computational benefits. Monte Carlo simulations indicate that our proposed approaches minimize the CVaR of the dispersion successfully.","PeriodicalId":13103,"journal":{"name":"IEEE Transactions on Control Systems Technology","volume":"32 6","pages":"2468-2475"},"PeriodicalIF":4.9,"publicationDate":"2024-08-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142219181","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Our power and energy systems are becoming more and more integrated and interconnected. The increasing integration of edge devices and dependence on cyber infrastructure provides both the potential for benefits and risks. The integration enables more dynamic and flexible control paradigms while at the same time increasing the cyberattack surface and uncertainty of behavior. Control methodology in this new world must be designed for resilience and must have the ability to withstand, react, and respond to both physical faults and cyber-induced threats [1]