Regret optimal control for uncertain stochastic systems

DOI10.1016/j.ejcon.2024.101051MaRDI QIDQ6652201

Luca Furieri, Florian Dörfler, Unnamed Author, John Lygeros, Ferrari-Trecate, Giancarlo

Publication date: 12 December 2024

Published in: European Journal of Control (Search for Journal in Brave)

zbMATH Keywords

predictive controlstochastic systemsregret minimizationscenario optimization

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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