Towards data-driven stochastic predictive control

DOI10.1002/RNC.6812MaRDI QIDQ6989412zbMATH OpenFDO

Authors Guanru Pan, Timm Faulwasser

Publication date 30 April 2025

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1002/RNC.6812

zbMATH Keywords

polynomial chaos expansionstochastic model predictive controlclosed-loop propertiesdata-driven system representation

Mathematics Subject Classification ID

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

Cites work

• A Polynomial Chaos Approach to Robust Static Output-Feedback Control With Bounded Truncation Error
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• Stochastic Model Predictive Control: An Overview and Perspectives for Future Research
• Stochastic Tubes in Model Predictive Control With Probabilistic Constraints
• Stochastic model predictive control without terminal constraints
• The Homogeneous Chaos
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Wiener's Polynomial Chaos for the Analysis and Control of Nonlinear Dynamical Systems with Probabilistic Uncertainties [Historical Perspectives]

Cited in

(2)

• Editorial: Special issue on model predictive control under disturbances and uncertainties: safety, stability, and learning
• Recursive feasibility of nonlinear stochastic model predictive control with Gaussian process dynamics

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