Distributionally Robust Control of Constrained Stochastic Systems

DOI10.1109/TAC.2015.2444134zbMath1359.93542OpenAlexW1855555568WikidataQ89135497 ScholiaQ89135497MaRDI QIDQ2980669

Manfred Morari, Daniel Kuhn, Bart P. G. Van Parys, Paul J. Goulart

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2015.2444134

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)

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