Risk-averse stochastic MPC with CVaR constraints ensures recursive feasibility, closed-loop constraint satisfaction, and near-optimal averaged performance for linear systems under unbounded disturbances.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Closed-loop analysis of linear stochastic MPC with risk-averse constraints
Risk-averse stochastic MPC with CVaR constraints ensures recursive feasibility, closed-loop constraint satisfaction, and near-optimal averaged performance for linear systems under unbounded disturbances.