EUCCO 2023. An a posteriori Probabilistic Robustness Check for Deterministic Optimal Controls

On September 25, 2023 our postdoctoral researcher Michael Schuster, will talk on “ An a posteriori Probabilistic Robustness Check for Deterministic Optimal Controls” at EUCCO 2023, the 6th European Conference on Computational Optimization at the Heidelberg University in Germany on September 25-27th, 2023.

Abstract. We consider uncertain gas transport in pipeline networks and we propose a novel strategy to measure the robustness of determinstically computed compressor controls. We first consider a deterministic gas network and optimize the control cost w.r.t certain constraints on the pressure. Then we consider uncertain gas demands, but maintain the determinstically computed control. We define the probabilistic robustness of the deterministic control as the probability that the pressure satisfies given bounds. Moreover, we analyze the influence of buffer zones for the pressures w.r.t. the probabilistic robustness of the control. For the computation of the probability, we apply a kernel density estimator based on samples of the uncertain pressure combined with an adaptive stochastic collocation method to approximate the pressure in the stochastic space. We discuss generalizations of the probabilistic robustness check and we present numerical results for real-world based gas network instances.

WHEN?
Mon. September 25, 2023

WHERE?
Campus “Im Neuenheimer Feld” (INF)
Heidelberg University, Germany

|| Check more details at the official page of the event