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

Sumeet Singh; Yinlam Chow; Anirudha Majumdar; Marco Pavone

doi:10.1109/TAC.2018.2874704

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 journal › Article › peer-review

Original language	English
Article number	8485726
Pages (from-to)	2905-2912
Number of pages	8
Journal	IEEE Transactions on Automatic Control
Volume	64
Issue number	7
DOIs	https://doi.org/10.1109/TAC.2018.2874704
Publication status	Published - Jul 2019
Externally published	Yes

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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10.1109/TAC.2018.2874704

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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

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keywords = "Markov processes, optimization, predictive control, risk analysis",

author = "Sumeet Singh and Yinlam Chow and Anirudha Majumdar and Marco Pavone",

note = "Publisher Copyright: {\textcopyright} 1963-2012 IEEE.",

year = "2019",

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

ASJC Scopus Subject Areas

Keywords

Access to Document

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