rarnop19

MIT 16.S498: Risk Aware and Robust Nonlinear Planning

This course introduces Semidefinite Programming based approaches for control and safety verification of nonlinear dynamical systems in the presence of uncertainties. More precisely, in this course I introduce SDPs for i) Nonlinear Chance Optimization, ii) Nonlinear Chance Constrained Optimization, iii) Nonlinear Robust Optimization, and iv) Nonlinear Distributionally Robust Chance Constrained Optimization. You can find more information about the course at:

https://ocw.mit.edu/courses/16-s498-risk-aware-and-robust-nonlinear-planning-fall-2019/

http://rarnop.mit.edu/

http://stellar.mit.edu/S/course/16/fa19/16.S498/

To run the codes you need the following packages:

1. GloptiPoly 3 http://homepages.laas.fr/henrion/software/gloptipoly/

2. Yalmip https://yalmip.github.io/download/

3. SDP solvers like "mosek" https://www.mosek.com/downloads/ , "SeDumi" http://sedumi.ie.lehigh.edu/?page_id=58