Nonquadratic stochastic model predictive control: A tractable approach
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F12%3A00194348" target="_blank" >RIV/68407700:21230/12:00194348 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.automatica.2012.06.053" target="_blank" >http://dx.doi.org/10.1016/j.automatica.2012.06.053</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.automatica.2012.06.053" target="_blank" >10.1016/j.automatica.2012.06.053</a>
Alternative languages
Result language
angličtina
Original language name
Nonquadratic stochastic model predictive control: A tractable approach
Original language description
This paper deals with the finite horizon stochastic optimal control problem with the expectation of the p-norm as the objective function and jointly Gaussian, although not necessarily independent, additive disturbance process. We develop an approximationstrategy that solves the problem in a certain class of nonlinear feedback policies while ensuring satisfaction of hard input constraints. A bound on suboptimality of the proposed strategy in this class of nonlinear feedback policies is given for the special case of p=1. We also develop a recursively feasible receding horizon policy with respect to state chance constraints and/or hard control input constraints in the presence of bounded disturbances. The performance of the proposed policies is examinedin two numerical examples.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BC - Theory and management systems
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GAP103%2F12%2F1187" target="_blank" >GAP103/12/1187: Identification of Stochastic, Nonlinear Systems for Advanced Control</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Automatica
ISSN
0005-1098
e-ISSN
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Volume of the periodical
48
Issue of the periodical within the volume
9
Country of publishing house
GB - UNITED KINGDOM
Number of pages
7
Pages from-to
2352-2358
UT code for WoS article
000308454100048
EID of the result in the Scopus database
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