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Control of Uncertain Systems: Modelling, Approximation, and Design: A Workshop on the Occasion of Keith Glover's 60th Birthday

Bruce A. Francis ; Malcolm C. Smith ; Jan C. Willems (eds.)

Resumen/Descripción – provisto por la editorial

No disponible.

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Institución detectada Año de publicación Navegá Descargá Solicitá
No detectada 2006 SpringerLink

Información

Tipo de recurso:

libros

ISBN impreso

978-3-540-31754-8

ISBN electrónico

978-3-540-31755-5

Editor responsable

Springer Nature

País de edición

Reino Unido

Fecha de publicación

Información sobre derechos de publicación

© Springer-Verlag Berlin/Heidelberg 2006

Tabla de contenidos

Sample Reuse Techniques for Probabilistic Robust Control

Xinjia Chen; Jorge L. Aravena; Kemin Zhou

Sample reuse techniques have significantly reduced the numerical complexity of probabilistic robustness analysis. Existing results show that for a nested collection of hyper-spheres the complexity of the problem of performing N equivalent i.i.d. (identical and independent) experiments for each sphere is absolutely bounded, independent of the number of spheres and depending only on the initial and final radii. In this chapter we elevate sample reuse to a new level of generality and establish that the numerical complexity of performing N equivalent i.i.d. experiments for a chain of sets is absolutely bounded if the sets are nested. Each set does not even have to be connected, as long as the nested property holds. Thus, for example, the result permits the integration of deterministic and probabilistic analysis to eliminate regions from an uncertainty set and reduce even further the complexity of some problems. With a more general view, the result enables the analysis of complex decision problems mixing real-valued and discrete-valued random variables.

Pp. 417-429