Generalised polynomial chaos expansion approaches to approximate stochastic model predictive control†

DOI10.1080/00207179.2013.801082zbMath1278.93297OpenAlexW2118200824MaRDI QIDQ2868825

Richard D. Braatz, Kwang-Ki K. Kim

Publication date: 19 December 2013

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

Full work available at URL: https://doi.org/10.1080/00207179.2013.801082

zbMATH Keywords

semidefinite programmingstochastic differential equationsconvex relaxationchance constraintsstochastic model predictive controlBoole's inequalitygeneralised polynomial chaos expansions

Mathematics Subject Classification ID

Related Items (3)

Distributed Model Predictive Control of Linear Systems with Stochastic Parametric Uncertainties and Coupled Probabilistic Constraints ⋮ Control and Systems Theory for Advanced Manufacturing ⋮ Convergence Analysis and Adaptive Order Selection for the Polynomial Chaos Approach to Direct Optimal Control under Uncertainties

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