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A randomized relaxation method to ensure feasibility in stochastic control of linear systems subject to state and input constraints.

Luca DeoriSimone GarattiMaria Prandini
Published in: Autom. (2020)
Keyphrases
  • linear systems
  • stochastic control
  • dynamical systems
  • real time
  • neural network
  • artificial neural networks
  • sparse linear systems
  • support vector machine
  • sufficient conditions
  • stochastic process
  • brownian motion