Convexity and convex approximations of discrete-time stochastic control problems with constraints
- Journal Article
Journal / seriesAutomatica
Pages / Article No.
SubjectStochastic processes; Optimal control; Probabilistic constraints; Convex optimization; Linear matrix inequalities
Organisational unit03751 - Lygeros, John
NotesReceived 19 May 2009, Revised 9 November 2010, Accepted 10 March 2011, Available online 23 February 2011.
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