Computational Simulations on Stability of Model Predictive Control for Linear Discrete-time Stochastic Systems
Model predictive control is a kind of optimal feedback
control in which control performance over a finite future is optimized
with a performance index that has a moving initial time and a moving
terminal time. This paper examines the stability of model predictive
control for linear discrete-time systems with additive stochastic
disturbances. A sufficient condition for the stability of the closed-loop
system with model predictive control is derived by means of a linear
matrix inequality. The objective of this paper is to show the results
of computational simulations in order to verify the effectiveness of
the obtained stability condition.
Computational simulations, optimal control, predictive
control, stochastic systems, discrete-time systems.
Conservativeness of Probabilistic Constrained Optimal Control Method for Unknown Probability Distribution
In recent decades, probabilistic constrained optimal
control problems have attracted much attention in many research
fields. Although probabilistic constraints are generally intractable
in an optimization problem, several tractable methods haven been
proposed to handle probabilistic constraints. In most methods,
probabilistic constraints are reduced to deterministic constraints
that are tractable in an optimization problem. However, there is a
gap between the transformed deterministic constraints in case of
known and unknown probability distribution. This paper examines
the conservativeness of probabilistic constrained optimization method
for unknown probability distribution. The objective of this paper is
to provide a quantitative assessment of the conservatism for tractable
constraints in probabilistic constrained optimization with unknown
Optimal control, stochastic systems, discrete-time
systems, probabilistic constraints.
Solutions to Probabilistic Constrained Optimal Control Problems Using Concentration Inequalities
Recently, optimal control problems subject to probabilistic
constraints have attracted much attention in many research field. Although
probabilistic constraints are generally intractable in optimization problems,
several methods haven been proposed to deal with probabilistic constraints.
In most methods, probabilistic constraints are transformed to deterministic
constraints that are tractable in optimization problems. This paper examines
a method for transforming probabilistic constraints into deterministic
constraints for a class of probabilistic constrained optimal control problems.
Optimal control, stochastic systems, discrete-time systems,
Stability of Stochastic Model Predictive Control for Schrödinger Equation with Finite Approximation
Recent technological advance has prompted significant
interest in developing the control theory of quantum systems.
Following the increasing interest in the control of quantum
dynamics, this paper examines the control problem of Schrödinger
equation because quantum dynamics is basically governed by
Schrödinger equation. From the practical point of view, stochastic
disturbances cannot be avoided in the implementation of control
method for quantum systems. Thus, we consider here the robust
stabilization problem of Schrödinger equation against stochastic
disturbances. In this paper, we adopt model predictive control method
in which control performance over a finite future is optimized with
a performance index that has a moving initial and terminal time.
The objective of this study is to derive the stability criterion for
model predictive control of Schrödinger equation under stochastic
Optimal control, stochastic systems, quantum systems,