A randomized relaxation method to ensure feasibility in stochastic control of linear systems subject to state and input constraints

DOI10.1016/J.AUTOMATICA.2020.108854zbMath1436.93042OpenAlexW3006182252MaRDI QIDQ2307539

Maria Prandini, Luca Deori, Simone Garatti

Publication date: 24 March 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11311/1134112

zbMATH Keywords

model predictive controlrandomized methodsscenario approachstochastic constrained control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Model predictive control (93B45)

Related Items (1)

Non-convex scenario optimization

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