The scenario approach for stochastic model predictive control with bounds on closed-loop constraint violations
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Publication:2342423
DOI10.1016/j.automatica.2014.10.035zbMath1309.93193arXiv1307.5640MaRDI QIDQ2342423
Manfred Morari, Georg Schildbach, Christoph Frei, Lorenzo Fagiano
Publication date: 28 April 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.5640
stochastic systems; chance constraints; soft constraints; scenario optimization; stochastic MPC; scenario-based MPC
93E20: Optimal stochastic control