RISK-AWARE STOCHASTIC MPC FOR CHANCE-CONSTRAINED LINEAR SYSTEMS

Risk-Aware Stochastic MPC for Chance-Constrained Linear Systems

This paper presents a fully risk-aware model predictive control (MPC) framework for chance-constrained discrete-time linear control systems with process noise.Conditional value-at-risk (CVaR) as a popular coherent risk measure is incorporated in both the constraints and the cost function of the MPC framework.This allows the system to navigate the e

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