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Stochastic Model Predictive Control

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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 entry 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.

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Kouvaritakis, B., Cannon, M. (2015). Stochastic Model Predictive Control. In: Baillieul, J., Samad, T. (eds) Encyclopedia of Systems and Control. Springer, London.

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