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