Risk-aware linear quadratic control using conditional value-at-risk

HIGHLIGHTS

  • who: II. PRELIMINARIES and colleagues from the (UNIVERSITY) have published the Article: Risk-Aware Linear Quadratic Control Using Conditional Value-at-Risk, in the Journal: (JOURNAL)
  • what: The study focuses on three problems of finding the optimal feedback gain that minimizes the quadratic cost of: stationary distribution one-step and infinite time horizon. Problem 5.1: Given the state xt, find the control input ut that minimizes the following objective function: sup P -CVaRu03b5 P u2208P nx , the constraint Su0303 I is used instead of Su0303 u2208 S++. Now the authors discuss how the authors . . .

     

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