Stochastic economic model predictive control for Markovian switching systems

Pantelis Sopasakis; Domagoj Herceg; Panagiotis Patrinos; Alberto Bemporad

doi:10.1016/j.ifacol.2017.08.056

Stochastic economic model predictive control for Markovian switching systems

Pantelis Sopasakis, Domagoj Herceg, Panagiotis Patrinos, Alberto Bemporad

Research output: Contribution to journal › Conference article › peer-review

7 Citations (Scopus)

Abstract

The optimization of process economics within the model predictive control (MPC) formulation has given rise to a new control paradigm known as economic MPC (EMPC). Several authors have discussed the closed-loop properties of EMPC-controlled deterministic systems, however, little have uncertain systems been studied. In this paper we propose EMPC formulations for nonlinear Markovian switching systems which guarantee recursive feasibility, asymptotic performance bounds and constrained mean square (MS) stability.

Original language	English
Pages (from-to)	524-530
Number of pages	7
Journal	IFAC-PapersOnLine
Volume	50
Issue number	1
DOIs	https://doi.org/10.1016/j.ifacol.2017.08.056
Publication status	Published - 2017
Externally published	Yes
Event	20th World Congress of the International Federation of Automatic Control (IFAC 2017 World Congress) - Toulouse, France Duration: 9 Jul 2017 → 14 Jul 2017 Conference number: 20 https://www.ifac2017.org/

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10.1016/j.ifacol.2017.08.056

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title = "Stochastic economic model predictive control for Markovian switching systems",

abstract = "The optimization of process economics within the model predictive control (MPC) formulation has given rise to a new control paradigm known as economic MPC (EMPC). Several authors have discussed the closed-loop properties of EMPC-controlled deterministic systems, however, little have uncertain systems been studied. In this paper we propose EMPC formulations for nonlinear Markovian switching systems which guarantee recursive feasibility, asymptotic performance bounds and constrained mean square (MS) stability.",

author = "Pantelis Sopasakis and Domagoj Herceg and Panagiotis Patrinos and Alberto Bemporad",

year = "2017",

doi = "10.1016/j.ifacol.2017.08.056",

language = "English",

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journal = "IFAC-PapersOnLine",

issn = "2405-8963",

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TY - JOUR

T1 - Stochastic economic model predictive control for Markovian switching systems

AU - Sopasakis, Pantelis

AU - Herceg, Domagoj

AU - Patrinos, Panagiotis

AU - Bemporad, Alberto

N1 - Conference code: 20

PY - 2017

Y1 - 2017

N2 - The optimization of process economics within the model predictive control (MPC) formulation has given rise to a new control paradigm known as economic MPC (EMPC). Several authors have discussed the closed-loop properties of EMPC-controlled deterministic systems, however, little have uncertain systems been studied. In this paper we propose EMPC formulations for nonlinear Markovian switching systems which guarantee recursive feasibility, asymptotic performance bounds and constrained mean square (MS) stability.

AB - The optimization of process economics within the model predictive control (MPC) formulation has given rise to a new control paradigm known as economic MPC (EMPC). Several authors have discussed the closed-loop properties of EMPC-controlled deterministic systems, however, little have uncertain systems been studied. In this paper we propose EMPC formulations for nonlinear Markovian switching systems which guarantee recursive feasibility, asymptotic performance bounds and constrained mean square (MS) stability.

U2 - 10.1016/j.ifacol.2017.08.056

DO - 10.1016/j.ifacol.2017.08.056

M3 - Conference article

SN - 2405-8963

VL - 50

SP - 524

EP - 530

JO - IFAC-PapersOnLine

JF - IFAC-PapersOnLine

IS - 1

T2 - 20th World Congress of the International Federation of Automatic Control (IFAC 2017 World Congress)

Y2 - 9 July 2017 through 14 July 2017

ER -

Stochastic economic model predictive control for Markovian switching systems

Abstract

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