# Robust affine control of linear stochastic systems

@article{Kotsalis2017RobustAC, title={Robust affine control of linear stochastic systems}, author={Georgios Kotsalis and Guanghui Lan}, journal={arXiv: Optimization and Control}, year={2017} }

In this work we provide a computationally tractable procedure for designing affine control policies, applied to constrained, discrete-time, partially observable, linear systems subject to set bounded disturbances, stochastic noise and potentially Markovian switching over a finite horizon.
We investigate the situation when performance specifications are expressed via averaged quadratic inequalities on the random state-control trajectory. Our methodology also applies to steering the density of…

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