Stochastic MPC for Additive and Multiplicative Uncertainty Using Sample Approximations

DOI10.1109/TAC.2018.2887054zbMath1482.93586OpenAlexW2904238132WikidataQ128724552 ScholiaQ128724552MaRDI QIDQ5211140

James Fleming, Mark Cannon

Publication date: 28 January 2020

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2018.2887054

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stochastic systems in control theory (general) (93E03) Optimality conditions for problems involving randomness (49K45)

Related Items (2)

Stochastic model predictive control for linear systems with unbounded additive uncertainties ⋮ Auxiliary controller design and performance comparative analysis in closed-loop brain-machine interface system

This page was built for publication: Stochastic MPC for Additive and Multiplicative Uncertainty Using Sample Approximations