This paper presents a fully risk-aware model predictive control (MPC) framework for chance-constrained discrete-time linear control systems with process noise. Conditional value-at-risk (CVaR) as a popular coherent risk measure is incorporated in both the constraints and the cost function of the MPC framework. This allows the system to navigate the entire spectrum of risk assessments.... https://www.roneverhart.com/Gator-Frameworks-GFW-UTL-WS250-Electronic-Keyboard-Stand-p27489/
Risk-Aware Stochastic MPC for Chance-Constrained Linear Systems
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