A recursive Riccati interior-point method for chance-constrained stochastic model predictive control
This study covers the model predictive control of linear discrete-time systems subject to stochastic additive disturbances and state chance constraints. The stochastic optimal control problem is reformulated in a dynamic programming fashion to obtain a closed-loop performance and is solved using the...
| Main Authors: | , |
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| 格式: | 文件 |
| 语言: | English |
| 出版: |
Taylor & Francis Group
2023-12-01
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| 丛编: | SICE Journal of Control, Measurement, and System Integration |
| 主题: | |
| 在线阅读: | http://dx.doi.org/10.1080/18824889.2023.2241163 |