Statistical information based two-layer model predictive control with dynamic economy and control performance for non-Gaussian stochastic process

DOI10.1016/J.JFRANKLIN.2021.01.007MaRDI QIDQ2656839zbMATH OpenOpenAlexFDO

Authors Mifeng Ren, Junghui Chen, Peng Shi, Gaowei Yan, Lan Cheng

Publication date 16 March 2021

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfranklin.2021.01.007

zbMATH Keywords

dynamic economic optimizationhierarchical architecturenon-Gaussian stochastic processstatistical informationtwo-layer model predictive control

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Model predictive control (93B45) Stochastic systems in control theory (general) (93E03)

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Cites work

• A Lyapunov Function for Economic Optimizing Model Predictive Control
• A projected gradient method for vector optimization problems
• Minimum entropy control of closed-loop tracking errors for dynamic stochastic systems
• Model predictive control. With a foreword by M. J. Grimble and M. A. Johnson
• Optimizing Process Economic Performance Using Model Predictive Control
• Robust economic model predictive control using stochastic information
• Robust Model Predictive Control via Scenario Optimization
• Robust tracking controller design for non-Gaussian singular uncertainty stochastic distribution systems
• Stochastic distribution control system design. A convex optimization approach.

Cited in

(2)

• Hybrid Gaussian process modeling applied to economic stochastic model predictive control of batch processes
• Adaptive control for a class of stochastic nonlinear time-delay systems with unknown control coefficients

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