MPC for Stochastic systems

Stochastic uncertainty is present in many control engineering problems, and is also present in a wider class of applications, such as finance and sustainable development. We propose a receding horizon strategy for systems with multiplicative stochastic uncertainty in the dynamic map between plant in...

Full description

Bibliographic Details
Main Authors: Cannon, M, Couchman, P, Kouvaritakis, B
Format: Conference item
Published: 2007