Lyapunov-based model predictive control of stochastic nonlinear systems

DOI10.1016/J.AUTOMATICA.2012.06.033zbMath1257.93107OpenAlexW2010348927MaRDI QIDQ1937517

Maaz Mahmood, Prashant Mhaskar

Publication date: 1 March 2013

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2012.06.033

zbMATH Keywords

nonlinear systemspredictive controlstochastic systemsstochastic uncertaintystabilization in probability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Identification in stochastic control theory (93E12)

Related Items (7)

Asymptotic stabilizability of a class of stochastic nonlinear hybrid systems ⋮ Nonlinear stochastic receding horizon control: stability, robustness and Monte Carlo methods for control approximation ⋮ Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation ⋮ Control Lyapunov–Barrier function based model predictive control for stochastic nonlinear affine systems ⋮ The composite-disturbance-observer based stochastic model predictive control for spacecrafts under multi-source disturbances ⋮ Stochastic model predictive control of LPV systems via scenario optimization ⋮ Asymptotic stabilization of a class of nonlinear SDEs

Cites Work

• Unnamed Item
• Stochastic receding horizon control with output feedback and bounded controls
• Convexity and convex approximations of discrete-time stochastic control problems with constraints
• Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints
• Stability of regime-switching stochastic differential equations
• Constrained model predictive control: Stability and optimality
• Output-feedback stabilization of stochastic nonlinear systems driven by noise of unknown covariance
• Stabilization of nonlinear systems with state and control constraints using Lyapunov-based predictive control
• Stochastic stability and control
• Stochastic Nonlinear Model Predictive Control based on Gaussian Mixture Approximations
• On a universal formula for the stabilization of control stochastic nonlinear systems
• Robust receding horizon control of constrained nonlinear systems
• Stabilization of stochastic nonlinear systems driven by noise of unknown covariance
• Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise
• Probabilistic Constrained MPC for Multiplicative and Additive Stochastic Uncertainty
• Nonlinear Model Predictive Control: An Introductory Review
• Discrete-Time Non-smooth Nonlinear MPC: Stability and Robustness
• Stabilization in probability of nonlinear stochastic systems with guaranteed region of attraction and target set
• Min-max control of constrained uncertain discrete-time linear systems
• Constrained Stochastic LQC: A Tractable Approach
• On Constructing Constrained Control Lyapunov Functions for Linear Systems
• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path

This page was built for publication: Lyapunov-based model predictive control of stochastic nonlinear systems