Riccati-ZORO decomposes joint optimization of nominal trajectory and ellipsoidal uncertainty tube into two subproblems, lowering complexity from O(n_x^6) to O(n_x^3) for linear feedback.
Open-loop and closed-loop robust optimal control of batch processes using distributional and worst-case analysis,
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Riccati-ZORO: An efficient algorithm for heuristic online optimization of internal feedback laws in robust and stochastic model predictive control
Riccati-ZORO decomposes joint optimization of nominal trajectory and ellipsoidal uncertainty tube into two subproblems, lowering complexity from O(n_x^6) to O(n_x^3) for linear feedback.