Stochastic MPC with inequality stability constraints

DOI10.1016/J.AUTOMATICA.2006.07.006zbMath1104.93051OpenAlexW2003391157MaRDI QIDQ858955

Basil Kouvaritakis, P. D. Couchman, Mark Cannon

Publication date: 11 January 2007

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.07.006

zbMATH Keywords

model predictive controlstochastic systemsconstrained control

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

Related Items (10)

Stochastic MPC with inequality stability constraints ⋮ Using nonlinear model predictive control for dynamic decision problems in economics ⋮ Model predictive control for drift counteraction of stochastic constrained linear systems ⋮ Stochastic receding horizon control with output feedback and bounded controls ⋮ Convexity and convex approximations of discrete-time stochastic control problems with constraints ⋮ Explicit stochastic predictive control of combustion plants based on Gaussian process models ⋮ A stochastic receding horizon control approach to constrained index tracking ⋮ Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints ⋮ Dynamic hedging of basket options under proportional transaction costs using receding horizon control ⋮ Dynamic option hedging via stochastic model predictive control based on scenario simulation

Cites Work

• Stochastic MPC with inequality stability constraints
• Applications of second-order cone programming
• A probabilistically constrained model predictive controller
• Incorporating state estimation into model predictive control and its application to network traffic control
• Linear Matrix Inequalities in System and Control Theory
• Optimal feedback control strategies for state-space systems with stochastic parameters
• Min-max control of constrained uncertain discrete-time linear systems
• MPC as a Tool for Sustainable Development Integrated Policy Assessment
• LTV models in MPC for sustainable development

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