Conference item
Admissible sets for chance-constrained difference inclusions
- Abstract:
- We study the Maximal Admissible Set (MAS) of a linear difference inclusion under a chance constraint involving random variables with bounded support. After showing that it is difficult to compute this set in general, we suggest inner and outer approximations that can be computed using existing algorithms. The inner approximations are themselves constraint admissible sets and can be represented by a finite number of chance constraints. We give examples to demonstrate the low level of conservatism of these approximations and to illustrate the potential application in Model Predictive Control.
- Publication status:
- Published
- Peer review status:
- Peer reviewed
Actions
Authors
- Publisher:
- Institute of Electrical and Electronics Engineers
- Host title:
- Proceedings of the 2016 American Control Conference
- Journal:
- Proceedings of the 2016 American Control Conference More from this journal
- Publication date:
- 2016-08-01
- Acceptance date:
- 2016-01-28
- EISSN:
-
2378-5861
- ISBN:
- 9781467386838
- Keywords:
- Pubs id:
-
pubs:629616
- UUID:
-
uuid:356874ac-ee56-4353-a58a-0593ecd0c24e
- Local pid:
-
pubs:629616
- Source identifiers:
-
629616
- Deposit date:
-
2016-06-24
Terms of use
- Copyright holder:
- American Automatic Control Council
- Copyright date:
- 2016
- Notes:
- This is an accepted manuscript of a journal article published by IEEE in Proceedings of the American Control Conference (ACC), 2016 on 2016-08-01, available online: http://dx.doi.org/10.1109/ACC.2016.7526659
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