Stochastic Model Predictive Control [chapter]

Basil Kouvaritakis, Mark Cannon
2015 Encyclopedia of Systems and Control  
Model Predictive Control (MPC) is a control strategy that has been used successfully in numerous and diverse application areas. The aim of the present article is to discuss how the basic ideas of MPC can be extended to problems involving random model uncertainty with known probability distribution. We discuss cost indices, constraints, closed loop properties and implementation issues.
doi:10.1007/978-1-4471-5058-9_7 fatcat:ubmmrs2i4vgyzk4q5jw2yzsk2i