Stochastic linear Model Predictive Control with chance constraints – A review

• Published in: Journal of process control Vol. 44; pp. 53 - 67
• Main Authors: Farina, Marcello, Giulioni, Luca, Scattolini, Riccardo
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.08.2016
• Subjects: Analytic approximation methods; Model Predictive Control; Probabilistic constraints; Scenario generation methods; Stochastic systems; Stochastic systems; Probabilistic constraints; Scenario generation methods; Model Predictive Control; Analytic approximation methods

In the past ten years many Stochastic Model Predictive Control (SMPC) algorithms have been developed for systems subject to stochastic disturbances and model uncertainties. These methods are motivated by many application fields where a-priori knowledge of the stochastic distribution of the uncertain...