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 . . .
If you want to have access to all the content you need to log in!
Thanks :)
If you don't have an account, you can create one here.