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• W3033616213 abstract "Model uncertainty sets are required in many robust optimization problems, such as robust control and prediction with uncertainty, but there is no definite methodology to generate uncertainty sets for nonlinear dynamical systems. In this paper, we propose a method for model uncertainty set generation via Markov chain Monte Carlo. The proposed method samples from distributions over dynamical systems via metrics over transfer operators and is applicable to general nonlinear systems. We adapt Hamiltonian Monte Carlo for sampling high-dimensional transfer operators in a computationally efficient manner. We present numerical examples to validate the proposed method for uncertainty set generation." @default.
• W3033616213 created "2020-06-12" @default.
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• W3033616213 date "2020-12-14" @default.
• W3033616213 modified "2023-10-16" @default.
• W3033616213 title "An MCMC Method for Uncertainty Set Generation via Operator-Theoretic Metrics" @default.
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• W3033616213 doi "https://doi.org/10.1109/cdc42340.2020.9304222" @default.
• W3033616213 hasPublicationYear "2020" @default.
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