Randomized algorithms for design of uncertain complex systems

In recent years, we have seen a growing interest in probabilistic methods for designing uncertain complex systems. In this lecture, we provide a broad perspective of this research area and discuss several randomized algorithms. In particular, we present sequential and non-sequential algorithms for convex and nonconvex control problems, respectively. Furthermore, we demonstrate the utility of these randomized algorithms for studying specific applications, such as the control design of autonomous unmanned aerial vehicles.