The scenario approach for stochastic model predictive control with bounds on closed-loop constraint violations

DOI10.1016/j.automatica.2014.10.035zbMath1309.93193arXiv1307.5640MaRDI QIDQ2342423

Lorenzo Fagiano, Christoph Frei, Manfred Morari, Georg Schildbach

Publication date: 28 April 2015

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.5640

zbMATH Keywords

stochastic systems; chance constraints; soft constraints; scenario optimization; stochastic MPC; scenario-based MPC

Mathematics Subject Classification ID

93E20: Optimal stochastic control

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