{"id":"https://openalex.org/W2012067635","doi":"https://doi.org/10.1109/tac.2008.2010886","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":2009,"publication_date":"2009-02-01","ids":{"openalex":"https://openalex.org/W2012067635","doi":"https://doi.org/10.1109/tac.2008.2010886","mag":"2012067635"},"language":"en","primary_location":{"id":"doi:10.1109/tac.2008.2010886","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2008.2010886","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-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 Department, University of Stanford, Stanford, CA, USA","Manage. Sci. & Eng. Dept., Stanford Univ., Stanford, CA"],"affiliations":[{"raw_affiliation_string":"Management Science and Engineering Department, University of Stanford, Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]},{"raw_affiliation_string":"Manage. Sci. & Eng. Dept., Stanford Univ., Stanford, CA","institution_ids":["https://openalex.org/I97018004"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5012729484","display_name":"Chang Hwan Sung","orcid":"https://orcid.org/0009-0000-7309-6347"},"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":false,"raw_author_name":"Chang Hwan Sung","raw_affiliation_strings":["Management Science and Engineering Department, University of Stanford, Stanford, CA, USA","Manage. Sci. & Eng. Dept., Stanford Univ., Stanford, CA"],"affiliations":[{"raw_affiliation_string":"Management Science and Engineering Department, University of Stanford, Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]},{"raw_affiliation_string":"Manage. Sci. & Eng. Dept., Stanford Univ., Stanford, CA","institution_ids":["https://openalex.org/I97018004"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5082163479"],"corresponding_institution_ids":["https://openalex.org/I97018004"],"apc_list":null,"apc_paid":null,"fwci":38.4924,"has_fulltext":false,"cited_by_count":227,"citation_normalized_percentile":{"value":0.99823667,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":98,"max":100},"biblio":{"volume":"54","issue":"2","first_page":"221","last_page":"230"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.9995999932289124,"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":0.9995999932289124,"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":0.9969000220298767,"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":0.9951000213623047,"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":0.7662429213523865},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.7283316850662231},{"id":"https://openalex.org/keywords/horizon","display_name":"Horizon","score":0.6827530264854431},{"id":"https://openalex.org/keywords/multiplicative-function","display_name":"Multiplicative function","score":0.6080493927001953},{"id":"https://openalex.org/keywords/constraint","display_name":"Constraint (computer-aided design)","score":0.5929614901542664},{"id":"https://openalex.org/keywords/linear-system","display_name":"Linear system","score":0.5600143671035767},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.5455722808837891},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.5246613025665283},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.505709171295166},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.4822860062122345},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4652218818664551},{"id":"https://openalex.org/keywords/linear-programming","display_name":"Linear programming","score":0.42346107959747314},{"id":"https://openalex.org/keywords/model-predictive-control","display_name":"Model predictive control","score":0.42216286063194275},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.41841191053390503},{"id":"https://openalex.org/keywords/linear-quadratic-gaussian-control","display_name":"Linear-quadratic-Gaussian control","score":0.4123494327068329},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3994782567024231},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.31741511821746826},{"id":"https://openalex.org/keywords/transmission","display_name":"Transmission (telecommunications)","score":0.08925855159759521}],"concepts":[{"id":"https://openalex.org/C18015164","wikidata":"https://www.wikidata.org/wiki/Q6935000","display_name":"Multiplicative noise","level":5,"score":0.7662429213523865},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.7283316850662231},{"id":"https://openalex.org/C159176650","wikidata":"https://www.wikidata.org/wiki/Q43261","display_name":"Horizon","level":2,"score":0.6827530264854431},{"id":"https://openalex.org/C42747912","wikidata":"https://www.wikidata.org/wiki/Q1048447","display_name":"Multiplicative function","level":2,"score":0.6080493927001953},{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.5929614901542664},{"id":"https://openalex.org/C6802819","wikidata":"https://www.wikidata.org/wiki/Q1072174","display_name":"Linear system","level":2,"score":0.5600143671035767},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5455722808837891},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.5246613025665283},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.505709171295166},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.4822860062122345},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4652218818664551},{"id":"https://openalex.org/C41045048","wikidata":"https://www.wikidata.org/wiki/Q202843","display_name":"Linear programming","level":2,"score":0.42346107959747314},{"id":"https://openalex.org/C172205157","wikidata":"https://www.wikidata.org/wiki/Q1782962","display_name":"Model predictive control","level":3,"score":0.42216286063194275},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.41841191053390503},{"id":"https://openalex.org/C204495892","wikidata":"https://www.wikidata.org/wiki/Q1798304","display_name":"Linear-quadratic-Gaussian control","level":3,"score":0.4123494327068329},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3994782567024231},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.31741511821746826},{"id":"https://openalex.org/C761482","wikidata":"https://www.wikidata.org/wiki/Q118093","display_name":"Transmission (telecommunications)","level":2,"score":0.08925855159759521},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","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/C131021393","wikidata":"https://www.wikidata.org/wiki/Q7512759","display_name":"Signal transfer function","level":4,"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/C13412647","wikidata":"https://www.wikidata.org/wiki/Q174948","display_name":"Analog signal","level":3,"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/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tac.2008.2010886","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2008.2010886","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":36,"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/W1983688269","https://openalex.org/W2008209286","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/W2742900359","https://openalex.org/W3122502719","https://openalex.org/W3145656331","https://openalex.org/W3210839039","https://openalex.org/W4230058301"],"related_works":["https://openalex.org/W2100121758","https://openalex.org/W3022718941","https://openalex.org/W4287812451","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/W2332961228"],"abstract_inverted_index":{"We":[0,45],"develop":[1],"a":[2,41,48,64],"receding":[3,22,59],"horizon":[4,23,60],"control":[5,12],"approach":[6],"to":[7,79],"stochastic":[8],"linear":[9,35],"systems":[10],"with":[11],"and":[13,37,53,70],"state":[14],"multiplicative":[15],"noise":[16],"that":[17,31],"also":[18,46],"contain":[19],"constraints.":[20],"Our":[21],"formulation":[24],"is":[25,38,77],"based":[26],"upon":[27],"an":[28],"on-line":[29],"optimization":[30],"utilizes":[32],"open-loop":[33],"plus":[34],"feedback":[36],"solved":[39],"as":[40],"semi-definite":[42],"programming":[43],"problem.":[44],"provide":[47],"characterization":[49],"of":[50,57,67],"stability,":[51],"performance,":[52],"constraint":[54],"satisfaction":[55],"properties":[56],"the":[58,81],"controlled":[61],"system":[62],"under":[63],"specific":[65],"choice":[66],"terminal":[68,71],"weight":[69],"constraint.":[72],"A":[73],"simple":[74],"numerical":[75],"example":[76],"used":[78],"illustrate":[80],"approach.":[82]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":8},{"year":2022,"cited_by_count":12},{"year":2021,"cited_by_count":10},{"year":2020,"cited_by_count":11},{"year":2019,"cited_by_count":11},{"year":2018,"cited_by_count":15},{"year":2017,"cited_by_count":18},{"year":2016,"cited_by_count":20},{"year":2015,"cited_by_count":22},{"year":2014,"cited_by_count":22},{"year":2013,"cited_by_count":12},{"year":2012,"cited_by_count":16}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}
