A Framework for Time-Consistent, Risk-Sensitive Model Predictive Control: Theory and Algorithms

Sumeet Singh, Yinlam Chow, Anirudha Majumdar, Marco Pavone

Research output: Contribution to journalArticlepeer-review

44 Citations (Scopus)
Original languageEnglish
Article number8485726
Pages (from-to)2905-2912
Number of pages8
JournalIEEE Transactions on Automatic Control
Volume64
Issue number7
DOIs
Publication statusPublished - Jul 2019
Externally publishedYes

ASJC Scopus Subject Areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

Keywords

  • Markov processes
  • optimization
  • predictive control
  • risk analysis

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Singh, S., Chow, Y., Majumdar, A., & Pavone, M. (2019). A Framework for Time-Consistent, Risk-Sensitive Model Predictive Control: Theory and Algorithms. IEEE Transactions on Automatic Control, 64(7), 2905-2912. Article 8485726. https://doi.org/10.1109/TAC.2018.2874704