{"id":"https://openalex.org/W2017299892","doi":"https://doi.org/10.1109/tac.2011.2168069","title":"A Riccati Based Interior Point Algorithm for the Computation in Constrained Stochastic MPC","display_name":"A Riccati Based Interior Point Algorithm for the Computation in Constrained Stochastic MPC","publication_year":2011,"publication_date":"2011-09-22","ids":{"openalex":"https://openalex.org/W2017299892","doi":"https://doi.org/10.1109/tac.2011.2168069","mag":"2017299892"},"language":"en","primary_location":{"id":"doi:10.1109/tac.2011.2168069","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2011.2168069","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/A5008198661","display_name":"Minyong Shin","orcid":"https://orcid.org/0000-0002-6834-6425"},"institutions":[{"id":"https://openalex.org/I13805885","display_name":"Vaughn College of Aeronautics and Technology","ror":"https://ror.org/056e22e24","country_code":"US","type":"education","lineage":["https://openalex.org/I13805885"]},{"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":"Minyong Shin","raw_affiliation_strings":["Department of Aeronautics and Astronautics, University of Stanford, Stanford, CA, USA","Dept. of Aeronaut. & Astronaut., Stanford Univ., Stanford, CA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Aeronautics and Astronautics, University of Stanford, Stanford, CA, USA","institution_ids":["https://openalex.org/I13805885"]},{"raw_affiliation_string":"Dept. of Aeronaut. & Astronaut., Stanford Univ., Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]}]},{"author_position":"last","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":false,"raw_author_name":"J. A. Primbs","raw_affiliation_strings":["Department of Management Science and Engineering, University of Stanford, Stanford, CA, USA","Dept. of Manage. Sci. & Eng., Stanford Univ., Stanford, CA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Management Science and Engineering, University of Stanford, Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]},{"raw_affiliation_string":"Dept. of Manage. Sci. & Eng., Stanford Univ., Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.08208,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"57","issue":"3","first_page":"760","last_page":"765"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.9997000098228455,"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":0.9997000098228455,"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/T10963","display_name":"Advanced Optimization Algorithms Research","score":0.9957000017166138,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"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":0.9952999949455261,"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/interior-point-method","display_name":"Interior point method","score":0.62718266248703},{"id":"https://openalex.org/keywords/riccati-equation","display_name":"Riccati equation","score":0.626239538192749},{"id":"https://openalex.org/keywords/linear-quadratic-gaussian-control","display_name":"Linear-quadratic-Gaussian control","score":0.6235649585723877},{"id":"https://openalex.org/keywords/model-predictive-control","display_name":"Model predictive control","score":0.5670340061187744},{"id":"https://openalex.org/keywords/linear-quadratic-regulator","display_name":"Linear-quadratic regulator","score":0.5657647848129272},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5557808876037598},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.5481411218643188},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5460614562034607},{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.5144975185394287},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.49410417675971985},{"id":"https://openalex.org/keywords/algebraic-riccati-equation","display_name":"Algebraic Riccati equation","score":0.4902413487434387},{"id":"https://openalex.org/keywords/covariance-matrix","display_name":"Covariance matrix","score":0.4708542227745056},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.4559926688671112},{"id":"https://openalex.org/keywords/probabilistic-logic","display_name":"Probabilistic logic","score":0.44104495644569397},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.43974146246910095},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.4282931983470917},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.42042601108551025},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2905513644218445},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.13628652691841125},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.072486013174057}],"concepts":[{"id":"https://openalex.org/C155253501","wikidata":"https://www.wikidata.org/wiki/Q461992","display_name":"Interior point