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]
@inproceedings{SokolerDMJ14,
title = {A mean-variance criterion for economic model predictive control of stochastic linear systems},
author = {Leo Emil Sokoler and Bernd Dammann and Henrik Madsen and John Bagterp Jørgensen},
year = {2014},
doi = {10.1109/CDC.2014.7040314},
url = {http://dx.doi.org/10.1109/CDC.2014.7040314},
researchr = {https://researchr.org/publication/SokolerDMJ14},
cites = {0},
citedby = {0},
pages = {5907-5914},
booktitle = {53rd IEEE Conference on Decision and Control, CDC 2014, Los Angeles, CA, USA, December 15-17, 2014},
publisher = {IEEE},
isbn = {978-1-4799-7746-8},
}