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A randomized relaxation method to ensure feasibility in stochastic control of linear systems subject to state and input constraints.
Luca Deori
Simone Garatti
Maria Prandini
Published in:
Autom. (2020)
Keyphrases
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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