A Framework for Time-Consistent, Risk-Sensitive Model Predictive Control: Theory and Algorithms

Sumeet Singh, Yinlam Chow, Anirudha Majumdar, Marco Pavone. A Framework for Time-Consistent, Risk-Sensitive Model Predictive Control: Theory and Algorithms. IEEE Trans. Automat. Contr., 64(7):2905-2912, 2019. [doi]

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