Risk-aware self-triggered linear quadratic control
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Cites work
- A Framework for Time-Consistent, Risk-Sensitive Model Predictive Control: Theory and Algorithms
- Coherent measures of risk
- Distributionally robust joint chance constraints with second-order moment information
- Dynamic Event-Triggered and Self-Triggered Control for Multi-agent Systems
- Event-triggered Control With Self-triggered Sampling for Discrete-time Uncertain Systems
- Minimax analysis of stochastic problems
- Portfolio selection with uncertain exit time: a robust CVaR approach
- Reactive and Risk-Aware Control for Signal Temporal Logic
- Resource-aware MPC for constrained nonlinear systems: a self-triggered control approach
- Risk-Aware Linear Quadratic Control Using Conditional Value-at-Risk
- Risk-Aware Maximum Hands-Off Control Using Worst-Case Conditional Value-at-Risk
- Risk-sensitive linear/quadratic/gaussian control
- Self-triggered linear quadratic control
- Stability Analysis of Discrete-Time Infinite-Horizon Optimal Control With Discounted Cost
- The scenario approach for stochastic model predictive control with bounds on closed-loop constraint violations
- Worst-case conditional value-at-risk with application to robust portfolio management
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