A chance-constrained stochastic model predictive control problem with disturbance feedback

DOI10.3934/jimo.2019099zbMath1474.93064OpenAlexW2966409851MaRDI QIDQ2031315

Min Su, Qingyuan Cao, Tianshi Hu, Lan Li, Yuan Tan

Publication date: 9 June 2021

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2019099

zbMATH Keywords

robust optimizationstochastic model predictive controlchance constraint

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Model predictive control (93B45)

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Uses Software

• CVX

Cites Work

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• Unnamed Item

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