A Riccati Based Interior Point Algorithm for the Computation in Constrained Stochastic MPC

DOI10.1109/TAC.2011.2168069zbMath1369.93725OpenAlexW2017299892MaRDI QIDQ5352753

Minyong Shin, James A. Primbs

Publication date: 8 September 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2011.2168069

Mathematics Subject Classification ID

Interior-point methods (90C51) Optimal stochastic control (93E20)

This page was built for publication: A Riccati Based Interior Point Algorithm for the Computation in Constrained Stochastic MPC