Constraint-Tightening and Stability in Stochastic Model Predictive Control

Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference between existence of a solution and feasibility of a suitable,...

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Bibliographic Details

Published in:	IEEE transactions on automatic control Vol. 62; no. 7; pp. 3165 - 3177
Main Authors:	Lorenzen, Matthias, Dabbene, Fabrizio, Tempo, Roberto, Allgower, Frank
Format:	Journal Article
Language:	English
Published:	IEEE 01.07.2017
Subjects:	Asymptotic stability Chance constraints constrained control discrete-time stochastic systems Numerical stability Optimization Predictive control randomized algorithms receding horizon control Robustness stochastic model predictive control Stochastic processes Uncertainty
ISSN:	0018-9286, 1558-2523
Online Access:	Get full text
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