Stochastic control with input and state constraints: A relaxation technique to ensure feasibility

Luca Deori, Simone Garatti, Maria Prandini. Stochastic control with input and state constraints: A relaxation technique to ensure feasibility. In 54th IEEE Conference on Decision and Control, CDC 2015, Osaka, Japan, December 15-18, 2015. pages 3786-3791, IEEE, 2015. [doi]

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