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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
Department:
Oxford, MPLS, Engineering Science
Couchman, P More by this author
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Institution:
University of Oxford
Department:
Oxford, MPLS, Engineering Science
Volume:
358
Issue:
1
Pages:
255-268
Publication date:
2007
DOI:
ISSN:
0170-8643
URN:
uuid:3ddacc4b-9899-4fb5-988a-148b9f9184ba
Source identifiers:
63471
Local pid:
pubs:63471
ISBN:
978-3-540-72698-2

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