Generalised polynomial chaos expansion approaches to approximate stochastic model predictive control

@article{Kim2013GeneralisedPC,
title={Generalised polynomial chaos expansion approaches to approximate stochastic model predictive control},
author={Kwang Ki Kevin Kim and Richard D. Braatz},
journal={Int. J. Control},
year={2013},
volume={86},
pages={1324-1337}
}

This paper considers the model predictive control of dynamic systems subject to stochastic uncertainties due to parametric uncertainties and exogenous disturbance. The effects of uncertainties are quantified using generalised polynomial chaos expansions with an additive Gaussian random process as the exogenous disturbance. With Gaussian approximation of the resulting solution trajectory of a stochastic differential equation using generalised polynomial chaos expansion, convex finitehorizon… CONTINUE READING