The Linear Quadratic Regulator with chance constraints.
Georg SchildbachPaul GoulartManfred MorariPublished in: ECC (2013)
Keyphrases
- linear quadratic
- chance constraints
- chance constrained
- closed loop
- optimal control
- vector valued
- dynamical systems
- robust optimization
- stochastic programming
- gaussian model
- dynamic programming
- control scheme
- control system
- knapsack problem
- multistage
- computationally tractable
- multiscale
- em algorithm
- mathematical programming
- machine learning
- support vector machine
- linear program