A distributionally robust optimization approach to two-sided chance-constrained stochastic model predictive control with unknown noise distribution

In this work, we propose a distributionally robust stochastic model predictive control (DR-SMPC) algorithm to address the problem of multiple two-sided chance constrained discrete-time linear systems corrupted by additive noise. The prevalent mechanism to cope with two-sided chance constraints is th...

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Bibliographic Details
Main Authors: Yuan Tan, Jun Yang, Wen-Hua Chen, Shihua Li
Format: Default Article
Published: 2023
Subjects:
Engineering
Control engineering, mechatronics and robotics
Mechanical engineering
Applied mathematics
Distributionally robust optimization
Second-order cone
Stochastic model predictive control (SMPC)
Two-sided chance constraints
Online Access:https://hdl.handle.net/2134/25233655.v1
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https://hdl.handle.net/2134/25233655.v1

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