{"id":"https://openalex.org/W2124084640","doi":"https://doi.org/10.1109/acc.2007.4282237","title":"Stochastic Receding Horizon Control of Constrained Linear Systems with State and Control Multiplicative Noise","display_name":"Stochastic Receding Horizon Control of Constrained Linear Systems with State and Control Multiplicative Noise","publication_year":2007,"publication_date":"2007-07-01","ids":{"openalex":"https://openalex.org/W2124084640","doi":"https://doi.org/10.1109/acc.2007.4282237","mag":"2124084640"},"language":"en","primary_location":{"id":"doi:10.1109/acc.2007.4282237","is_oa":false,"landing_page_url":"https://doi.org/10.1109/acc.2007.4282237","pdf_url":null,"source":{"id":"https://openalex.org/S4210168941","display_name":"Proceedings of the ... American Control Conference/Proceedings of the American Control Conference","issn_l":"0743-1619","issn":["0743-1619","2378-5861"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 American Control Conference","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5082163479","display_name":"James A. Primbs","orcid":"https://orcid.org/0000-0002-1970-8282"},"institutions":[{"id":"https://openalex.org/I97018004","display_name":"Stanford University","ror":"https://ror.org/00f54p054","country_code":"US","type":"education","lineage":["https://openalex.org/I97018004"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"James A. Primbs","raw_affiliation_strings":["Management Science and Engineering, University of Stanford, Stanford, CA, USA","[Stanford Univ., Stanford]"],"affiliations":[{"raw_affiliation_string":"Management Science and Engineering, University of Stanford, Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]},{"raw_affiliation_string":"[Stanford Univ., Stanford]","institution_ids":["https://openalex.org/I97018004"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5082163479"],"corresponding_institution_ids":["https://openalex.org/I97018004"],"apc_list":null,"apc_paid":null,"fwci":10.9835,"has_fulltext":false,"cited_by_count":24,"citation_normalized_percentile":{"value":0.99490741,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"4470","last_page":"4475"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10046","display_name":"Stability and Control of Uncertain Systems","score":0.9837999939918518,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.9276999831199646,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/multiplicative-noise","display_name":"Multiplicative noise","score":0.7573319673538208},{"id":"https://openalex.org/keywords/horizon","display_name":"Horizon","score":0.6964883804321289},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.6636031866073608},{"id":"https://openalex.org/keywords/multiplicative-function","display_name":"Multiplicative function","score":0.5962802171707153},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.5461687445640564},{"id":"https://openalex.org/keywords/constraint","display_name":"Constraint (computer-aided design)","score":0.5400903820991516},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.5316491723060608},{"id":"https://openalex.org/keywords/linear-system","display_name":"Linear system","score":0.5248111486434937},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.5133925676345825},{"id":"https://openalex.org/keywords/model-predictive-control","display_name":"Model predictive control","score":0.5060319304466248},{"id":"https://openalex.org/keywords/linear-programming","display_name":"Linear programming","score":0.47540172934532166},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.46959152817726135},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.4611615836620331},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.44177156686782837},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4368235468864441},{"id":"https://openalex.org/keywords/linear-quadratic-gaussian-control","display_name":"Linear-quadratic-Gaussian control","score":0.42674148082733154},{"id":"https://openalex.org/keywords/quadratic-programming","display_name":"Quadratic programming","score":0.4266113042831421},{"id":"https://openalex.org/keywords/terminal","display_name":"Terminal (telecommunication)","score":0.42508330941200256},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3591494560241699},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.34707576036453247},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.09535753726959229},{"id":"https://openalex.org/keywords/transmission","display_name":"Transmission (telecommunications)","score":0.06706652045249939}],"concepts":[{"id":"https://openalex.org/C18015164","wikidata":"https://www.wikidata.org/wiki/Q6935000","display_name":"Multiplicative noise","level":5,"score":0.7573319673538208},{"id":"https://openalex.org/C159176650","wikidata":"https://www.wikidata.org/wiki/Q43261","display_name":"Horizon","level":2,"score":0.6964883804321289},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.6636031866073608},{"id":"https://openalex.org/C42747912","wikidata":"https://www.wikidata.org/wiki/Q1048447","display_name":"Multiplicative function","level":2,"score":0.5962802171707153},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.5461687445640564},{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.5400903820991516},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5316491723060608},{"id":"https://openalex.org/C6802819","wikidata":"https://www.wikidata.org/wiki/Q1072174","display_name":"Linear