Robust model predictive control

This thesis deals with the topic of min-max formulations of robust model predictive control problems. The sets involved in guaranteeing robust feasibility of the min-max program in the presence of state constraints are of particular interest, and expanding the applicability of well understood solvers of linearly constrained quadratic min-max programs is the main focus. To this end, a generalisation for the set of uncertainty is considered: instead of fixed bounds on the uncertainty, state- and input-dependent bounds are used. To deal with state- and input dependent constraint sets a framework for a particular class of set-valued maps is utilised, namely parametrically convex set-valued maps. Relevant properties and operations are developed to accommodate parametrically convex set-valued maps in the context of robust model predictive control. A quintessential part of this work is the study of fundamental properties of piecewise polyhedral set-valued maps which are parametrically convex, we show that one particular property is that their combinatorial structure is constant. The study of polytopic maps with a rigid combinatorial structure allows the use of an optimisation based approach of robustifying constrained control problems with probabilistic constraints. Auxiliary polytopic constraint sets, used to replace probabilistic constraints by deterministic ones, can be optimised to minimise the conservatism introduced while guaranteeing constraint satisfaction of the original probabilistic constraint. We furthermore study the behaviour of the maximal robust positive invariant set for the case of scaled uncertainty and show that this set is continuously polytopic up to a critical scaling factor, which we can approximate a-priori with an arbitrary degree of accuracy. Relevant theoretical statements are developed, discussed and illustrated with examples.