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Details of Grant 

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:
Researcher Co-Investigators:
Project Partners:
Department: Engineering
Organisation: University of Leicester
Scheme: First Grant - Revised 2009
Starts: 01 March 2010 Ends: 30 November 2011 Value (£): 100,605
EPSRC Research Topic Classifications:
Control Engineering
EPSRC Industrial Sector Classifications:
Aerospace, Defence and Marine
Related Grants:
Panel History:
Panel DatePanel NameOutcome
27 Oct 2009 Materials, Mechanical, Medical Engineering Announced
Summary on Grant Application Form
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.
Key Findings
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Organisation Website: http://www.le.ac.uk