Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise

James A. Primbs, Chang Hwan Sung. Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise. IEEE Trans. Automat. Contr., 54(2):221-230, 2009. [doi]

@article{PrimbsS09,
  title = {Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise},
  author = {James A. Primbs and Chang Hwan Sung},
  year = {2009},
  doi = {10.1109/TAC.2008.2010886},
  url = {http://dx.doi.org/10.1109/TAC.2008.2010886},
  researchr = {https://researchr.org/publication/PrimbsS09},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {54},
  number = {2},
  pages = {221-230},
}