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Stochastic MPC with inequality stability constraints

Abstract:

Stochastic uncertainty is a common feature of many control engineering problems, and is also present in a wider class of applications, e.g. finance and sustainable development. Recent work proposed a constrained MPC approach that took explicit account of the distributions of uncertain model parameters but used terminal equality constraints to ensure stability. The present paper reformulates the problem in order to relax the stability constraints by invoking appropriate terminal inequalities. ...

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Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
Host title:
AUTOMATICA
Volume:
42
Issue:
12
Pages:
2169-2174
Publication date:
2006-12-01
DOI:
ISSN:
0005-1098
Keywords:
Pubs id:
pubs:63404
UUID:
uuid:f45a0560-4da9-43a4-85e6-91acb5925522
Local pid:
pubs:63404
Source identifiers:
63404
Deposit date:
2012-12-19

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