Robust, Optimal Predictive Control of Jump Markov Linear Systems Using Particles

DOI10.1007/978-3-540-71493-4_11MaRDI QIDQ3612964zbMATH OpenOpenAlexFDO

Authors Lars Blackmore, Askar Bektassov, Masahiro Ono, Brian C. Williams

Publication date 11 March 2009

Published in Hybrid Systems: Computation and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-71493-4_11

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Recommendations

• scientific article; zbMATH DE number 910670
• Stable receding-horizon scenario predictive control for Markov-jump linear systems
• Constrained robust model predicted control of discrete-time Markov jump linear systems
• Particle predictive control
• Optimal control of jump-linear gaussian systems†

Cited in

(7)

• Stable receding-horizon scenario predictive control for Markov-jump linear systems
• Optimal level-crossing prediction for jump linear MIMO dynamical systems
• Use of particle filters in an active control algorithm for noisy nonlinear structural dynamical systems
• PF-MPC: particle filter-model predictive control
• Dynamic option hedging via stochastic model predictive control based on scenario simulation
• Particle predictive control
• Model predictive control synthesis for constrained Markovian jump linear systems with bounded disturbance

This page was built for publication: Robust, Optimal Predictive Control of Jump Markov Linear Systems Using Particles

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3612964)