Convex relaxations of a probabilistically robust control design problem

A. M. Jasour, C. Lagoa

Research output: Chapter in Book/Report/Conference proceedingConference contribution

12 Scopus citations


In this paper, we address the problem of designing probabilistic robust controllers for discrete-time systems whose objective is to reach and remain in a given target set with high probability. More precisely, given probability distributions for the initial state, uncertain parameters and disturbances, we develop algorithms for designing a control law that i) maximizes the probability of reaching the target set in N steps and ii) makes the target set robustly positively invariant. As defined the problem is nonconvex. To solve this problem, a sequence of convex relaxations is provided, whose optimal value is shown to converge to solution of the original problem. In other words, we provide a sequence of semidefinite programs of increasing dimension and complexity which can arbitrarily approximate the solution of the probabilistic robust control design problem addressed in this paper. Two numerical examples are presented to illustrate preliminary results on the numerical performance of the proposed approach.

Original languageEnglish (US)
Title of host publication2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013
PublisherInstitute of Electrical and Electronics Engineers Inc.
Number of pages6
ISBN (Print)9781467357173
StatePublished - 2013
Event52nd IEEE Conference on Decision and Control, CDC 2013 - Florence, Italy
Duration: Dec 10 2013Dec 13 2013

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370


Other52nd IEEE Conference on Decision and Control, CDC 2013

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization


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