Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints
From MaRDI portal
Publication:1000807
DOI10.1016/j.automatica.2008.06.017zbMath1154.93445OpenAlexW1963805330MaRDI QIDQ1000807
Mark Cannon, Xingjian Wu, Basil Kouvaritakis
Publication date: 10 February 2009
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2008.06.017
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (22)
A stochastic MPC scheme for distributed systems with multiplicative uncertainty ⋮ Model predictive control of linear systems with multiplicative unbounded uncertainty and chance constraints ⋮ Continuous-time probabilistic ultimate bounds and invariant sets: computation and assignment ⋮ Probabilistic tubes in linear stochastic model predictive control ⋮ Distributed Model Predictive Control of Linear Systems with Stochastic Parametric Uncertainties and Coupled Probabilistic Constraints ⋮ Receding horizon control for multiplicative noise stochastic systems with input delay ⋮ An approach to output-feedback MPC of stochastic linear discrete-time systems ⋮ Lyapunov-based model predictive control of stochastic nonlinear systems ⋮ Nonquadratic stochastic model predictive control: a tractable approach ⋮ Comments on ``Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints ⋮ Event‐triggered output feedback predictive control for Takagi‐Sugeno model with bounded disturbance and redundant channels ⋮ Recursively feasible stochastic model predictive control using indirect feedback ⋮ Stochastic receding horizon control with output feedback and bounded controls ⋮ On the stability of receding horizon control for continuous-time stochastic systems ⋮ Convexity and convex approximations of discrete-time stochastic control problems with constraints ⋮ Model predictive control for constrained systems with serially correlated stochastic parameters and portfolio optimization ⋮ A necessary and sufficient RHC stabilizability condition for stochastic control with delayed input ⋮ Chance-constrained \(H_\infty\) control for a class of time-varying systems with stochastic nonlinearities: the finite-horizon case ⋮ STOCHASTIC MODEL PREDICTIVE CONTROL FOR SPACECRAFT RENDEZVOUS AND DOCKING VIA A DISTRIBUTIONALLY ROBUST OPTIMIZATION APPROACH ⋮ Constraint-admissible sets for systems with soft constraints and their application in model predictive control ⋮ The scenario approach for stochastic model predictive control with bounds on closed-loop constraint violations ⋮ Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
Cites Work
- Unnamed Item
- Stochastic MPC with inequality stability constraints
- A numerically robust state-space approach to stable-predictive control strategies
- Constrained model predictive control: Stability and optimality
- Efficient robust predictive control
- Optimal feedback control strategies for state-space systems with stochastic parameters
- MPC as a Tool for Sustainable Development Integrated Policy Assessment
- Mathematical programming and the control of Markov chains†
This page was built for publication: Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints