An approximation method for computing the expected value of max-affine expressions
DOI10.1016/J.EJCON.2015.10.005zbMATH Open1403.93175OpenAlexW2178204177WikidataQ107155212 ScholiaQ107155212MaRDI QIDQ1662980FDOQ1662980
Ton van den Boom, Samira S. Farahani, Bart De Schutter, Hans van der Weide
Publication date: 21 August 2018
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejcon.2015.10.005
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momentsmodel predictive controldiscrete-event systemsstochastic disturbanceexpected value of maximum of affine expressionsmax-plus linear systems
Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)
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