Linear stochastic MPC under finitely supported multiplicative uncertainty

Stochastic predictive control in the presence of uncertainty and constraints is an active area of research, but most results available to date concern the case of additive uncertainty or apply constraints in expected value only. In addition, the conventional assumption that model uncertainty is norm...

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Bibliographic Details
Main Authors: Evans, M, Cannon, M, Kouvaritakis, B, IEEE
Format: Conference item
Published: 2012