Stochastic Model Predictive Control: An Overview and Perspectives for Future Research

CATEGORY: PREDICTIVE CONTROL
Stochastic Model Predictive Control: An Overview and Perspectives for Future Research

Type	Journal Article
Author	Ali Mesbah
URL	Free Full Text Source:  http://www.cchem.berkeley.edu/mesbah/index_files_home/Papers/CSM2016_In_Press.pdf
Publication	IEEE Control Systems Magazine, Accepted
Date	2016
Abstract	This article aims to give an overview of the main developments in the area of Stochastic Model Predictive Control (SMPC) in the past decade. The article is intended to provide the reader with an impression of the different SMPC algorithms and the key theoretical challenges in stochastic predictive control without undue mathematical complexity. The general formulation of a stochastic optimal control problem is first presented, followed by an overview of SMPC approaches for linear and nonlinear systems. The article is concluded by suggesting few avenues for future research in this rapidly evolving field.