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MPC for Stochastic systems

Abstract:

Stochastic uncertainty is present in many control engineering problems, and is also present in a wider class of applications, such as finance and sustainable development. We propose a receding horizon strategy for systems with multiplicative stochastic uncertainty in the dynamic map between plant inputs and outputs. The cost and constraints are defined using probabilistic bounds. Terminal constraints are defined in a probabilistic framework, and guarantees of closed-loop convergence and recur...

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Publication status:
Published

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Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
Volume:
358
Issue:
1
Pages:
255-268
Host title:
Assessment and Future Directions of Nonlinear Model Predictive Control
Publication date:
2007-01-01
DOI:
ISSN:
0170-8643
Source identifiers:
63471
ISBN:
9783540726982
Pubs id:
pubs:63471
UUID:
uuid:3ddacc4b-9899-4fb5-988a-148b9f9184ba
Local pid:
pubs:63471
Deposit date:
2012-12-19

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