An approximation method for computing the expected value of max-affine expressions

DOI10.1016/j.ejcon.2015.10.005zbMath1403.93175OpenAlexW2178204177WikidataQ107155212 ScholiaQ107155212MaRDI QIDQ1662980

Samira S. Farahani, Bart De Schutter, Hans van der Weide, Ton J. J. van den Boom

Publication date: 21 August 2018

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejcon.2015.10.005

zbMATH Keywords

momentsdiscrete-event systemsmodel predictive controlstochastic disturbanceexpected value of maximum of affine expressionsmax-plus linear systems

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17)

Related Items

Analysis and control of max-plus linear discrete-event systems: an introduction, On optimization of stochastic max-min-plus-scaling systems -- an approximation approach

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