Stochastic economic model predictive control for Markovian switching systems

The optimization of process economics within the model predictive control (MPC) formulation has given rise to a new control paradigm known as economic MPC (EMPC). Several authors have discussed the closed-loop properties of EMPC-controlled deterministic systems, however, little have uncertain systems been studied. In this paper we propose EMPC formulations for nonlinear Markovian switching systems which guarantee recursive feasibility, asymptotic performance bounds and constrained mean square (MS) stability.

[1]  Mario Zanon,et al.  A Lyapunov function for periodic economic optimizing Model Predictive Control , 2013, 52nd IEEE Conference on Decision and Control.

[2]  David Angeli,et al.  On Average Performance and Stability of Economic Model Predictive Control , 2012, IEEE Transactions on Automatic Control.

[3]  Lars Grüne,et al.  Economic receding horizon control without terminal constraints , 2013, Autom..

[4]  Sebastian Engell,et al.  Efficient Robust Economic Nonlinear Model Predictive Control of an Industrial Batch Reactor , 2014 .

[5]  Frank Allgöwer,et al.  Tube-based robust economic model predictive control , 2014 .

[6]  Lorenzo Fagiano,et al.  Generalized terminal state constraint for model predictive control , 2012, Autom..

[7]  David Angeli,et al.  On the performance of economic model predictive control with self-tuning terminal cost , 2014 .

[8]  Tor Arne Johansen,et al.  Dynamic Safety Constraints by Scenario-Based Economic Model Predictive Control of Marine Electric Power Plants , 2017, IEEE Transactions on Transportation Electrification.

[9]  Elizabeth L. Wilmer,et al.  Markov Chains and Mixing Times , 2008 .

[10]  Alberto Bemporad,et al.  Stochastic model predictive control for constrained discrete-time Markovian switching systems , 2014, Autom..

[11]  Dudley,et al.  Real Analysis and Probability: Measurability: Borel Isomorphism and Analytic Sets , 2002 .

[12]  Frank Allgöwer,et al.  Robust economic Model Predictive Control using stochastic information , 2016, Autom..

[13]  Moritz Diehl,et al.  Handling uncertainty in economic nonlinear model predictive control: A comparative case study , 2014 .

[14]  David Angeli,et al.  On convergence of averagely constrained economic MPC and necessity of dissipativity for optimal steady-state operation , 2013, 2013 American Control Conference.

[15]  David Angeli,et al.  Economic optimization using model predictive control with a terminal cost , 2011, Annu. Rev. Control..

[16]  David Angeli,et al.  Fundamentals of economic model predictive control , 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

[17]  Arturo Tejada,et al.  On nonlinear discrete-time systems driven by Markov chains , 2010, J. Frankl. Inst..