Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise

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Publication:4974452


DOI10.1109/TAC.2008.2010886zbMath1367.93209MaRDI QIDQ4974452

Chang Hwan Sung, James A. Primbs

Publication date: 8 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2008.2010886


90C22: Semidefinite programming

93E20: Optimal stochastic control


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