Risk-Aware Stochastic MPC for Chance-Constrained Linear Systems
This paper presents a fully risk-aware model predictive control (MPC) framework for chance-constrained discrete-time linear control systems with process noise. Conditional value-at-risk (CVaR) as a popular coherent risk measure is incorporated in both the constraints and the cost function of the MPC...
Gorde:
| Egile Nagusiak: | , , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
IEEE
2024-01-01
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| Saila: | IEEE Open Journal of Control Systems |
| Gaiak: | |
| Sarrera elektronikoa: | https://ieeexplore.ieee.org/document/10578318/ |
| Etiketak: |
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