The scenario approach for Stochastic Model Predictive Control with bounds on closed-loop constraint violations

Author:

Schildbach Georg,Fagiano Lorenzo,Frei Christoph,Morari Manfred

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference34 articles.

1. Handbook of mathematical functions;Abramowitz,1970

2. Model predictive control for stochastic systems by randomized algorithms;Batina,2004

3. Batina, I., Stoorvogel, A.A., & Weiland, S. (2002). Optimal control of linear, stochastic systems with state and input constraints. In 41st IEEE conference on decision and control, Las Vegas (NV), United States.

4. A probabilistic particle-control approximation of chance-constrained stochastic predictive control;Blackmore;IEEE Transactions on Robotics,2010

5. Convex optimization;Boyd,2004

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