Jan 11, 2022 · The study focuses on three problems of finding the optimal feedback gain that minimizes the quadratic cost of: stationary distribution, one-step ...
the optimal control gain that minimizes the worst-case CVaR of the quadratic cost is equivalent to that of the standard (stochastic) linear quadratic regulator.
A review of the solution of the linear regulator problem for linear systems with state- and control-dependent disturbances is presented. Both the finite and ...
Jan 1, 2023 · Stochastic linear quadratic control problems are considered from the viewpoint of risks. In particular, a worst-case conditional ...
Dec 1, 2022 · This paper investigates the regret associated with the Distributionally Robust Control (DRC) strategies used to address multistage optimization problems.
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Risk‐aware self‐triggered linear quadratic control - Wiley
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Mar 5, 2023 · Abstract. This paper presents a self-triggered control approach with the view of risks for discrete- time linear stochastic systems.
The linear term regulates the state more strictly in riskier directions, where both the prediction error (conditional) covariance and the state penalty are ...
Oct 5, 2022 · Abstract. This paper synthesizes a risk-aware safe optimal controller for partially unknown linear systems under additive Gaussian noises.
Sep 7, 2024 · In this paper, we present a novel Model Predictive Control method for autonomous robots subject to arbitrary forms of uncertainty.
Mar 24, 2023 · This paper presents a self-triggered control approach with the view of risks for discrete-time linear stochastic systems.