Nonquadratic stochastic model predictive control: a tractable approach

DOI10.1016/J.AUTOMATICA.2012.06.053MaRDI QIDQ1937532zbMATH OpenOpenAlexFDO

Authors Milan Korda, Jiří Cigler

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

disturbance feedbackpredictive controlstochastic controlstochastic optimal control

Mathematics Subject Classification ID

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

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Cites work

• Computing the confluent hypergeometric function, M(a,b,x)
• Constrained model predictive control: Stability and optimality
• Design of Affine Controllers via Convex Optimization
• Explicit use of probabilistic distributions in linear predictive control
• scientific article; zbMATH DE number 5129990 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• Linear systems with state and control constraints: the theory and application of maximal output admissible sets
• Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints
• Nonlinear Q-Design for Convex Stochastic Control
• Probabilistic tubes in linear stochastic model predictive control

Cited in

(12)

• A chance-constrained stochastic model predictive control problem with disturbance feedback
• Recursively feasible stochastic model predictive control using indirect feedback
• Dynamic output feedback robust MPC using general polyhedral state bounds for the polytopic uncertain system with bounded disturbance
• Stochastic nonlinear model predictive control based on Gaussian mixture approximations
• An NMPC Approach to Avoid Weakly Observable Trajectories
• scientific article; zbMATH DE number 1836471 (Why is no real title available?)
• Close-loop stochastic dynamic optimization under probabilistic output-constraints
• Stochastic model predictive control without terminal constraints
• An efficient method for stochastic optimal control with joint chance constraints for nonlinear systems
• Approximate constrained stochastic optimal control via parameterized input inference
• Sparse and constrained stochastic predictive control for networked systems
• Distributionally robust tube-based model predictive control for nonlinear systems

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