Chance-Constrained Optimal Covariance Steering with Iterative Risk Allocation.

Joshua Pilipovsky Panagiotis Tsiotras

Published in: ACC (2021)

Keyphrases

chance constrained
chance constraints
chance constrained programming
stochastic programming
computationally tractable
robust optimization
multistage
resource allocation
dynamic programming
worst case
decision making
third party
approximation algorithms
reverse logistics