Eugenio Cinquemani
Stochastic MPC with output feedback and bounded control inputs.
Tue, 01/19/2010 - 16:01 — SomNambulAuthors: Debasish Chatterjee, Peter Hokayem, John Lygeros, Eugenio Cinquemani
Subjects: Optimization and Control
AbstractThis article is concerned with the problem of output feedback Model
Predictive Control for stochastic linear systems, with hard and soft
constraints on the control inputs as well as soft constraints on the state. We
use the so-called purified outputs along with a nonlinear second-order control
policy and show that the resulting optimization program is convex. We
demonstrate how the proposed method can be applied in a receding horizon
fashion.Maximizing the probability of attaining a target prior to extinction.
Mon, 11/30/2009 - 16:01 — SomNambulAuthors: Debasish Chatterjee, John Lygeros, Eugenio Cinquemani
Subjects: Optimization and Control
AbstractWe present a dynamic programming-based solution to the problem of maximizing
the probability of attaining a target set before hitting a cemetery set for a
discrete-time Markov control process. Under mild hypotheses we establish that
there exists a deterministic stationary policy that achieves the maximum value
of this probability. We demonstrate how the maximization of this probability
can be computed through the maximization of an expected total reward until the
first hitting time to either the target or the cemetery set.
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