Stochastic receding horizon control with output feedback and bounded controls

[1]  Basil Kouvaritakis,et al.  Stochastic tube MPC with state estimation , 2012, Autom..

[2]  John Lygeros,et al.  Convexity and convex approximations of discrete-time stochastic control problems with constraints , 2011, Autom..

[3]  John Lygeros,et al.  Stochastic Receding Horizon Control With Bounded Control Inputs: A Vector Space Approach , 2009, IEEE Transactions on Automatic Control.

[4]  Stephen P. Boyd,et al.  Design of Affine Controllers via Convex Optimization , 2010, IEEE Transactions on Automatic Control.

[5]  John Lygeros,et al.  Attaining Mean Square Boundedness of a Marginally Stable Stochastic Linear System With a Bounded Control Input , 2009, IEEE Transactions on Automatic Control.

[6]  Pablo A. Parrilo,et al.  Optimality of Affine Policies in Multistage Robust Optimization , 2009, Math. Oper. Res..

[7]  J. Lygeros,et al.  Stochastic MPC with Imperfect State Information and Bounded Controls , 2010 .

[8]  J. Lygeros,et al.  Stable stochastic receding horizon control of linear systems with bounded control inputs , 2010 .

[9]  Alberto Bemporad,et al.  Scenario-based model predictive control of stochastic constrained linear systems , 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

[10]  Pablo A. Parrilo,et al.  Optimality of affine policies in multi-stage robust optimization , 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

[11]  Riccardo Scattolini,et al.  Stochastic Model Predictive Control of constrained linear systems with additive uncertainty , 2009, 2009 European Control Conference (ECC).

[12]  Basil Kouvaritakis,et al.  Probabilistic Constrained MPC for Multiplicative and Additive Stochastic Uncertainty , 2009, IEEE Transactions on Automatic Control.

[13]  Stephen P. Boyd,et al.  Performance bounds for linear stochastic control , 2009, Syst. Control. Lett..

[14]  Basil Kouvaritakis,et al.  Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints , 2009, Autom..

[15]  Manfred Morari,et al.  A tractable approximation of chance constrained stochastic MPC based on affine disturbance feedback , 2008, 2008 47th IEEE Conference on Decision and Control.

[16]  Basil Kouvaritakis,et al.  Probabilistic Constrained MPC for Systems with Multiplicative and Additive Stochastic Uncertainty , 2008 .

[17]  James A. Primbs,et al.  Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise , 2007, IEEE Transactions on Automatic Control.

[18]  Dimitris Bertsimas,et al.  Constrained Stochastic LQC: A Tractable Approach , 2007, IEEE Transactions on Automatic Control.

[19]  John Lygeros,et al.  NMPC for Complex Stochastic Systems Using a Markov Chain Monte Carlo Approach , 2007 .

[20]  Frank Allgöwer,et al.  Assessment and Future Directions of Nonlinear Model Predictive Control , 2007 .

[21]  Basil Kouvaritakis,et al.  Stochastic MPC with inequality stability constraints , 2006, Autom..

[22]  Stephen P. Boyd,et al.  Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems , 2006, Math. Program..

[23]  Maarten H. van der Vlerk,et al.  Integrated Chance Constraints: Reduced Forms and an Algorithm , 2006, Comput. Manag. Sci..

[24]  L. Blackmore A Probabilistic Particle Control Approach to Optimal, Robust Predictive Control , 2006 .

[25]  Eric C. Kerrigan,et al.  Optimization over state feedback policies for robust control with constraints , 2006, Autom..

[26]  Stephen P. Boyd,et al.  Convex Optimization , 2004, Algorithms and Theory of Computation Handbook.

[27]  Jun Yan,et al.  Incorporating state estimation into model predictive control and its application to network traffic control , 2005, Autom..

[28]  A. Ben-Tal,et al.  Adjustable robust solutions of uncertain linear programs , 2004, Math. Program..

[29]  J. Lofberg,et al.  YALMIP : a toolbox for modeling and optimization in MATLAB , 2004, 2004 IEEE International Conference on Robotics and Automation (IEEE Cat. No.04CH37508).

[30]  I Ivo Batina,et al.  Model predictive control for stochastic systems by randomized algorithms , 2004 .

[31]  O. Bosgra,et al.  A full solution to the constrained stochastic closed-loop MPC problem via state and innovations feedback and its receding horizon implementation , 2003, 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475).

[32]  J. Löfberg Minimax approaches to robust model predictive control , 2003 .

[33]  Jan M. Maciejowski,et al.  Predictive control : with constraints , 2002 .

[34]  Pu Li,et al.  A probabilistically constrained model predictive controller , 2002, Autom..

[35]  Arkadi Nemirovski,et al.  Lectures on modern convex optimization - analysis, algorithms, and engineering applications , 2001, MPS-SIAM series on optimization.

[36]  David Q. Mayne,et al.  Constrained model predictive control: Stability and optimality , 2000, Autom..

[37]  E. Kamen,et al.  Introduction to Optimal Estimation , 1999 .

[38]  Michael Nikolaou,et al.  Chance‐constrained model predictive control , 1999 .

[39]  R. Pemantle,et al.  Moment conditions for a sequence with negative drift to be uniformly bounded in Lr , 1999, math/0404093.

[40]  J. W. Nieuwenhuis,et al.  Boekbespreking van D.P. Bertsekas (ed.), Dynamic programming and optimal control - volume 2 , 1999 .

[41]  Eduardo Sontag,et al.  Global stabilization of linear discrete-time systems with bounded feedback , 1997 .

[42]  Kim-Chuan Toh,et al.  SDPT3 -- A Matlab Software Package for Semidefinite Programming , 1996 .

[43]  David K. Smith,et al.  Dynamic Programming and Optimal Control. Volume 1 , 1996 .

[44]  Dimitri P. Bertsekas,et al.  Dynamic Programming and Optimal Control, Two Volume Set , 1995 .

[45]  Willem K. Klein Haneveld Integrated Chance Constraints , 1986 .

[46]  Pravin Varaiya,et al.  Stochastic Systems: Estimation, Identification, and Adaptive Control , 1986 .