Record Details

On Stability and Performance of Stochastic Predictive Control Techniques

DSpace at IIT Bombay

View Archive Info
 
 
Field Value
 
Title On Stability and Performance of Stochastic Predictive Control Techniques
 
Creator CHATTERJEE, D
LYGEROS, J
 
Subject CONSTRAINED LINEAR-SYSTEMS
RECEDING HORIZON CONTROL
OUTPUT-FEEDBACK
Stability and performance of stochastic predictive control
stochastic stability
 
Description This article is concerned with stability and performance of controlled stochastic processes under receding horizon policies. We develop a framework for systematically guaranteeing stability under receding horizon policies via appropriate selections of cost functions in the underlying finite-horizon optimal control problem. We also obtain quantitative bounds on the performance of the system under receding horizon policies as measured by the long-run expected average cost. The results are illustrated with the help of several examples.
 
Publisher IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
 
Date 2016-01-15T09:04:10Z
2016-01-15T09:04:10Z
2015
 
Type Article
 
Identifier IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 60(2)509-514
0018-9286
1558-2523
http://dx.doi.org/10.1109/TAC.2014.2335274
http://dspace.library.iitb.ac.in/jspui/handle/100/18230
 
Language en