Distributionally robust control of constrained stochastic systems
We investigate the control of constrained stochastic linear systems when faced with limited information regarding the disturbance process, i.e., when only the first two moments of the disturbance distribution are known. We consider two types of distributionally robust constraints. In the first case,...
| Main Authors: | , , , |
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| Formato: | Journal article |
| Publicado em: |
Institute of Electrical and Electronics Engineers
2016
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