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Stochastic Model Predictive Control

Encyclopedia of Systems and Control

Abstract

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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Correspondence to Basil Kouvaritakis .

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© 2014 Springer-Verlag London

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Kouvaritakis, B., Cannon, M. (2014). Stochastic Model Predictive Control. In: Baillieul, J., Samad, T. (eds) Encyclopedia of Systems and Control. Springer, London. https://doi.org/10.1007/978-1-4471-5102-9_7-1

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  • DOI: https://doi.org/10.1007/978-1-4471-5102-9_7-1

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  • Publisher Name: Springer, London

  • Online ISBN: 978-1-4471-5102-9

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Chapter history

  1. Latest

    Stochastic Model Predictive Control
    Published:
    27 October 2019

    DOI: https://doi.org/10.1007/978-1-4471-5102-9_7-2

  2. Original

    Stochastic Model Predictive Control
    Published:
    06 March 2014

    DOI: https://doi.org/10.1007/978-1-4471-5102-9_7-1