Stochastic MPC for Additive and Multiplicative Uncertainty Using Sample Approximations.

James M. Fleming Mark Cannon

Published in: IEEE Trans. Autom. Control. (2019)

Keyphrases

stochastic nature
stochastic simulation
uncertain data
stochastic model
small sample
inherent uncertainty
incomplete information
closed loop
dynamic model
data sets
decision theory
learning automata
stochastic process
expected utility
closed form
monte carlo
genetic algorithm