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BEGIN:VEVENT
SUMMARY:Robust Optimization for Nonlinear Dynamic Systems
DTSTART:20151109T143000
DTEND:20151109T151500
DTSTAMP:20260407T163431Z
UID:ba2b2fd95a1b8845811eecad11d5bf4ba3a70d5e0c9347ad2f388444
CATEGORIES:Conferences - Seminars
DESCRIPTION:Prof. Moritz Diehl\nThe talk reviews numerical approaches to a
 pproximate (a) the propagation of uncertainty and (b) the feedback policie
 s in nonlinear dynamic systems - both preferably in a conservative fashion
 . We review and extend results from linear system theory and discuss exten
 sions to the case of  nonlinear systems that satisfy Lipschitz bounds  o
 n their nonlinearity.  We present linearization based approaches  as a p
 articularly useful heuristic. Their computational efficiency is significan
 tly affected by the  way higher order derivatives are generated\,  and w
 e discuss the advantages and disadvantages of forward mode\, reverse mode\
 , and  Lyapunov differential equation (LDE) based approaches\, and presen
 t numerically efficient discretization schemes for LDE. We finally make a 
 connection between robust optimization and stability optimization and show
  how to solve periodic stability optimization problems for nonlinear syste
 ms with parameterized feedback policies numerically by use of LDE.\nThe ta
 lk presents joint work with Boris Houska\, Joris Gillis and Greg Horn.
LOCATION:MA A1 12 http://plan.epfl.ch/?request_locale=en&room=MAA112&domai
 n=places
STATUS:CONFIRMED
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