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Statements

Subject Item
n2:RIV%2F68407700%3A21230%2F12%3A00194348%21RIV13-GA0-21230___
rdf:type
n10:Vysledek skos:Concept
dcterms:description
This paper deals with the finite horizon stochastic optimal control problem with the expectation of the p-norm as the objective function and jointly Gaussian, although not necessarily independent, additive disturbance process. We develop an approximation strategy that solves the problem in a certain class of nonlinear feedback policies while ensuring satisfaction of hard input constraints. A bound on suboptimality of the proposed strategy in this class of nonlinear feedback policies is given for the special case of p=1. We also develop a recursively feasible receding horizon policy with respect to state chance constraints and/or hard control input constraints in the presence of bounded disturbances. The performance of the proposed policies is examined in two numerical examples. This paper deals with the finite horizon stochastic optimal control problem with the expectation of the p-norm as the objective function and jointly Gaussian, although not necessarily independent, additive disturbance process. We develop an approximation strategy that solves the problem in a certain class of nonlinear feedback policies while ensuring satisfaction of hard input constraints. A bound on suboptimality of the proposed strategy in this class of nonlinear feedback policies is given for the special case of p=1. We also develop a recursively feasible receding horizon policy with respect to state chance constraints and/or hard control input constraints in the presence of bounded disturbances. The performance of the proposed policies is examined in two numerical examples.
dcterms:title
Nonquadratic stochastic model predictive control: A tractable approach Nonquadratic stochastic model predictive control: A tractable approach
skos:prefLabel
Nonquadratic stochastic model predictive control: A tractable approach Nonquadratic stochastic model predictive control: A tractable approach
skos:notation
RIV/68407700:21230/12:00194348!RIV13-GA0-21230___
n10:predkladatel
n11:orjk%3A21230
n3:aktivita
n6:P
n3:aktivity
P(GAP103/12/1187)
n3:cisloPeriodika
9
n3:dodaniDat
n20:2013
n3:domaciTvurceVysledku
n16:1741462
n3:druhVysledku
n9:J
n3:duvernostUdaju
n19:S
n3:entitaPredkladatele
n17:predkladatel
n3:idSjednocenehoVysledku
154429
n3:idVysledku
RIV/68407700:21230/12:00194348
n3:jazykVysledku
n15:eng
n3:klicovaSlova
Stochastic optimal control; Predictive control; Stochastic control; Disturbance feedback
n3:klicoveSlovo
n14:Stochastic%20control n14:Predictive%20control n14:Stochastic%20optimal%20control n14:Disturbance%20feedback
n3:kodStatuVydavatele
GB - Spojené království Velké Británie a Severního Irska
n3:kontrolniKodProRIV
[6D0F743A8F0F]
n3:nazevZdroje
Automatica
n3:obor
n18:BC
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
2
n3:projekt
n13:GAP103%2F12%2F1187
n3:rokUplatneniVysledku
n20:2012
n3:svazekPeriodika
48
n3:tvurceVysledku
Cigler, Jiří Korda, M.
n3:wos
000308454100048
s:issn
0005-1098
s:numberOfPages
7
n8:doi
10.1016/j.automatica.2012.06.053
n7:organizacniJednotka
21230