Stochastic optimization for optimal and model-predictive control

Stochastic optimization for optimal and model-predictive control

The integrated-controlled-random-search for dynamic systems (ICRS/DS) method is improved to include a moving-grid strategy and is applied to more challenging problems including: (1) the optimal control of a fed-batch bioreactor, a plug-flow reactor exhibiting a singular arc, the van der Pol oscillator; and (2) the model-predictive control (MPC) of the Czochralski (CZ) crystallization process. T...

Improved Optimization Process for Nonlinear Model Predictive Control of PMSM

Model-based predictive control (MPC) is one of the most efficient techniques that is widely used in industrial applications. In such controllers, increasing the prediction horizon results in better selection of the optimal control signal sequence. On the other hand, increasing the prediction horizon increase the computational time of the optimization process which make it impossible to be imple...

Stochastic Model Predictive Control

Model Predictive Control (MPC) is a control strategy that has been used successfully in numerous and diverse application areas. The aim of the present article is to discuss how the basic ideas of MPC can be extended to problems involving random model uncertainty with known probability distribution. We discuss cost indices, constraints, closed loop properties and implementation issues.

Stochastic model predictive control of LPV systems via scenario optimization

A stochastic receding-horizon control approach for constrained Linear Parameter Varying discrete-time systems is proposed in this paper. It is assumed that the time-varying parameters have stochastic nature and that the system’s matrices are bounded but otherwise arbitrary nonlinear functions of these parameters. No specific assumption on the statistics of the parameters is required. By using a...

A Stochastic Optimization Model for Groundwater Management