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Volumn , Issue , 2007, Pages 4470-4475

Stochastic receding horizon control of constrained linear systems with state and control multiplicative noise

Author keywords

[No Author keywords available]

Indexed keywords

CONSTRAINED LINEAR SYSTEMS; CONTROLLED SYSTEMS; LINEAR FEEDBACKS; MULTIPLICATIVE NOISES; NUMERICAL EXAMPLES; ON-LINE OPTIMIZATION; OPEN LOOPS; RECEDING HORIZON (RH); RECEDING HORIZON CONTROL (RHC); SEMI DEFINITE PROGRAMMING (SDP); STOCHASTIC LINEAR SYSTEMS; STOCHASTIC STABILITY; TERMINAL CONSTRAINTS;

EID: 39549112516     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACC.2007.4282237     Document Type: Conference Paper
Times cited : (16)

References (18)
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  • 4
    • 0029251327 scopus 로고
    • State-feedback control of systems with multiplicative noise via linear matrix inequalities
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    • El Ghaoui, L.1
  • 8
    • 11144268018 scopus 로고    scopus 로고
    • Dynamic Hedging with Stochastic Volatility Using Receding Horizon Control
    • Cambridge, MA, November 8-10
    • P. Meindl and J. Primbs. Dynamic Hedging with Stochastic Volatility Using Receding Horizon Control. In Proceedings of Financial Engineering Applications, pages 142-147, Cambridge, MA, November 8-10 2004.
    • (2004) Proceedings of Financial Engineering Applications , pp. 142-147
    • Meindl, P.1    Primbs, J.2
  • 10
    • 39549110240 scopus 로고    scopus 로고
    • Portfolio Optimization Applications of Stochastic Receding Horizon Control
    • New York, NY
    • J.A. Primbs. Portfolio Optimization Applications of Stochastic Receding Horizon Control. In Accepted to the American Control Conference, New York, NY, 2007.
    • (2007) Accepted to the American Control Conference
    • Primbs, J.A.1
  • 11
    • 1842850954 scopus 로고    scopus 로고
    • A Two-Layered Optimisation-Based Control Strategy for Multi-Echelon Supply Chain Networks
    • P. Seferlis and N. F. Giannelos. A Two-Layered Optimisation-Based Control Strategy for Multi-Echelon Supply Chain Networks. Computer and Chemical Engineering, 28:799-809, 2004.
    • (2004) Computer and Chemical Engineering , vol.28 , pp. 799-809
    • Seferlis, P.1    Giannelos, N.F.2
  • 12
    • 46449096823 scopus 로고    scopus 로고
    • Jos Sturm. SeDuMi: version 1.05, October 2004
    • Jos Sturm. SeDuMi: version 1.05, October 2004.
  • 13
    • 0036994289 scopus 로고    scopus 로고
    • A conic reformulation of model predictive control including bounded and stochastic disturbances and input constraints
    • Las Vegas, Nevada USA
    • D. H. van Hessem and O. H. Bosgra. A conic reformulation of model predictive control including bounded and stochastic disturbances and input constraints. In Proceedings of the 2002 Conference on Decision and Control, Las Vegas, Nevada USA, 2002.
    • (2002) Proceedings of the 2002 Conference on Decision and Control
    • van Hessem, D.H.1    Bosgra, O.H.2
  • 14
  • 15
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    • A full solution to the constrained stochastic closed-loop MPC problem via state and innovations feedback and its receding horizon implementation
    • Maui, Hawaii, USA, December
    • D. H. van Hessem and O. H. Bosgra. A full solution to the constrained stochastic closed-loop MPC problem via state and innovations feedback and its receding horizon implementation. In Proceedings of the 2003 Conference on Decision and Control, Maui, Hawaii, USA, December 2003.
    • (2003) Proceedings of the 2003 Conference on Decision and Control
    • van Hessem, D.H.1    Bosgra, O.H.2
  • 16
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    • Closed-loop stochastic model predictive control in a receding horizon implementation on a continuous polymerization reactor example
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    • D. H. van Hessem and O. H. Bosgra. Closed-loop stochastic model predictive control in a receding horizon implementation on a continuous polymerization reactor example. In Proceedings of the 2004 American Control Conference, Boston, MA, 2004.
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    • van Hessem, D.H.1    Bosgra, O.H.2
  • 17
  • 18
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    • Feedback Stabilizability for Stochastic Systems with State and Control Dependent Noise
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.