Technische Universität Carolo-Wilhelmina zu Braunschweig
38106 Braunschweig, GERMANY
phone: +49 (531) 391-7554
PhD Project Robust solution of uncertain optimal control problems
My topic concerns the development of fast numerical methods for nonlinear optimal control problems under parametric uncertainty (e.g. measurement error, limited knowledge, intrinsic variability) with a focus on nonlinear uncertainty propagation and robust decision-making using chance constraints.
Software ISPoc (Intrusive Spectral Projection for optimal control)
ISPoc (Intrusive Spectral Projection for optimal control) is a framework for transforming uncertain optimal control problems into deterministic surrogates, which can be solved with a direct method for optimal control. It contains a symbolic implementation of the intrusive spectral projections method (Polynomial Chaos expansion) and can be downloaded preliminary version.
- Nonlinear optimal control/dynamical systems under uncertainty
- Uncertainty quantification, in particular polynomial chaos expansion
- Robust decision-making for optimization under uncertainty
Lilli studied mathematics and computer science at the University of Paderborn, University College London and EPFL in Switzerland. Since 2014 she works as a PhD Student in the group of Prof. Kirches. An up-to-date CV is available upon request.