Stochastic receding horizon control: Stability results

Ashish Cherukuri; Debasish Chatterjee; Peter Hokayem; John Lygeros

doi:10.3182/20110828-6-IT-1002.01426

Stochastic receding horizon control: Stability results

Ashish Cherukuri^*, Debasish Chatterjee, Peter Hokayem, John Lygeros

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

2 Citations (Scopus)

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.

Original language	English
Title of host publication	Proceedings of the 18th IFAC World Congress
Publisher	IFAC Secretariat
Pages	150-155
Number of pages	6
ISBN (Print)	9783902661937
DOIs	https://doi.org/10.3182/20110828-6-IT-1002.01426
Publication status	Published - 1-Jan-2011
Externally published	Yes

Publication series

Name	IFAC Proceedings Volumes (IFAC-PapersOnline)
Number	1 PART 1
Volume	44
ISSN (Print)	1474-6670

Keywords

Constrained control
Predictive control
Receding horizon
Stochastic control

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10.3182/20110828-6-IT-1002.01426

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title = "Stochastic receding horizon control: Stability results",

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.",

keywords = "Constrained control, Predictive control, Receding horizon, Stochastic control",

author = "Ashish Cherukuri and Debasish Chatterjee and Peter Hokayem and John Lygeros",

year = "2011",

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doi = "10.3182/20110828-6-IT-1002.01426",

language = "English",

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series = "IFAC Proceedings Volumes (IFAC-PapersOnline)",

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Stochastic receding horizon control: Stability results. / Cherukuri, Ashish; Chatterjee, Debasish; Hokayem, Peter et al.
Proceedings of the 18th IFAC World Congress. IFAC Secretariat, 2011. p. 150-155 (IFAC Proceedings Volumes (IFAC-PapersOnline); Vol. 44, No. 1 PART 1).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

TY - GEN

T1 - Stochastic receding horizon control

T2 - Stability results

AU - Cherukuri, Ashish

AU - Chatterjee, Debasish

AU - Hokayem, Peter

AU - Lygeros, John

PY - 2011/1/1

Y1 - 2011/1/1

N2 - 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.

AB - 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.

KW - Constrained control

KW - Predictive control

KW - Receding horizon

KW - Stochastic control

UR - http://www.scopus.com/inward/record.url?scp=84866766144&partnerID=8YFLogxK

U2 - 10.3182/20110828-6-IT-1002.01426

DO - 10.3182/20110828-6-IT-1002.01426

M3 - Conference contribution

AN - SCOPUS:84866766144

SN - 9783902661937

T3 - IFAC Proceedings Volumes (IFAC-PapersOnline)

SP - 150

EP - 155

BT - Proceedings of the 18th IFAC World Congress

PB - IFAC Secretariat

ER -

Stochastic receding horizon control: Stability results

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