کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
696946 | 890352 | 2012 | 7 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: Nonquadratic stochastic model predictive control: A tractable approach Nonquadratic stochastic model predictive control: A tractable approach](/preview/png/696946.png)
This paper deals with the finite horizon stochastic optimal control problem with the expectation of the pp-norm as the objective function and jointly Gaussian, although not necessarily independent, additive disturbance process. We develop an approximation strategy that solves the problem in a certain class of nonlinear feedback policies while ensuring satisfaction of hard input constraints. A bound on suboptimality of the proposed strategy in this class of nonlinear feedback policies is given for the special case of p=1p=1. We also develop a recursively feasible receding horizon policy with respect to state chance constraints and/or hard control input constraints in the presence of bounded disturbances. The performance of the proposed policies is examined in two numerical examples.
Journal: Automatica - Volume 48, Issue 9, September 2012, Pages 2352–2358