Risk-averse model predictive control

DOI10.1016/J.AUTOMATICA.2018.11.022zbMath1415.93285arXiv1704.00342OpenAlexW2902505661WikidataQ128825232 ScholiaQ128825232MaRDI QIDQ1737648

Panagiotis Patrinos, Alberto Bemporad, Domagoj Herceg, Pantelis Sopasakis

Publication date: 24 April 2019

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.00342

zbMATH Keywords

model predictive controlrisk measuresnonlinear Markovian switching systems

Mathematics Subject Classification ID

Dynamic programming (90C39) Stochastic stability in control theory (93E15) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (8)

Online learning based risk-averse stochastic MPC of constrained linear uncertain systems ⋮ Safe, learning-based MPC for highway driving under Lane-change uncertainty: a distributionally robust approach ⋮ Unnamed Item ⋮ An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems ⋮ Stochastic optimal control for autonomous driving applications via polynomial chaos expansions ⋮ Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems ⋮ Stability properties of multi-stage nonlinear model predictive control ⋮ Ambiguity tube MPC

Uses Software

• ROME

Cites Work

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