Stochastic model predictive control with adaptive constraint tightening for non-conservative chance constraints satisfaction

DOI10.1016/j.automatica.2018.06.026zbMath1406.93305OpenAlexW2810279203MaRDI QIDQ1716435

Diego Muñoz-Carpintero, Guoqiang Hu, Costas J. Spanos

Publication date: 5 February 2019

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2018.06.026

zbMATH Keywords

adaptive controlstochastic approximationstochastic controlpredictive controlchance constraints

Mathematics Subject Classification ID

Related Items (2)

Online learning based risk-averse stochastic MPC of constrained linear uncertain systems ⋮ Chance-constrained \(H_\infty\) control for a class of time-varying systems with stochastic nonlinearities: the finite-horizon case

Cites Work

• Unnamed Item
• Stochastic model predictive control of LPV systems via scenario optimization
• A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
• Explicit use of probabilistic distributions in linear predictive control
• Markov chains and stochastic stability
• Adaptive stepsizes for recursive estimation with applications in approximate dynamic programming
• Model predictive control. Classical, robust and stochastic
• An approach to output-feedback MPC of stochastic linear discrete-time systems
• The scenario approach for stochastic model predictive control with bounds on closed-loop constraint violations
• Efficient prediction strategies for disturbance compensation in stochastic MPC
• Stochastic MPC Framework for Controlling the Average Constraint Violation
• Stochastic Model Predictive Control: An Overview and Perspectives for Future Research
• Linear systems with state and control constraints: the theory and application of maximal output admissible sets
• Variational Analysis
• Stochastic Approximation Methods for Systems over an Infinite Horizon
• The explicit linear quadratic regulator for constrained systems

This page was built for publication: Stochastic model predictive control with adaptive constraint tightening for non-conservative chance constraints satisfaction