Model predictive control for drift counteraction of stochastic constrained linear systems
From MaRDI portal
Publication:2662266
DOI10.1016/j.automatica.2020.109304zbMath1461.93142OpenAlexW3093988924MaRDI QIDQ2662266
Robert A. E. Zidek, Alberto Bemporad, Ilya V. Kolmanovsky
Publication date: 12 April 2021
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2020.109304
Mixed integer programming (90C11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Model predictive control (93B45)
Related Items (2)
Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems ⋮ High‐order control barrier functions‐based optimization control for time‐varying nonlinear systems with full‐state constraints: A dynamic sub‐safe set approach
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Stochastic MPC with inequality stability constraints
- On the Hamilton-Jacobi-Bellman equations
- Control of systems integrating logic, dynamics, and constraints
- Worst-case formulations of model predictive control for systems with bounded parameters
- Robust model predictive control of constrained linear systems with bounded disturbances
- Nonlinear model predictive control. Theory and algorithms
- Generalized Hamilton--Jacobi--Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem
- On the Continuity of Stochastic Exit Time Control Problems
- Stochastic exit time problems arising in process control
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- Stochastic Model Predictive Control: An Overview and Perspectives for Future Research
- Viscosity Solutions of Hamilton-Jacobi Equations
- A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications
- Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Non-Lipschitz Dynamics
- Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise
- Probabilistic Constrained MPC for Multiplicative and Additive Stochastic Uncertainty
- Optimal containment control for a class of stochastic systems perturbed by poisson and wiener processes
- Stabilizing Model Predictive Control of Stochastic Constrained Linear Systems
This page was built for publication: Model predictive control for drift counteraction of stochastic constrained linear systems
