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• W2012067635 abstract "We develop a receding horizon control approach to stochastic linear systems with control and state multiplicative noise that also contain constraints. Our receding horizon formulation is based upon an on-line optimization that utilizes open-loop plus linear feedback and is solved as a semi-definite programming problem. We also provide a characterization of stability, performance, and constraint satisfaction properties of the receding horizon controlled system under a specific choice of terminal weight and terminal constraint. A simple numerical example is used to illustrate the approach." @default.
• W2012067635 created "2016-06-24" @default.
• W2012067635 creator A5012729484 @default.
• W2012067635 creator A5082163479 @default.
• W2012067635 date "2009-02-01" @default.
• W2012067635 modified "2023-10-03" @default.
• W2012067635 title "Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise" @default.
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• W2012067635 doi "https://doi.org/10.1109/tac.2008.2010886" @default.
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