Model Predictive Control for Nonlinear Stochastic Systems with Markovian Jumps under Constraints

Vestnik Tomskogo gosudarstvennogo universiteta Upravlenie vychislitel naya tekhnika i informatika ◽

10.17223/19988605/32/2 ◽

2015 ◽

pp. 14-22

Author(s):

Vladimir V. Dombrovskii ◽

◽

Tatyana Y. Obyedko ◽

Mariya V. Samorodova

Keyword(s):

Model Predictive Control ◽

Predictive Control ◽

Stochastic Systems ◽

Nonlinear Stochastic Systems

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Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions

Automatica ◽

10.1016/j.automatica.2017.09.018 ◽

2018 ◽

Vol 87 ◽

pp. 61-68 ◽

Cited By ~ 6

Author(s):

Vladimir Dombrovskii ◽

Tatiana Obyedko ◽

Maria Samorodova

Keyword(s):

Model Predictive Control ◽

Portfolio Optimization ◽

Predictive Control ◽

Stochastic Systems ◽

Market Frictions ◽

Markovian Jump ◽

Nonlinear Stochastic Systems

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Model predictive control for nonlinear stochastic systems with serially correlated parameters under constraints

Vestnik Tomskogo gosudarstvennogo universiteta Upravlenie vychislitel naya tekhnika i informatika ◽

10.17223/19988605/42/1 ◽

2018 ◽

pp. 4-11

Author(s):

Vladimir V. Dombrovskii ◽

◽

Tatiana Y. Pashinskaya

Keyword(s):

Model Predictive Control ◽

Predictive Control ◽

Stochastic Systems ◽

Nonlinear Stochastic Systems ◽

Correlated Parameters

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Model predictive control with active learning for stochastic systems with structural model uncertainty: Online model discrimination

Computers & Chemical Engineering ◽

10.1016/j.compchemeng.2019.05.012 ◽

2019 ◽

Vol 128 ◽

pp. 128-140 ◽

Cited By ~ 2

Author(s):

Tor Aksel N. Heirung ◽

Tito L.M. Santos ◽

Ali Mesbah

Keyword(s):

Active Learning ◽

Model Predictive Control ◽

Predictive Control ◽

Model Uncertainty ◽

Stochastic Systems ◽

Structural Model ◽

Model Discrimination

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Output-feedback model predictive control for stochastic systems with multiplicative and additive uncertainty

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.3856 ◽

2017 ◽

Vol 28 (1) ◽

pp. 86-102 ◽

Cited By ~ 5

Author(s):

Jiwei Li ◽

Dewei Li ◽

Yugeng Xi ◽

Yuli Xu ◽

Zhongxue Gan

Keyword(s):

Model Predictive Control ◽

Predictive Control ◽

Output Feedback ◽

Stochastic Systems ◽

Feedback Model

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Model predictive control of linear stochastic systems with constraints

2015 American Control Conference (ACC) ◽

10.1109/acc.2015.7170856 ◽

2015 ◽

Cited By ~ 4

Author(s):

Shuyou Yu ◽

Ting Qu ◽

Fang Xu ◽

Hong Chen

Keyword(s):

Model Predictive Control ◽

Predictive Control ◽

Stochastic Systems ◽

Linear Stochastic Systems

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A Constraint-Tightening Approach to Nonlinear Model Predictive Control with Chance Constraints for Stochastic Systems

2019 American Control Conference (ACC) ◽

10.23919/acc.2019.8814623 ◽

2019 ◽

Cited By ~ 1

Author(s):

Tito L.M. Santos ◽

Angelo D. Bonzanini ◽

Tor Aksel N. Heirung ◽

Ali Mesbah

Keyword(s):

Model Predictive Control ◽

Predictive Control ◽

Nonlinear Model ◽

Stochastic Systems ◽

Chance Constraints ◽

Nonlinear Model Predictive Control

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Nonlinear Model Predictive Control with Explicit Backoffs for Stochastic Systems under Arbitrary Uncertainty

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2018.11.036 ◽

2018 ◽

Vol 51 (20) ◽

pp. 523-534 ◽

Cited By ~ 10

Author(s):

Joel A. Paulson ◽

Ali Mesbah

Keyword(s):

Model Predictive Control ◽

Predictive Control ◽

Nonlinear Model ◽

Stochastic Systems ◽

Nonlinear Model Predictive Control

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Multi-Step probabilistic sets in model predictive control for stochastic systems with multiplicative uncertainty

IET Control Theory and Applications ◽

10.1049/iet-cta.2014.0229 ◽

2014 ◽

Vol 8 (16) ◽

pp. 1698-1706 ◽

Cited By ~ 5

Author(s):

Jiwei Li ◽

Yugeng Xi ◽

Dewei Li

Keyword(s):

Model Predictive Control ◽

Predictive Control ◽

Stochastic Systems

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Model predictive control with guarantees for discrete linear stochastic systems subject to additive disturbances with chance constraints

2020 American Control Conference (ACC) ◽

10.23919/acc45564.2020.9147803 ◽

2020 ◽

Author(s):

Johanna Bethge ◽

Shuyou Yu ◽

Rolf Findeisen

Keyword(s):

Model Predictive Control ◽

Predictive Control ◽

Stochastic Systems ◽

Chance Constraints ◽

Linear Stochastic Systems

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Adaptive predictive control policy for nonlinear stochastic systems

IEEE Transactions on Automatic Control ◽

10.1109/9.471221 ◽

1995 ◽

Vol 40 (11) ◽

pp. 1943-1949 ◽

Cited By ~ 22

Author(s):

N.M. Filatov ◽

H. Unbehausen

Keyword(s):

Predictive Control ◽

Stochastic Systems ◽

Control Policy ◽

Nonlinear Stochastic Systems ◽

Adaptive Predictive Control

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