method","level":2,"score":0.62718266248703},{"id":"https://openalex.org/C45473103","wikidata":"https://www.wikidata.org/wiki/Q851503","display_name":"Riccati equation","level":3,"score":0.626239538192749},{"id":"https://openalex.org/C204495892","wikidata":"https://www.wikidata.org/wiki/Q1798304","display_name":"Linear-quadratic-Gaussian control","level":3,"score":0.6235649585723877},{"id":"https://openalex.org/C172205157","wikidata":"https://www.wikidata.org/wiki/Q1782962","display_name":"Model predictive control","level":3,"score":0.5670340061187744},{"id":"https://openalex.org/C98779006","wikidata":"https://www.wikidata.org/wiki/Q2520550","display_name":"Linear-quadratic regulator","level":3,"score":0.5657647848129272},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5557808876037598},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5481411218643188},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5460614562034607},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.5144975185394287},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.49410417675971985},{"id":"https://openalex.org/C13847129","wikidata":"https://www.wikidata.org/wiki/Q4723989","display_name":"Algebraic Riccati equation","level":4,"score":0.4902413487434387},{"id":"https://openalex.org/C185142706","wikidata":"https://www.wikidata.org/wiki/Q1134404","display_name":"Covariance matrix","level":2,"score":0.4708542227745056},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.4559926688671112},{"id":"https://openalex.org/C49937458","wikidata":"https://www.wikidata.org/wiki/Q2599292","display_name":"Probabilistic logic","level":2,"score":0.44104495644569397},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.43974146246910095},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.4282931983470917},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.42042601108551025},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2905513644218445},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.13628652691841125},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.072486013174057},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"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/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","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}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tac.2011.2168069","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2011.2168069","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":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W1498000886","https://openalex.org/W1594682877","https://openalex.org/W1600838295","https://openalex.org/W1603657390","https://openalex.org/W2001898391","https://openalex.org/W2003391157","https://openalex.org/W2005678164","https://openalex.org/W2008209286","https://openalex.org/W2012067635","https://openalex.org/W2023006154","https://openalex.org/W2057511182","https://openalex.org/W2075165059","https://openalex.org/W2086867325","https://openalex.org/W2104823813","https://openalex.org/W2105235982","https://openalex.org/W2106041333","https://openalex.org/W2110349823","https://openalex.org/W2111313540","https://openalex.org/W2116455765","https://openalex.org/W2135258659","https://openalex.org/W2141022831","https://openalex.org/W2152899521","https://openalex.org/W4300448178"],"related_works":["https://openalex.org/W3777868","https://openalex.org/W2007152535","https://openalex.org/W2051766198","https://openalex.org/W1990910969","https://openalex.org/W2915806395","https://openalex.org/W234468389","https://openalex.org/W2727200542","https://openalex.org/W3041379944","https://openalex.org/W2067197839","https://openalex.org/W2726381554"],"abstract_inverted_index":{"We":[0],"propose":[1],"a":[2,75],"fast":[3],"algorithm":[4,84],"for":[5],"the":[6,23,32,45,51,67,89],"linear-quadratic":[7],"control":[8,35],"problem":[9,36,43],"with":[10],"probabilistic":[11],"constraints":[12],"that":[13,82],"is":[14,37,59],"repeatedly":[15],"solved":[16],"in":[17,88],"stochastic":[18],"model":[19],"predictive":[20],"control.":[21],"Under":[22],"assumption":[24],"of":[25],"affine":[26],"state":[27],"feedback":[28],"and":[29,47],"Gaussian":[30],"noise,":[31],"finite":[33],"horizon":[34,90],"converted":[38],"to":[39,61],"an":[40],"equivalent":[41],"deterministic":[42],"using":[44],"mean":[46],"covariance":[48],"matrix":[49],"as":[50],"state.":[52],"A":[53],"line":[54],"search":[55],"interior":[56],"point":[57],"method":[58],"proposed":[60],"solve":[62],"this":[63,83],"optimization":[64],"problem,":[65],"where":[66],"step":[68],"direction":[69],"can":[70],"be":[71],"quickly":[72],"computed":[73],"via":[74],"Riccati":[76],"difference":[77],"equation.":[78],"Numerical":[79],"examples":[80],"show":[81],"has":[85],"linear":[86],"complexity":[87],"length.":[91]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
