Mean-variance receding horizon control for discrete time linear stochastic systems

Mean-variance receding horizon control for discrete time linear stochastic systems

A control strategy based on a mean-variance objective and expected value constraints is proposed for systems with additive and multiplicative stochastic uncertainty. Subject to a mean square stabilizability condition, the receding horizon objective can be obtained by solving a system of Lyapunov equ...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Cannon, M, Kouvaritakis, B, Couchman, P
Fformat:	Journal article
Iaith:	English
Cyhoeddwyd:	2008

Eitemau Tebyg

Constrained receding horizon predictive control for nonlinear systems
gan: Lee, Y, et al.
Cyhoeddwyd: (1999)

Constrained receding horizon predictive control for nonlinear systems
gan: Lee, Y, et al.
Cyhoeddwyd: (2002)

Receding horizon control of switching systems
gan: Lee, Y, et al.
Cyhoeddwyd: (2009)

Receding horizon output feedback control for linear systems with input saturation
gan: Lee, Y, et al.
Cyhoeddwyd: (2001)

Receding horizon control of switching systems
gan: Lee, Y, et al.
Cyhoeddwyd: (2006)

Periodic use of time-varying state feedbacks for the receding horizon control of bilinear systems
gan: Lee, Y, et al.
Cyhoeddwyd: (2008)

Periodic Use of Time-Varying State Feedbacks for the Receding Horizon Control of Bilinear Systems
gan: Lee, Y, et al.
Cyhoeddwyd: (2009)

Receding Horizon Control-Based Stabilization of Discrete-Time Stochastic Systems With State Delay
gan: Xiaohua Liu, et al.
Cyhoeddwyd: (2019-01-01)

Receding horizon output feedback control for linear systems with input saturation
gan: Lee, Y, et al.
Cyhoeddwyd: (2000)

Constrained receding horizon predictive control for systems with disturbances
gan: Lee, Y, et al.
Cyhoeddwyd: (1999)

An active set solver for input-constrained robust receding horizon control
gan: Buerger, J, et al.
Cyhoeddwyd: (2011)

Robust and stochastic receding horizon control
gan: Yan, S
Cyhoeddwyd: (2021)

Distributed Fusion Receding Horizon Filtering in Linear Stochastic Systems
gan: Il Young Song, et al.
Cyhoeddwyd: (2009-01-01)

Receding horizon H(infinity) predictive control for systems with input saturation
gan: Lee, Y, et al.
Cyhoeddwyd: (2000)

Constrained nonlinear receding horizon control and its application to a thrust vectored aircraft
gan: Lee, Y, et al.
Cyhoeddwyd: (2001)

Stabilizable regions of receding horizon predictive control with input constraints
gan: Lee, Y, et al.
Cyhoeddwyd: (1999)

Adaptive Fading-Memory Receding-Horizon Filters and Smoother for Linear Discrete Time-Varying Systems
gan: Bokyu Kwon
Cyhoeddwyd: (2022-07-01)

Robust receding horizon predictive control for systems with uncertain dynamics and input saturation
gan: Lee, Y, et al.
Cyhoeddwyd: (2000)

Novel Unbiased Optimal Receding-Horizon Fixed-Lag Smoothers for Linear Discrete Time-Varying Systems
gan: Bokyu Kwon, et al.
Cyhoeddwyd: (2022-08-01)

Infinite horizon predictive control of constrained continuous-time linear systems
gan: Cannon, M, et al.
Cyhoeddwyd: (2000)

MPC for Stochastic systems
gan: Cannon, M, et al.
Cyhoeddwyd: (2007)

Optimization-based trajectory generation and receding horizon control for systems with convex dynamics
gan: Lishkova, YV, et al.
Cyhoeddwyd: (2024)

Optimized dynamic policy for receding horizon control of linear time-varying systems with bounded disturbances
gan: Gautam, A., et al.
Cyhoeddwyd: (2013)

Receding horizon control for spatiotemporal dynamic systems
gan: Tomoaki HASHIMOTO, et al.
Cyhoeddwyd: (2016-02-01)

Robust receding horizon optimal control
gan: Bell, M, et al.
Cyhoeddwyd: (1996)

Space mapping-based receding horizon control for stochastic interacting particle systems: dogs herding sheep
gan: Claudia Totzeck, et al.
Cyhoeddwyd: (2020-04-01)

Stochastic MPC with inequality stability constraints
gan: Couchman, P, et al.
Cyhoeddwyd: (2006)

Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon
gan: Teng Song, et al.
Cyhoeddwyd: (2020-04-01)

Fast dual-loop nonlinear receding horizon control for energy management in hybrid electric vehicles
gan: Buerger, J, et al.
Cyhoeddwyd: (2018)

Receding horizon control strategy for an electric vehicle with dual-motor coupling system in consideration of stochastic vehicle mass.
gan: Hongqiang Guo, et al.
Cyhoeddwyd: (2018-01-01)

Optimized dynamic policy for robust receding horizon control
gan: Ajay Gautam
Cyhoeddwyd: (2012)

Nonlinear receding horizon control of production inventory systems with deteriorating items
gan: Bounkhel M., et al.
Cyhoeddwyd: (2008-01-01)

MPC on state space models with stochastic input map
gan: Couchman, P, et al.
Cyhoeddwyd: (2006)

Receding Horizon Control with Extended Solution for UAV Path Planning
gan: Xiaoyu Ma, et al.
Cyhoeddwyd: (2022-01-01)

Nonlinear Receding-Horizon Control of Rigid Link Robot Manipulators
gan: R. Hedjar, et al.
Cyhoeddwyd: (2008-11-01)

Nonlinear Receding-Horizon Control of Rigid Link Robot Manipulators
gan: R. Hedjar, et al.
Cyhoeddwyd: (2005-03-01)

Combined Two-Stage Stochastic Programming and Receding Horizon Control Strategy for Microgrid Energy Management Considering Uncertainty
gan: Zhongwen Li, et al.
Cyhoeddwyd: (2016-06-01)

Probabilistic tubes in linear stochastic model predictive control
gan: Cannon, M, et al.
Cyhoeddwyd: (2009)

Research on Methods of Active Steering Control Based on Receding Horizon Control
gan: Jiwei Feng, et al.
Cyhoeddwyd: (2018-08-01)

Control of nonlinear state-dependent systems using a receding horizon strategy
gan: Jiqiang Wang
Cyhoeddwyd: (2016-11-01)