- Conference Paper
We present new results on stochastic stability of linear discrete-time systems with additive uncertainty under several receding horizon control policies. We guarantee bounded variance of the closed-loop system under each policy via appending a stability constraint to the existing optimization routine of the corresponding policy. Show more
Book titleProceedings of the 18th World Congress
Journal / seriesIFAC Proceedings Volumes
Pages / Article No.
SubjectReceding horizon; Predictive control; Constrained control; Stochastic control
Organisational unit03751 - Lygeros, John / Lygeros, John
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