| EPSRC Reference: |
EP/H021558/1 |
| Title: |
Optimization with Monte Carlo methods for the control of complex systems |
| Principal Investigator: |
Lecchini Visintini, Dr A |
| Other Investigators: |
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| Researcher Co-Investigators: |
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| Project Partners: |
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| Department: |
Engineering |
| Organisation: |
University of Leicester |
| Scheme: |
First Grant - Revised 2009 |
| Starts: |
01 March 2010 |
Ends: |
30 November 2011 |
Value (£): |
100,605
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| EPSRC Research Topic Classifications: |
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| EPSRC Industrial Sector Classifications: |
| Aerospace, Defence and Marine |
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| Related Grants: |
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| Panel History: |
| Panel Date | Panel Name | Outcome |
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27 Oct 2009
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Materials, Mechanical, Medical Engineering
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Announced
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Summary on Grant Application Form |
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In this project we will address the problem of making optimal decisions. In particular, we will develop a novel framework to make optimal sequential decisions in complex problems with uncertain scenarios. In the literature, there exists Monte Carlo stochastic optimization methods in which complexity is faced by performing simulations of many possible outcomes. These methods can find a solution, to a complex decision problem, which is guaranteed to be optimal within the desired tolerance, in a statistical sense. Here, we will look at extending the use of these methods to the problem of making optimal sequential decisions. In particular, we will establish under which conditions the repeated use of Monte Carlo stochastic optimization for computing control decisions for a complex dynamical systems can be guaranteed to lead to a stable (safe and predictable) behavior. Thus, this project will establish a novel link between stochastic optimization and control theory. The work has a number of potential application areas including the transport and health-care sectors.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.le.ac.uk |