Stochastic model predictive control for constrained discrete-time Markovian switching systems
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Publication:472564
DOI10.1016/J.AUTOMATICA.2014.08.031zbMATH Open1301.93173OpenAlexW2042186399MaRDI QIDQ472564FDOQ472564
Authors: Panagiotis Patrinos, Pantelis Sopasakis, Haralambos Sarimveis, A. Bemporad 
Publication date: 19 November 2014
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2014.08.031
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Markovian switching systemscontrol of constrained systemsstochastic model predictive controlstochastic switching systems
Dynamic programming (90C39) Linear systems in control theory (93C05) Optimal stochastic control (93E20)
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Cited In (22)
- Constrained nonlinear model predictive control of pH value in wet flue gas desulfurization process
- Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance
- On continuous-time constrained stochastic linear-quadratic control
- Stochastic model predictive control without terminal constraints
- Risk-averse model predictive control
- Stability analysis of LPV systems: scenario approach
- Practical tracking and disturbance rejection for a class of discrete-time stochastic linear systems
- Self-triggered model predictive control of discrete-time Markov jump linear systems
- Neural-network-based output-feedback control with stochastic communication protocols
- Data-driven switching modeling for MPC using regression trees and random forests
- \( H_\infty\) control for continuous-time Markov jump nonlinear systems with piecewise-affine approximation
- Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems
- Stable receding-horizon scenario predictive control for Markov-jump linear systems
- Reliability and time-to-failure bounds for discrete-time constrained Markov jump linear systems
- Necessary and sufficient conditions for constraint satisfaction in switched systems using switch-robust control invariant sets
- Model predictive control for switched systems with a novel mixed time/event-triggering mechanism
- Title not available (Why is that?)
- Stochastic model predictive control for probabilistically constrained Markovian jump linear systems with additive disturbance
- Global exponential stability of nonlinear delayed difference systems with Markovian switching
- Efficient and smooth robust model predictive control for stochastic switching systems
- Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions
- Finite-time optimal control for Markov jump systems with singular perturbation and hard constraints
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