Randomized Algorithms for Design of Uncertain Complex Systems

【摘要】：In recent years,we have seen a growing interest in probabilistic methods for designing uncertain complex systems.In this lecture,we provide a broad perspective of this research area and discuss several randomized algorithms.In particular,we present sequential and non-sequential algorithms for convex and nonconvex control problems,respectively.Furthermore,we demonstrate the utility of these randomized algorithms for studying specific applications,such as the control design of autonomous unmanned aerial vehicles.