Chance Constrained Finite Horizon Optimal Control
This paper considers finite-horizon optimal control for dynamic systems subject to additive Gaussian-distributed stochastic disturbance and a chance constraint on the system state defined on a non-convex feasible space. The chance constraint requires that the probability of constraint violation is b...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
American Automatic Control Council
2011
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| Online Access: | http://hdl.handle.net/1721.1/67480 https://orcid.org/0000-0002-1057-3940 |