Stochastic linear model predictive control using nested decomposition

被引：0
|
作者：
Felt, AJ [1 ]
机构：
[1] Univ Wisconsin, Dept Math & Comp Sci, Stevens Point, WI 54481 USA
来源：
PROCEEDINGS OF THE 2003 AMERICAN CONTROL CONFERENCE, VOLS 1-6 | 2003年
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We begin with a traditional model predictive control problem using the l(1) norm in the objective function, and then allow the model parameters to be stochastic, with discrete distributions and finite support. We apply the nested decomposition algorithm for multistage stochastic linear programming to the resulting problem. The result is an algorithm for model predictive control that features the realism of model uncertainty, the potential speed of linear objective functions, and can be implemented in parallel.
引用
收藏
页码：3602 / 3607
页数：6
相关论文
共 50 条
  • [1] A Decomposition Algorithm for Mean-Variance Economic Model Predictive Control of Stochastic Linear Systems
    Sokoler, Leo Emil
    Dammann, Bernd
    Madsen, Henrik
    Jorgensen, John Bagterp
    [J]. 2014 IEEE INTERNATIONAL SYMPOSIUM ON INTELLIGENT CONTROL (ISIC), 2014, : 1086 - 1093
  • [2] Stochastic Model Predictive Control for Linear Systems using Probabilistic Reachable Sets
    Hewing, Lukas
    Zeilinger, Melanie N.
    [J]. 2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2018, : 5182 - 5188
  • [3] Model Predictive Control of Linear Stochastic Systems with Constraints
    Yu, Shuyou
    Qu, Ting
    Xu, Fang
    Chcn, Hong
    [J]. 2015 AMERICAN CONTROL CONFERENCE (ACC), 2015, : 950 - 955
  • [4] Probabilistic tubes in linear stochastic model predictive control
    Cannon, Mark
    Kouvaritakis, Basil
    Ng, Desmond
    [J]. SYSTEMS & CONTROL LETTERS, 2009, 58 (10-11) : 747 - 753
  • [5] Randomized Model Predictive Control for Stochastic Linear Systems
    Schildbach, Georg
    Calafiore, Giuseppe C.
    Fagiano, Lorenzo
    Morari, Manfred
    [J]. 2012 AMERICAN CONTROL CONFERENCE (ACC), 2012, : 417 - 422
  • [6] Stochastic model predictive control for tracking linear systems
    D'Jorge, Agustina
    Santoro, Bruno F.
    Anderson, Alejandro
    Gonzalez, Alejandro H.
    Ferramosca, Antonio
    [J]. OPTIMAL CONTROL APPLICATIONS & METHODS, 2020, 41 (01): : 65 - 83
  • [7] Adaptive stochastic model predictive control of linear systems using Gaussian process regression
    Li, Fei
    Li, Huiping
    He, Yuyao
    [J]. IET CONTROL THEORY AND APPLICATIONS, 2021, 15 (05): : 683 - 693
  • [8] Stochastic linear Model Predictive Control with chance constraints - A review
    Farina, Marcello
    Giulioni, Luca
    Scattolini, Riccardo
    [J]. JOURNAL OF PROCESS CONTROL, 2016, 44 : 53 - 67
  • [9] Stabilizing Model Predictive Control of Stochastic Constrained Linear Systems
    Bernardini, Daniele
    Bemporad, Alberto
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2012, 57 (06) : 1468 - 1480
  • [10] Model Predictive Control of Stochastic Linear Systems with Probability Constraints
    Caruntu, C. F.
    Velandia-Cardenas, C. C.
    Liu, X.
    Vargas, A. N.
    [J]. INTERNATIONAL JOURNAL OF COMPUTERS COMMUNICATIONS & CONTROL, 2018, 13 (06) : 927 - 937
12345