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Volumn , Issue , 2011, Pages 1476-1481

An algorithm for state constrained stochastic linear-quadratic control

Author keywords

[No Author keywords available]

Indexed keywords

CHEBYSHEV; CHEBYSHEV BOUND; CLASSICAL PROBLEMS; JOINT PROBABILISTIC; LINEAR DYNAMICS; NUMERICAL EXAMPLE; PRACTICAL ALGORITHMS; PROBABILISTIC CONSTRAINTS; PROBABILITY BOUND; QUADRATIC COSTS; STOCHASTIC LINEAR QUADRATIC CONTROL; TRACKING PROBLEM;

EID: 80053156715     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (6)

References (21)
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    • Schwarm, A.T.1    Nikolaou, M.2
  • 3
    • 31344480454 scopus 로고    scopus 로고
    • MPC as a tool for sustainable development integrated policy assessment
    • DOI 10.1109/TAC.2005.861702
    • P. D. Couchman, M. Cannon, and B. Kouvaritakis. MPC as a tool for sustainable development integrated policy assessment. IEEE Transactions on Automatic Control, 51:145-149, 2006. (Pubitemid 43137943)
    • (2006) IEEE Transactions on Automatic Control , vol.51 , Issue.1 , pp. 145-149
    • Kouvaritakis, B.1    Cannon, M.2    Couchman, P.3
  • 6
    • 0000512134 scopus 로고
    • Cost horizons and certainty equivalents: An approach to stochastic programming of heating oil
    • A. Charnes, W. W. Cooper, and G. H. Symonds, Cost horizons and certainty equivalents: An approach to stochastic programming of heating oil. Management Science, 4, pp. 235-263, 1958.
    • (1958) Management Science , vol.4 , pp. 235-263
    • Charnes, A.1    Cooper, W.W.2    Symonds, G.H.3
  • 7
    • 0001155110 scopus 로고
    • Chance-constrained programming with joint constraints
    • L. B. Miller and H. Wagner, Chance-constrained programming with joint constraints. Oper. Res., 13, pp. 30-945, 1965.
    • (1965) Oper. Res. , vol.13 , pp. 30-945
    • Miller, L.B.1    Wagner, H.2
  • 10
    • 0442266090 scopus 로고    scopus 로고
    • Robust solutions of Linear Programming problems contaminated with uncertain data
    • A. Ben-tal and A. Nemirovski. Robust solutions of Linear Programming problems contaminated with uncertain data, Mathematical Programming, vol 88, pp. 411-424, 2000.
    • (2000) Mathematical Programming , vol.88 , pp. 411-424
    • Ben-tal, A.1    Nemirovski, A.2
  • 12
    • 36248992411 scopus 로고    scopus 로고
    • Convex approximations of chance constrained programs
    • A. Nemirovski and A. Shapiro, Convex approximations of chance constrained programs. SIAM Journal of Optim., Vol. 17, No. 4, pp. 969-996, 2006.
    • (2006) SIAM Journal of Optim. , vol.17 , Issue.4 , pp. 969-996
    • Nemirovski, A.1    Shapiro, A.2
  • 13
    • 33646902948 scopus 로고    scopus 로고
    • The scenario approach to robust control design
    • DOI 10.1109/TAC.2006.875041
    • G. Calafiore and M. C. Campi, The scenario approach to robust control design,IEEE Trans. Automat. Control, 51 (2006), pp. 742-753. (Pubitemid 43792636)
    • (2006) IEEE Transactions on Automatic Control , vol.51 , Issue.5 , pp. 742-753
    • Calafiore, G.C.1    Campi, M.C.2
  • 17
    • 0005093698 scopus 로고
    • The minimax approach to stochastic programming and an illustrative application
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    • Dupacova, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.