Stochastic economic model predictive control for Markovian switching systems

2016/10/31 by Pantelis Sopasakis, Domagoj Herceg, Sopasakis, Pantelis +5
Engineering · #Advanced Control Systems Optimization #Control Systems and Identification #FOS: Mathematics #Fault Detection and Control Systems #Optimization and Control (math.OC)

paper · pdf · doi:10.48550/arxiv.1610.10014

openalex publication_date 2016/10/31 · openalex created_date 2016/11/04 · openalex updated_date 2026/08/01

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.

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