{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/chance-constrained-stochastic-optimal-control-1","title":"Chance Constrained Stochastic Optimal Control for Linear Systems with a Time Varying Random Control Matrix","arxiv_id":"2302.01863","date":"2023-02-03","proceeding":null,"authors":["Shawn Priore","Meeko Oishi"],"abstract":"This work proposes an open-loop methodology to solve chance constrained stochastic optimal control problems for linear systems with a stochastic control matrix. We consider a joint chance constraint for polytopic time-varying target sets under moment and unimodality assumptions. We reformulate the chance constraint into individual biconvex constraints using the one-sided Vysochanskij-Petunin inequality. We demonstrate our methodology on two spacecraft rendezvous problems. We compare the proposed method with the scenario approach and moment-based methods based on Cantelli's inequality.","url_abs":"https://arxiv.org/abs/2302.01863v2","url_pdf":"https://arxiv.org/pdf/2302.01863v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"chance-constrained-stochastic-optimal-control-1","repo_url":"https://github.com/unm-hscl/shawnpriore-random-control","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null},{"paper_slug":"chance-constrained-stochastic-optimal-control-1","repo_url":"https://github.com/unm-hscl/shawnpriore-random-control-matrix","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}