Generalised polynomial chaos expansion approaches to approximate stochastic model predictive control<sup>†</sup> (Q2868825)

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Generalised polynomial chaos expansion approaches to approximate stochastic model predictive control<sup>†</sup>
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    Generalised polynomial chaos expansion approaches to approximate stochastic model predictive control<sup>†</sup> (English)
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    19 December 2013
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    stochastic model predictive control
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    generalised polynomial chaos expansions
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    chance constraints
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    Boole's inequality
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    convex relaxation
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    semidefinite programming
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    stochastic differential equations
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