Name
Title | ||
|---|---|---|
Chance-Constrained Model Predictive Controller Synthesis For Stochastic Max-Plus Linear Systems |
Abstract | ||
|---|---|---|
This paper presents a stochastic model predictive control problem for a class of discrete event systems, namely stochastic max-plus linear systems, which are of wide practical interest as they appear in many application domains for timing and synchronization studies. The objective of the control problem is to minimize a cost function under constraints on states, inputs and outputs of such a system in a receding horizon fashion. In contrast to the pessimistic view of the robust approach on uncertainty, the stochastic approach interprets the constraints probabilistically, allowing for a sufficiently small violation probability level. In order to address the resulting nonconvex chance-constrained optimization problem, we present two ideas in this paper. First, we employ a scenario-based approach to approximate the problem solution, which optimizes the control inputs over a receding horizon, subject to the constraint satisfaction under a finite number of scenarios of the uncertain parameters. Second, we show that this approximate optimization problem is convex with respect to the decision variables and we provide a-priori probabilistic guarantees for the desired level of constraint fulfillment. The proposed scheme improves the results in the literature in two distinct directions: we do not require any assumption on the underlying probability distribution of the system parameters; and the scheme is applicable to high dimensional problems, which makes it suitable for real industrial applications. The proposed framework is demonstrated on a two-dimensional production system and it is also applied to a subset of the Dutch railway network in order to show its scalability and study its limitations. |
Year | Venue | Field |
|---|---|---|
2016 | 2016 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS (SMC) | Stochastic optimization,Probabilistic-based design optimization,Linear system,Control theory,Computer science,Probability distribution,Artificial intelligence,Optimization problem,Constraint satisfaction,Mathematical optimization,Stochastic process,Stochastic programming,Machine learning |
DocType | ISSN | Citations |
Conference | 1062-922X | 0 |
PageRank | References | Authors |
0.34 | 0 | 5 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Vahab Rostampour | 1 | 0 | 0.34 |
| Dieky Adzkiya | 2 | 35 | 8.29 |
| Sadegh Esmaeil Zadeh Soudjani | 3 | 175 | 23.12 |
| Hans Hellendoorn | 4 | 1673 | 220.44 |
| Tamás Keviczky | 5 | 475 | 44.62 |