MPC for Stochastic Systems

DOI10.1007/978-3-540-72699-9_20zbMath1223.93119OpenAlexW29800084MaRDI QIDQ5198741

Mark Cannon, P. D. Couchman, Basil Kouvaritakis

Publication date: 9 August 2011

Published in: Assessment and Future Directions of Nonlinear Model Predictive Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-72699-9_20

zbMATH Keywords

stochastic uncertaintyreceding horizon strategyonline optimization problemmultiplicative stochastic uncertaintycontrol engineering problems

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Design techniques (robust design, computer-aided design, etc.) (93B51) Optimal stochastic control (93E20)

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