| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 718677 | IFAC Proceedings Volumes | 2011 | 6 Pages |
Abstract
We present new results on stochastic stability of linear discrete-time systems with additive uncertainty under several receding horizon control policies. We guarantee bounded variance of the closed-loop system under each policy via appending a stability constraint to the existing optimization routine of the corresponding policy.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Ashish Cherukuri, Debasish Chatterjee, Peter Hokayem, John Lygeros,