Worst-case formulations of model predictive control for systems with bounded parameters
Automatica (Journal of IFAC)
Dynamic Programming and Optimal Control
Dynamic Programming and Optimal Control
Survey Constrained model predictive control: Stability and optimality
Automatica (Journal of IFAC)
An ellipsoidal off-line MPC scheme for uncertain polytopic discrete-time systems
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
Implementation of dynamic programming for chaos control in discrete systems
Journal of Computational and Applied Mathematics
A fast ellipsoidal MPC scheme for discrete-time polytopic linear parameter varying systems
Automatica (Journal of IFAC)
Hi-index | 22.15 |
We present a technique for approximate robust dynamic programming that is suitable for linearly constrained polytopic systems with piecewise affine cost functions. The approximation method uses polyhedral representations of the cost-to-go function and feasible set, and can considerably reduce the computational burden compared to recently proposed methods for exact robust dynamic programming [Bemporad, A., Borrelli, F., & Morari, M. (2003). Min-max control of constrained uncertain discrete-time linear systems. IEEE Transactions on Automatic Control, 48(9), 1600-1606; Diehl, M., & Bjornberg, J. (2004). Robust dynamic programming for min-max model predictive control of constrained uncertain systems. IEEE Transactions on Automatic Control, 49(12), 2253-2257]. We show how to apply the method to robust MPC, and give conditions that guarantee closed-loop stability. We finish by applying the method to a state constrained tutorial example, a parking car with uncertain mass.