Stochastic model predictive control for constrained discrete-time Markovian switching systems
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Cited in
(24)- Finite-time optimal control for Markov jump systems with singular perturbation and hard constraints
- Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance
- Constrained nonlinear model predictive control of pH value in wet flue gas desulfurization process
- On continuous-time constrained stochastic linear-quadratic control
- Risk-averse model predictive control
- Stability analysis of LPV systems: scenario approach
- Stochastic model predictive control without terminal constraints
- Neural-network-based output-feedback control with stochastic communication protocols
- 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
- Data-driven switching modeling for MPC using regression trees and random forests
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- Reliability and time-to-failure bounds for discrete-time constrained Markov jump linear systems
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- Model predictive control for switched systems with a novel mixed time/event-triggering mechanism
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- Stochastic model predictive control for probabilistically constrained Markovian jump linear systems with additive disturbance
- Model predictive control synthesis for constrained Markovian jump linear systems with bounded disturbance
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- Global exponential stability of nonlinear delayed difference systems with Markovian switching
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- Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions
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