Hiro Ono visit, February 2012 - Revision history

Murray: /* Schedule */

2012-02-07T06:40:05Z

Schedule

← Older revision		Revision as of 06:40, 7 February 2012
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	* 12:00 pm: Lunch with Necmiye Ozay + 2		* 12:00 pm: Lunch with Necmiye Ozay + 2
	** Richard will join at ~1 pm (so try for a table on the patio -:)		** Richard will join at ~1 pm (so try for a table on the patio -:)
	* 1:30 pm: Eric		* 1:30 pm: Eric Wolff, meet in Steele library
	* 2:15 pm: Necmiye		* 2:15 pm: Necmiye, meet in Steele library
	* 3:00 pm: Scott Livingston ~~(...can move time to 16:30 if needed)~~		* 3:00 pm: Scott Livingston, meet in Steele library
	* 3:45 pm: Open		* 3:45 pm: Open

Murray at 06:39, 7 February 2012

2012-02-07T06:39:26Z

← Older revision		Revision as of 06:39, 7 February 2012
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	* 3:00 pm: Scott Livingston (...can move time to 16:30 if needed)		* 3:00 pm: Scott Livingston (...can move time to 16:30 if needed)
	* 3:45 pm: Open		* 3:45 pm: Open
	* 4:30 pm: Open

	=== Abstract ===		=== Abstract ===

Slivings: /* Schedule */

2012-02-05T04:39:24Z

Schedule

← Older revision		Revision as of 04:39, 5 February 2012
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	* 1:30 pm: Eric		* 1:30 pm: Eric
	* 2:15 pm: Necmiye		* 2:15 pm: Necmiye
	* 3:00 pm: ~~Open~~		* 3:00 pm: Scott Livingston (...can move time to 16:30 if needed)
	* 3:45 pm: Open		* 3:45 pm: Open
	* 4:30 pm: Open		* 4:30 pm: Open

Necmiye at 02:06, 5 February 2012

2012-02-05T02:06:21Z

← Older revision		Revision as of 02:06, 5 February 2012
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	** Richard will join at ~1 pm (so try for a table on the patio -:)		** Richard will join at ~1 pm (so try for a table on the patio -:)
	* 1:30 pm: Eric		* 1:30 pm: Eric
	* 2:15 pm: ~~Open~~		* 2:15 pm: Necmiye
	* 3:00 pm: Open		* 3:00 pm: Open
	* 3:45 pm: Open		* 3:45 pm: Open

Ewolff: /* Schedule */

2012-02-05T01:23:54Z

Schedule

← Older revision		Revision as of 01:23, 5 February 2012
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	* 12:00 pm: Lunch with Necmiye Ozay + 2		* 12:00 pm: Lunch with Necmiye Ozay + 2
	** Richard will join at ~1 pm (so try for a table on the patio -:)		** Richard will join at ~1 pm (so try for a table on the patio -:)
	* 1:30 pm: ~~Open~~		* 1:30 pm: Eric
	* 2:15 pm: Open		* 2:15 pm: Open
	* 3:00 pm: Open		* 3:00 pm: Open

Murray at 00:13, 5 February 2012

2012-02-05T00:13:00Z

← Older revision		Revision as of 00:13, 5 February 2012
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	Masahiro (Hiro) Ono will visit CDS on 7 Feb 2012 (Tue).		Masahiro (Hiro) Ono, who recently got his PhD with Brian Williams at MIT, will visit CDS on 7 Feb 2012 (Tue).

	=== Schedule ===		=== Schedule ===

Murray: /* Abstract */

2012-02-05T00:12:30Z

Abstract

← Older revision		Revision as of 00:12, 5 February 2012
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	<center>		<center>
	'''Risk Allocation Approach to Chance-constrained Model Predictive Control'''<br>		<font size="+1">'''Risk Allocation Approach to Chance-constrained Model Predictive Control'''</font><br>
	Steele Library, 11 am		Steele Library, 11 am
	</center>		</center>

Murray: Created page with 'Masahiro (Hiro) Ono will visit CDS on 7 Feb 2012 (Tue). === Schedule === * 10:30 am: Richard Murray, 109 Steele Lab * 11:00 am: CDS seminar, 114 Steele * 12:00 pm: Lunch with Ne…'

2012-02-05T00:12:00Z

Created page with 'Masahiro (Hiro) Ono will visit CDS on 7 Feb 2012 (Tue). === Schedule === * 10:30 am: Richard Murray, 109 Steele Lab * 11:00 am: CDS seminar, 114 Steele * 12:00 pm: Lunch with Ne…'

New page

Masahiro (Hiro) Ono will visit CDS on 7 Feb 2012 (Tue).

=== Schedule ===
* 10:30 am: Richard Murray, 109 Steele Lab
* 11:00 am: CDS seminar, 114 Steele
* 12:00 pm: Lunch with Necmiye Ozay + 2
** Richard will join at ~1 pm (so try for a table on the patio -:)
* 1:30 pm: Open
* 2:15 pm: Open
* 3:00 pm: Open
* 3:45 pm: Open
* 4:30 pm: Open

=== Abstract ===

<center>
'''Risk Allocation Approach to Chance-constrained Model Predictive Control'''<br>
Steele Library, 11 am
</center>

This talk presents solutions to two problems in the domain
of chance-constrained model predictive control. A chance-constrained
MPC problem requires that a set of state constraints are satisfied
with a user-specified probability, in the presence of unbounded
additive uncertainty.

First, we consider decentralized finite-horizon optimal control for
multi-agent systems. The problem is particularly difficult when agents
are coupled through a joint chance constraint, which limits the
probability of constraint violation by any of the agents in the
system. We propose a dual decomposition-based algorithm, namely
Market-based Iterative Risk Allocation (MIRA), that solves the
multi-agent problem in a decentralized manner. The algorithm addresses
the issue of scalability by letting each agent optimize its own
control input given a fixed value of a dual variable, which is shared
among agents. A central module optimizes the dual variable by solving
a root-finding problem iteratively. MIRA gives exactly the same
optimal solution as the centralized optimization approach since it
reproduces the KKT conditions of the centralized approach. Our
approach is analogous to a price adjustment process in a competitive
market called tatonnement or Walrasian auction: each agent optimizes
its demand for risk at a given price, while the central module (or the
market) optimizes the price of risk, which corresponds to the dual
variable.

Second, we consider receding horizon control of dynamic systems under
unbounded uncertainty. Resolvability or recursive feasibility is an
essential property for robust model predictive controllers. However,
when an unbounded stochastic uncertainty is present, it is generally
impossible to guarantee resolvability. We propose a new concept called
probabilistic resolvability. A model predictive control (MPC)
algorithm is probabilistically resolvable if it has feasible solutions
at future time steps with a certain probability, given a feasible
solution at the current time. We propose a joint chance-constrained
MPC algorithm that guarantees probabilistic resolvability. The
proposed algorithm also guarantees the satisfaction of a joint chance
constraint, which specifies a lower bound on the probability of
satisfying a set of state constraints over a finite horizon.
Furthermore, with moderate conditions, the finite-horizon optimal
control problem solved at each time step in the proposed algorithm is
a convex optimization problem.

==== Biography ====
Masahiro Ono received a B.S. degree in Aeronautics and
Astronautics at the University of Tokyo, an M.S. degree in Technology
and Policy, and M.S. and Ph.D. degrees in Aeronautics and Astronautics
at MIT. His research is in chance-constrained model predictive control
and its applications to multiagent systems and smart buildings. He
recently accepted a faculty position at Keio University in Japan.