Dispersion Sensitive Optimal Control: A Conditional Value-at-Risk-Based Tail Flattening Approach via Sequential Convex Programming

K Echigo, O Sheridan, S Buckner… - IEEE Transactions on …, 2024 - ieeexplore.ieee.org
In this brief, we propose a sequential convex programming (SCP) framework for minimizing
the terminal state dispersion of a stochastic dynamical system about a prescribed …