A mean-variance criterion for economic model predictive control of stochastic linear systems

Leo Emil Sokoler, Bernd Dammann, Henrik Madsen, John Bagterp Jørgensen. A mean-variance criterion for economic model predictive control of stochastic linear systems. In 53rd IEEE Conference on Decision and Control, CDC 2014, Los Angeles, CA, USA, December 15-17, 2014. pages 5907-5914, IEEE, 2014. [doi]

Authors

Leo Emil Sokoler

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Bernd Dammann

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Henrik Madsen

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John Bagterp Jørgensen

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