Constrained Stochastic LQC: A Tractable Approach

Cited In (25)

Stochastic receding horizon control with output feedback and bounded controls
On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
Robust nonlinear optimization with conic representable uncertainty set
The distributionally robust complementarity problem
Optimal disturbance compensation for constrained linear systems operating in stationary conditions: a scenario-based approach
Title not available (Why is that?)
Convexity and convex approximations of discrete-time stochastic control problems with constraints
On an assumed convergence result in the LQG/LTR technique
Application of shifted Jacobi pseudospectral method for solving (in)finite-horizon min-max optimal control problems with uncertainty
Lyapunov-based model predictive control of stochastic nonlinear systems
Minimax optimal control of linear system with input-dependent uncertainty
Indefinite LQ optimal control with equality constraint for discrete-time uncertain systems
Adaptive dual control of discrete-time LQG problems with unknown-but-bounded parameter
Sequential convex programming for non-linear stochastic optimal control
On the power and limitations of affine policies in two-stage adaptive optimization
Linear controller design for chance constrained systems
Constraint-admissible sets for systems with soft constraints and their application in model predictive control
Trading performance for state constraint feasibility in stochastic constrained control: a randomized approach
Constraint-softening in model predictive control with off-line-optimized admissible sets for systems with additive and multiplicative disturbances
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
Tractable approximations to robust conic optimization problems
A stochastic receding horizon control approach to constrained index tracking
Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints
Min-max optimal control of linear systems with uncertainty and terminal state constraints

This page was built for publication: Constrained Stochastic LQC: A Tractable Approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5282256)