Regret and Conservatism of Distributionally Robust Constrained Stochastic Model Predictive Control
Author:
Affiliation:
1. Technical University of Darmstadt,The Control and Cyber-Physical Systems Laboratory,Germany
2. The Institute of Mathematical Optimization, Otto-von-Guericke University Magdeburg,Germany
Funder
European Research Council (ERC)
German Research Foundation
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx8/10644130/10644150/10644448.pdf?arnumber=10644448
Reference17 articles.
1. On the Regret of H∞ Control
2. Online Optimal Control with Linear Dynamics and Predictions: Algorithms and Regret Analysis;Li
3. Regret anal-ysis of online lqr control via trajectory prediction and tracking;Chen
4. Data-Driven Distributionally Robust Bounds for Stochastic Model Predictive Control
5. On the Inherent Distributional Robustness of Stochastic and Nominal Model Predictive Control
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