IEEE - Institute of Electrical and Electronics Engineers, Inc. - Stochastic MPC for additive and multiplicative uncertainty using sample approximations

Author(s): James M. Fleming ; Mark Cannon
Sponsor(s): IEEE Control Systems Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1
ISSN (CD): 2334-3303
ISSN (Electronic): 1558-2523
ISSN (Paper): 0018-9286
DOI: 10.1109/TAC.2018.2887054
Regular:

We introduce an approach for Model Predictive Control (MPC) of systems with additive and multiplicative stochastic uncertainty subject to chance constraints. Predicted states are bounded within a... View More

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