Chance Constrained Covariance Control for Linear Stochastic Systems With Output Feedback.

Jack Ridderhof Kazuhide Okamoto Panagiotis Tsiotras

Published in: CDC (2020)

Keyphrases

stochastic systems
chance constrained
chance constraints
stochastic programming
computationally tractable
robust optimization
knapsack problem
optimal control
control method
stochastic models
linear matrix inequality
reverse logistics
third party
sufficient conditions
linear program