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Computationally Efficient Chance Constrained Covariance Control with Output Feedback.

Joshua PilipovskyPanagiotis Tsiotras
Published in: CoRR (2023)
Keyphrases
  • computationally efficient
  • chance constrained
  • stochastic programming
  • control system
  • robust optimization
  • linear program
  • control method
  • computationally tractable
  • multistage
  • knapsack problem
  • optimal control