Abstract: This paper presents a method for solving linear stochastic model predictive control (SMPC) subject to joint chance constraints.
Abstract—This paper presents a method for solving linear stochastic model predictive control (SMPC) subject to joint chance constraints.
The proposed method is compared with existing two-stage algorithms with the first stage allocating the risks and the second stage optimizing the feedback ...
Yudong Ma, Sergey Vichik, Francesco Borrelli : Fast stochastic MPC with optimal risk allocation applied to building control systems. CDC 2012: 7559-7564.
Fast Stochastic MPC with Optimal Risk Allocation Applied to Building Control Systems Yudong Ma, Sergey Vichik, and Francesco Borrelli Abstract— This paper ...
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What is stochastic MPC?
Fast stochastic MPC with optimal risk allocation applied to building control systems. Y Ma, S Vichik, F Borrelli. 2012 IEEE 51st IEEE Conference on Decision and ...
Apr 3, 2022 · Fast stochastic MPC with optimal risk allocation applied to building control systems. In IEEE Conference on Decision and Control, pages 7559 ...
The aim of this paper has been to review and propose possible classification criteria of the large number of SMPC algorithms nowadays available.
In this letter we propose a policy learning MPC approach, which aims at reducing the cost of solving stochastic optimization problems. The presented scheme ...
This article investigates model predictive control (MPC) of linear systems subject to arbitrary (possibly unbounded) stochastic disturbances.