Nonquadratic stochastic model predictive control: a tractable approach

DOI10.1016/j.automatica.2012.06.053zbMath1257.93114OpenAlexW2113520934MaRDI QIDQ1937532

Jiří Cigler, Milan Korda

Publication date: 1 March 2013

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://infoscience.epfl.ch/record/179902

zbMATH Keywords

stochastic controlstochastic optimal controlpredictive controldisturbance feedback

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items

Sparse and constrained stochastic predictive control for networked systems, Dynamic Output Feedback Robust MPC Using General Polyhedral State Bounds for the Polytopic Uncertain System With Bounded Disturbance

Cites Work

• Explicit use of probabilistic distributions in linear predictive control
• Probabilistic tubes in linear stochastic model predictive control
• Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints
• Constrained model predictive control: Stability and optimality
• Linear systems with state and control constraints: the theory and application of maximal output admissible sets
• Nonlinear Q-Design for Convex Stochastic Control
• Design of Affine Controllers via Convex Optimization
• Computing the confluent hypergeometric function, \(M(a,b,x)\)
• Unnamed Item
• Unnamed Item