Reliable approximations of probability-constrained stochastic linear-quadratic control

DOI10.1016/J.AUTOMATICA.2013.03.010zbMath1364.93875OpenAlexW2049093270MaRDI QIDQ2628676

Zhou Zhou, Randy Cogill

Publication date: 2 June 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2013.03.010

zbMATH Keywords

stochastic controlconstraintslinear-quadratic regulators

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (6)

Probability-constrained tracking control for a class of time-varying nonlinear stochastic systems ⋮ An approach to output-feedback MPC of stochastic linear discrete-time systems ⋮ Chance-constrained \(H_\infty\) control for a class of time-varying systems with stochastic nonlinearities: the finite-horizon case ⋮ Optimal disturbance compensation for constrained linear systems operating in stationary conditions: a scenario-based approach ⋮ Linear controller design for chance constrained systems ⋮ Risk and complexity in scenario optimization

Uses Software

• SDPT3
• YALMIP

Cites Work

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• Robust solutions of linear programming problems contaminated with uncertain data
• Robust Convex Optimization
• On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0
• The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
• MPC as a Tool for Sustainable Development Integrated Policy Assessment
• The Scenario Approach to Robust Control Design
• Chance Constrained Programming with Joint Constraints
• Stabilizing Model Predictive Control of Stochastic Constrained Linear Systems
• Robust Model Predictive Control via Scenario Optimization
• Convex Approximations of Chance Constrained Programs

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