Paul D. Couchman

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A recent stochastic and multiobjective formulation based on static open-loop optimization has laid the foundations of a quantitative approach to sustainable development policy assessment. Here, the connections between such an approach and model predictive control are explored, and a reformulation that introduces dynamics and addresses closed loop(More)
A control strategy based on a mean-variance objective and expected value constraints is proposed for systems with additive and multiplicative stochastic uncertainty. Subject to a mean square stabilizability condition, the receding horizon objective can be obtained by solving a system of Lyapunov equations. An algorithm is proposed for computing the(More)
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