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Stochastic Receding Horizon Control: Stability Results

Author(s):

A. Cherukuri, D. Chatterjee, P. Hokayem, J. Lygeros
Conference/Journal:

IFAC World Congress on Automatic Control, pp. 6
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.

Year:

2011
Type of Publication:

(01)Article
Supervisor:

J. Lygeros

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% Autogenerated BibTeX entry
@InProceedings { CheEtal:2011:IFA_3810,
    author={A. Cherukuri and D. Chatterjee and P. Hokayem and J. Lygeros},
    title={{Stochastic Receding Horizon Control: Stability Results}},
    booktitle={IFAC World Congress on Automatic Control},
    pages={6},
    year={2011},
    address={},
    month=aug,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=3810}
}
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