Lyapunov-based model predictive control of stochastic nonlinear systems

DOI10.1016/J.AUTOMATICA.2012.06.033MaRDI QIDQ1937517zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

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• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
• Min-max control of constrained uncertain discrete-time linear systems
• Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints
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• 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
• Stochastic nonlinear model predictive control based on Gaussian mixture approximations
• Stochastic receding horizon control with output feedback and bounded controls
• Stochastic stability and control

Cited in

(22)

• The composite-disturbance-observer based stochastic model predictive control for spacecrafts under multi-source disturbances
• Lyapunov‐based model predictive control of nonlinear systems subject to time‐varying measurement delays
• Lyapunov-based stochastic model predictive control of stochastic nonlinear systems with input-delay using multi-dimensional Taylor network
• Stabilizing Model Predictive Control of Stochastic Constrained Linear Systems
• Asymptotic stabilizability of a class of stochastic nonlinear hybrid systems
• scientific article; zbMATH DE number 6453367 (Why is no real title available?)
• Predictor-based control of stochastic systems with nonlinear diffusions and input delay
• Asymptotic stabilization of a class of nonlinear SDEs
• Control of Stochastic Systems Based on the Predictive Models of Random Sequences
• Model predictive control for drift counteraction of stochastic constrained linear systems
• Stabilization of nonlinear systems with state and control constraints using Lyapunov-based predictive control
• Generalised polynomial chaos expansion approaches to approximate stochastic model predictive control^†
• Control Lyapunov–Barrier function based model predictive control for stochastic nonlinear affine systems
• A Lyapunov function for the combined system-optimizer dynamics in inexact model predictive control
• Stochastic output-feedback model predictive control
• Stochastic nonlinear model predictive control based on Gaussian mixture approximations
• Stochastic model predictive control of LPV systems via scenario optimization
• Nonlinear stochastic receding horizon control: stability, robustness and Monte Carlo methods for control approximation
• Adaptive output-feedback Lyapunov-based model predictive control of nonlinear process systems
• Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation
• Distributed Lyapunov-based model predictive control for collision avoidance of multi-agent formation
• High-probability stable Gaussian process-supported model predictive control for Lur'e systems

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