A fast algorithm for stochastic model predictive control with probabilistic constraints. - Minyong Shin; James A. Primbs (ACC, 2010)

Constrained stochastic MPC under multiplicative noise for financial applications. - Minyong Shin; Joo Hyung Lee; James A. Primbs (CDC, 2010)

A Riccati Based Interior Point Algorithm for the Computation in Constrained Stochastic MPC. - Minyong Shin; James A. Primbs (IEEE Trans. Autom. Control., 2012)