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Stochastic Model Predictive Control

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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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.

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Chapter history

  1. Latest

    Stochastic Model Predictive Control
    27 October 2019


  2. Original

    Stochastic Model Predictive Control
    06 March 2014