Chance Constrained Stochastic Optimal Control for Linear Systems with a Time Varying Random Control Matrix.
Shawn PrioreMeeko OishiPublished in: CoRR (2023)
Keyphrases
- linear systems
- coefficient matrix
- chance constrained
- sufficient conditions
- linear matrix inequality
- dynamical systems
- stochastic programming
- robust optimization
- control system
- chance constrained programming
- control method
- computationally tractable
- control strategy
- knapsack problem
- reverse logistics
- neural network
- sparse linear systems