Stochastic model predictive control for probabilistically constrained Markovian jump linear systems with additive disturbance

DOI10.1002/rnc.3971zbMath1426.93369OpenAlexW2766169142MaRDI QIDQ5241788

Dewei Li, Jian-Bo Lu, Yu-Geng Xi

Publication date: 1 November 2019

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.3971

zbMATH Keywords

optimal controllong-run average costMarkovian jump linear systemsprobabilistic constraintsstochastic model predictive controlmaximal admissible sets

Mathematics Subject Classification ID

Feedback control (93B52) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Model predictive control (93B45)

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