Constrained Stochastic LQC: A Tractable Approach

Cited in

(26)

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

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