Direct multiple shooting transcription with polynomial algebra for optimal control problems under uncertainty

Abstract This paper proposes a novel approach to the solution of optimal control problems under uncertainty (OCPUUs). OCPUUs are first cast in a general formulation that allows the treatment of uncertainties of different nature, and then solved with a new direct transcription method that combines multiple shooting with generalised polynomial algebra to model and propagate extended sets. The continuity conditions on extended sets at the boundary of two adjacent segments are directly satisfied by a bounding approach. The Intrusive Polynomial Algebra aNd Multiple shooting Approach (IPANeMA) developed in this work can handle optimal control problems under a wide range of uncertainty models, including nonparametric, epistemic, and imprecise probability ones. In this paper, the approach is applied to the design of a robust low-thrust trajectory to a Near-Earth Object with uncertain initial conditions. It is shown that the new method provides more robust and reliable trajectories than the solution of an analogous deterministic optimal control problem.