• Corpus ID: 119172275

Robust affine control of linear stochastic systems

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