Sample Reuse Techniques of Randomized Algorithms for Control under Uncertainty

Details Sample Reuse Techniques of Randomized Algorithms for Control under Uncertainty Sample Reuse Techniques of Randomized Algorithms for Control under Uncertainty

2008-05-12

arxiv.org/abs/0805.1660v2

published in Control of Uncertain System: Modelling, Approximation and Design, pp. 417-429, edited by B. Francis and J. Willem

Mathematics

Optimization and Control

13 pages, 1 figure

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Sample Reuse Techniques of Randomized Algorithms for Control under Uncertainty does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Sample Reuse Techniques of Randomized Algorithms for Control under Uncertainty, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Sample Reuse Techniques of Randomized Algorithms for Control under Uncertainty will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-325619