A Tool to Analyze Robust Stability for Constrained MPC

Robust constrained MPC stabilization of a CSTR

The paper addresses a case study of robust stabilization of a continuous stirred tank reactor using robust model-based predictive control with constrained input variables. One exothermic reaction runs in the reaction mixture and the reactor is modelled in the form of an uncertain polytopic system. The control approach is based on solution of a set of linear matrix inequalities. This formulation...

Graph Mining Based SOM: A Tool to Analyze Economic Stability

Robust MPC of constrained nonlinear systems based on interval arithmetic

A robust MPC for constrained discrete-time nonlinear systems with additive uncertainties is presented. The proposed controller is based on the concept of reachable sets, that is, the sets that contain the predicted evolution of the uncertain system for all possible uncertainties. If processes are nonlinear these sets are very difficult to compute. A conservative approximation based on interval ...

A Robust Knapsack Based Constrained Portfolio Optimization

Many portfolio optimization problems deal with allocation of assets which carry a relatively high market price. Therefore, it is necessary to determine the integer value of assets when we deal with portfolio optimization. In addition, one of the main concerns with most portfolio optimization is associated with the type of constraints considered in different models. In many cases, the resulted p...

A Chance–constrained Robust Mpc and Application to Hot Rolling Mills

Most approaches of chance–constrained robust MPC utilise an open– loop model for uncertainty prediction; this results in conservative control. To avoid this some approaches propose robust MPC (RMPC) based on closed–loop prediction, and these often give improved dynamic performance at a small expense to constraint handling performance. The aim of this paper is to extend the methodology of (Warre...