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

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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