A probabilistically constrained model predictive controller

Automatica

Volumn 38, Issue 7, 2002, Pages 1171-1176

  Li, Pu ^a   Wendt, Moritz ^a   Wozny, Günter ^a  

^a TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

Author keywords

Multivariate normal distribution; Nonlinear programming; Predictive control; Probabilistic constraints; Uncertainty

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; CONSTRAINT THEORY; LINEAR CONTROL SYSTEMS; NONLINEAR PROGRAMMING; NORMAL DISTRIBUTION; PROBLEM SOLVING; UNCERTAIN SYSTEMS;

PROBABILISTIC CONSTRAINTS;

PREDICTIVE CONTROL SYSTEMS;

EID: 0036642556     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(02)00002-X     Document Type: Article

References (11)

1. Efficient sampling technique for optimization under uncertainty
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4. On the convergence rate of empirical estimation in chance constrained stochastic programming
5. NLPQL: A FORTRAN subroutine solving constrained nonlinear programming problems
6. Chance-constrained model predictive control
7. A computer code for solution of probabilistic-constrained stochastic programming problems