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Optimal Covariance Control for Stochastic Systems Under Chance Constraints.

Kazuhide OkamotoMaxim GoldshteinPanagiotis Tsiotras
Published in: IEEE Control. Syst. Lett. (2018)
Keyphrases
  • stochastic systems
  • optimal control
  • control system
  • chance constraints
  • optimal solution
  • worst case
  • chance constrained
  • stochastic models
  • decision making
  • np hard
  • control method