Convergence of stochastic nonlinear systems and implications for Stochastic Model Predictive Control

The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the state, but tight ultimate bounds for the state and non-cons...

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Bibliographic Details
Main Authors: Muñoz-Carpintero, D, Cannon, M
Format: Journal article
Language:English
Published: Institute of Electrical and Electronics Engineers 2020