2018
DOI: 10.1002/rnc.4106
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Stochastic model predictive control: Insights and performance comparisons for linear systems

Abstract: In this paper, we define several instances of model predictive control (MPC) for linear systems, including both deterministic and stochastic formulations.We show by explicit computation of the associated control laws that, under certain conditions, different formulations lead to identical results. This paper provides insights into the performance of stochastic MPC. Amongst other things, it shows that stochastic MPC and traditional MPC can give identical results in special cases. In cases where the solutions ar… Show more

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Cited by 11 publications
(10 citation statements)
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References 35 publications
(50 reference statements)
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“…Actually, Robust MPC and average Stochastic MPC based on linear models are closely related. 30 Now, consider that w k is a random variable generated by a stochastic process W k with a given distribution. It is assumed that w k has a bound support such that w k ∈ W, ∀k ≥ 0.…”
Section: Stochastic Mpc With Individual Chance Constraintsmentioning
confidence: 99%
“…Actually, Robust MPC and average Stochastic MPC based on linear models are closely related. 30 Now, consider that w k is a random variable generated by a stochastic process W k with a given distribution. It is assumed that w k has a bound support such that w k ∈ W, ∀k ≥ 0.…”
Section: Stochastic Mpc With Individual Chance Constraintsmentioning
confidence: 99%
“…The fourth paper studies several instances of both deterministic and stochastic MPC for linear systems in substantial depth. Explicit computations of the associated control laws indicate that, under certain conditions, the deterministic and stochastic formulations lead to identical results, thus providing new insights into the performance of several variants of stochastic MPC considered in the literature.…”
Section: Overview Of Articlesmentioning
confidence: 99%
“…A similar role in social networks is played by stubborn agents [Yildiz et al, 2013, Parsegov et al, 2017. The clustered structure of a network substantially simplifies its structure as a control system and enables relatively simple (low-dimensional) controllers, which can operate in uncertain conditions, as exemplified by modern methods of robust and stochastic model predictive control (MPC) [Mayne et al, 2000, Mesbah, 2018, Seron et al, 2018, adaptive control [Fradkov et al, 1999, Fradkov, 2007, data-driven and learning-based control [Benosman, 2018].…”
Section: Clusters and Control Of Networkmentioning
confidence: 99%