Online learning based risk-averse stochastic MPC of constrained linear uncertain systems
Chao Ning, Fengqi You
Topics & Concepts
Model predictive controlMathematical optimizationComputer scienceAmbiguityCVARControl theory (sociology)MathematicsArtificial intelligenceExpected shortfallRisk managementControl (management)EconomicsManagementProgramming languageAdvanced Control Systems OptimizationFault Detection and Control SystemsControl Systems and Identification