Model Predictive Control for Perturbed Max-Plus-Linear Systems: A Stochastic Approach

Reference

T. J. J. van den Boom and B. De Schutter, "Model predictive control for perturbed max-plus-linear systems: A stochastic approach," International Journal of Control, vol. 77, no. 3, pp. 302-309, Feb. 2004.

Abstract

Model predictive control (MPC) is a popular controller design technique in the process industry. Conventional MPC uses linear or nonlinear discrete-time models. Recently, we have extended MPC to a class of discrete event systems that can be described by a model that is "linear" in the (max,+) algebra. In our previous work we have only considered MPC for the perturbations-free case and for the case with bounded noise and/or modeling errors. In this paper we extend these results on MPC for max-plus-linear systems to a stochastic setting. We show that under quite general conditions the resulting optimization problems turns out to be convex and can thus be solved very efficiently.

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BibTeX

@article{vanDeS:02-005,
   author  = {van den Boom, Ton J. J. and De Schutter, Bart},
   title   = {Model Predictive Control for Perturbed Max-Plus-Linear Systems:
              {A} Stochastic Approach},
   journal = {International Journal of Control},
   volume  = {77},
   number  = {3},
   pages   = {302--309},
   month   = feb,
   year    = {2004}
   }


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