An approximation method for computing the expected value of max-affine expressions

DOI10.1016/J.EJCON.2015.10.005MaRDI QIDQ1662980zbMATH OpenOpenAlexWikidataFDO

Authors Samira S. Farahani, Hans van der Weide, Bart De Schutter, Ton van den Boom

Publication date 21 August 2018

Published in European Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejcon.2015.10.005

zbMATH Keywords

momentsmodel predictive controldiscrete-event systemsstochastic disturbanceexpected value of maximum of affine expressionsmax-plus linear systems

Mathematics Subject Classification ID

Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

Recommendations

• Exact and approximate approaches to the identification of stochastic MAX-plus-linear systems
• On optimization of stochastic max-min-plus-scaling systems -- an approximation approach
• Computing the expected value of a concave, piecewise affine bivariate function for the gamma distribution
• The sample average approximation method for stochastic discrete optimization
• Method of empirical means in stochastic programming problems

Cites work

• scientific article; zbMATH DE number 3854294 (Why is no real title available?)
• scientific article; zbMATH DE number 46554 (Why is no real title available?)
• scientific article; zbMATH DE number 627763 (Why is no real title available?)
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• scientific article; zbMATH DE number 1538124 (Why is no real title available?)
• scientific article; zbMATH DE number 744066 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• scientific article; zbMATH DE number 5018129 (Why is no real title available?)
• scientific article; zbMATH DE number 233956 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3304505 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• scientific article; zbMATH DE number 964349 (Why is no real title available?)
• A Modern Introduction to Probability and Statistics
• A Survey and Comparison of Methods for Finding All Vertices of Convex Polyhedral Sets
• A comparison of piecewise-linear model descriptions
• A first step towards adaptive control for linear systems in max algebra
• Asymptotic behavior of random discrete event systems
• Canonical piecewise-linear representation
• Complexity reduction in MPC for stochastic max-plus-linear discrete event systems by variability expansion
• Computation of piecewise quadratic Lyapunov functions for hybrid systems
• Control of systems integrating logic, dynamics, and constraints
• Discrete event systems with stochastic processing times
• Equivalence of hybrid dynamical models
• Input signal design for identification of Max-plus-linear systems
• Integration on a convex polytope
• Internal model control and max-algebra: controller design
• Max-Plus Eigenvector Methods for Nonlinear H$_\infty$ Problems: Error Analysis
• Max-Plus Linear Stochastic Systems and Perturbation Analysis
• Max-plus methods for nonlinear control and estimation.
• Minimal realization in the max algebra is an extended linear complementarity problem
• Minimax algebra
• Model predictive control for max-plus-linear discrete event systems
• Model predictive control for perturbed max-plus-linear systems: a stochastic approach
• Model predictive control: Theory and practice - a survey
• Model reference control for timed event graphs in diods
• Nonlinear regulation: The piecewise linear approach
• Normal moments and Hermite polynomials
• On a new converse of Jensen's inequality
• Piecewise linear control systems. A computational approach
• Predictive control with constraints
• Properties of MPC for max-plus-linear systems
• Solving multi-metric network problems: an interplay between idempotent semiring rules
• Stable model predictive control for constrained max-plus-linear systems
• The Greatest of a Finite Set of Random Variables

Cited in

(2)

• Analysis and control of max-plus linear discrete-event systems: an introduction
• On optimization of stochastic max-min-plus-scaling systems -- an approximation approach

This page was built for publication: An approximation method for computing the expected value of max-affine expressions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1662980)