Robert D. McAllister
Delft Center for Systems and Control, Delft University of Technology
Wednesday, November 22, 2023, 10:00 - 11:45
I will present more details on the design and computation of distributionally robust MPC for linear systems and quadratic costs. The course will cover topics such as the choice of feedback parameterizations, ambiguity sets, distributionally robust object functions, distributionally robust probabilistic constraints, tractable reformulations, and computation.