system","level":2,"score":0.5248111486434937},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.5133925676345825},{"id":"https://openalex.org/C172205157","wikidata":"https://www.wikidata.org/wiki/Q1782962","display_name":"Model predictive control","level":3,"score":0.5060319304466248},{"id":"https://openalex.org/C41045048","wikidata":"https://www.wikidata.org/wiki/Q202843","display_name":"Linear programming","level":2,"score":0.47540172934532166},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.46959152817726135},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.4611615836620331},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.44177156686782837},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4368235468864441},{"id":"https://openalex.org/C204495892","wikidata":"https://www.wikidata.org/wiki/Q1798304","display_name":"Linear-quadratic-Gaussian control","level":3,"score":0.42674148082733154},{"id":"https://openalex.org/C81845259","wikidata":"https://www.wikidata.org/wiki/Q290117","display_name":"Quadratic programming","level":2,"score":0.4266113042831421},{"id":"https://openalex.org/C2779664074","wikidata":"https://www.wikidata.org/wiki/Q3518405","display_name":"Terminal (telecommunication)","level":2,"score":0.42508330941200256},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3591494560241699},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.34707576036453247},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.09535753726959229},{"id":"https://openalex.org/C761482","wikidata":"https://www.wikidata.org/wiki/Q118093","display_name":"Transmission (telecommunications)","level":2,"score":0.06706652045249939},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C131021393","wikidata":"https://www.wikidata.org/wiki/Q7512759","display_name":"Signal transfer function","level":4,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C13412647","wikidata":"https://www.wikidata.org/wiki/Q174948","display_name":"Analog signal","level":3,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/acc.2007.4282237","is_oa":false,"landing_page_url":"https://doi.org/10.1109/acc.2007.4282237","pdf_url":null,"source":{"id":"https://openalex.org/S4210168941","display_name":"Proceedings of the ... American Control Conference/Proceedings of the American Control Conference","issn_l":"0743-1619","issn":["0743-1619","2378-5861"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 American Control Conference","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":33,"referenced_works":["https://openalex.org/W1498000886","https://openalex.org/W1535066977","https://openalex.org/W1543210123","https://openalex.org/W1569990960","https://openalex.org/W1570220941","https://openalex.org/W1572335800","https://openalex.org/W1600838295","https://openalex.org/W1978212491","https://openalex.org/W2022107089","https://openalex.org/W2022611390","https://openalex.org/W2034607885","https://openalex.org/W2063263407","https://openalex.org/W2079001714","https://openalex.org/W2095287530","https://openalex.org/W2096020650","https://openalex.org/W2110519782","https://openalex.org/W2116455765","https://openalex.org/W2119133050","https://openalex.org/W2124783336","https://openalex.org/W2126394835","https://openalex.org/W2132388847","https://openalex.org/W2132875991","https://openalex.org/W2133841948","https://openalex.org/W2135258659","https://openalex.org/W2143955866","https://openalex.org/W2147662578","https://openalex.org/W2164579754","https://openalex.org/W2182283877","https://openalex.org/W2184761647","https://openalex.org/W3122502719","https://openalex.org/W3210839039","https://openalex.org/W4285719527","https://openalex.org/W6676491293"],"related_works":["https://openalex.org/W4287812451","https://openalex.org/W3022718941","https://openalex.org/W4362722899","https://openalex.org/W1996414039","https://openalex.org/W2506602630","https://openalex.org/W3097284316","https://openalex.org/W2097411338","https://openalex.org/W4256064714","https://openalex.org/W2071842300","https://openalex.org/W2011031901"],"abstract_inverted_index":{"In":[0],"this":[1],"paper":[2],"we":[3],"develop":[4],"a":[5,48,55,67],"receding":[6,29,62],"horizon":[7,30,63],"control":[8,15],"approach":[9],"to":[10,81],"stochastic":[11,58],"linear":[12,23,42],"systems":[13],"with":[14],"and":[16,24,44,73],"state":[17],"multiplicative":[18],"noise":[19],"that":[20,38],"also":[21,53],"contain":[22],"quadratic":[25],"expectation":[26],"constraints.":[27],"Our":[28],"formulation":[31],"is":[32,45,79],"based":[33],"upon":[34],"an":[35],"online":[36],"optimization":[37],"utilizes":[39],"open-loop":[40],"plus":[41],"feedback":[43],"solved":[46],"as":[47],"semi-definite":[49],"programming":[50],"problem.":[51],"We":[52],"provide":[54],"result":[56],"characterizing":[57],"stability":[59],"for":[60],"the":[61,83],"controlled":[64],"system":[65],"under":[66],"specific":[68],"choice":[69],"of":[70],"terminal":[71,74],"weight":[72],"constraint.":[75],"A":[76],"numerical":[77],"example":[78],"used":[80],"illustrate":[82],"approach.":[84]},"counts_by_year":[{"year":2019,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}