Stochastic model predictive control - how does it work?
Computers & Chemical Engineering(2018)
Abstract
•Providing a tutorial overview of SMPC.•Illustrating the relation between SMPC and classical optimal control as well as nominal MPC.•Highlighting the importance of stochastic disturbance modeling in the context of SMPC.
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Key words
Model predictive control,Stochastic optimal control,Chance constraints,Disturbance modeling
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