Linear stochastic MPC under finitely supported multiplicative uncertainty.
Martin A. EvansMark CannonBasil KouvaritakisPublished in: ACC (2012)
Keyphrases
- stochastic nature
- chance constraints
- simple linear
- stochastic model
- uncertain data
- real time
- robust optimization
- stochastic optimization
- chance constrained
- linear quadratic
- closed loop
- conditional probabilities
- closed form
- optimal control
- linear systems
- possibility theory
- monte carlo
- stochastic simulation
- artificial neural networks
- genetic algorithm