Constrained Stochastic LQC: A Tractable Approach

Cited in

(25)

Robust nonlinear optimization with conic representable uncertainty set
Lyapunov-based model predictive control of stochastic nonlinear systems
Tractable approximations to robust conic optimization problems
A stochastic receding horizon control approach to constrained index tracking
Constraint-admissible sets for systems with soft constraints and their application in model predictive control
Application of shifted Jacobi pseudospectral method for solving (in)finite-horizon min-max optimal control problems with uncertainty
The distributionally robust complementarity problem
Constraint-softening in model predictive control with off-line-optimized admissible sets for systems with additive and multiplicative disturbances
Indefinite LQ optimal control with equality constraint for discrete-time uncertain systems
Sequential convex programming for non-linear stochastic optimal control
Stochastic receding horizon control with output feedback and bounded controls
Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints
On the power and limitations of affine policies in two-stage adaptive optimization
Optimal disturbance compensation for constrained linear systems operating in stationary conditions: a scenario-based approach
scientific article; zbMATH DE number 2062956 (Why is no real title available?)
Min-max optimal control of linear systems with uncertainty and terminal state constraints
Minimax optimal control of linear system with input-dependent uncertainty
Convexity and convex approximations of discrete-time stochastic control problems with constraints
Adaptive dual control of discrete-time LQG problems with unknown-but-bounded parameter
On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
Trading performance for state constraint feasibility in stochastic constrained control: a randomized approach
A randomized relaxation method to ensure feasibility in stochastic control of linear systems subject to state and input constraints
Robust convex optimization: a new perspective that unifies and extends
Linear controller design for chance constrained systems
On an assumed convergence result in the LQG/LTR technique

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