A stochastic MPC scheme for distributed systems with multiplicative uncertainty

This paper presents a Distributed Stochastic Model Predictive Control algorithm for networks of linear systems with multiplicative uncertainties and local chance constraints on the states control inputs. The are approximated via Cantelli's inequality by means expected value covariance. cooperative is based distributed Alternating Direction Method Multipliers, which renders controller fully distributedly implementable, recursively feasible ensures point-wise convergence states. aforementioned properties guaranteed through properly selected invariant set terminal mean closes an example highlighting constraint satisfaction, numerical scalability our approach.