Sequential Monte Carlo for model predictive control

DOI10.1007/978-3-642-01094-1_21MaRDI QIDQ3589790zbMATH OpenOpenAlexFDO

Authors Nikolas Kantas, Jan M. Maciejowski, Andrea Lecchini-Visintini

Publication date 20 September 2010

Published in Nonlinear Model Predictive Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-01094-1_21

zbMATH Keywords

sequential Monte Carlostochastic optimisationstochastic MPC

Mathematics Subject Classification ID

Stochastic programming (90C15) Design techniques (robust design, computer-aided design, etc.) (93B51)

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• Controlling procedural modeling programs with stochastically-ordered sequential Monte Carlo
• Online control of simulated humanoids using particle belief propagation
• Vehicle tracking with obstacle avoidance under uncertainty using Gaussian processes and backoffs
• Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach
• NMPC for complex stochastic systems using a Markov chain Monte Carlo approach
• Nonlinear stochastic receding horizon control: stability, robustness and Monte Carlo methods for control approximation
• A software framework for stochastic model predictive control of nonlinear continuous-time systems (GRAMPC-S)
• Spatiotemporal learning-based stochastic MPC with applications in aero-engine control
• Model predictive control: recent developments and future promise
• Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions
• Model predictive control strategies using consensus-based optimization

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