Imperial College London
Alternate

Dr Nikolas Kantas

Faculty of Natural Sciences, Department of Mathematics

Reader in Statistics
 
 
 
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Contact

 

+44 (0)20 7594 2772n.kantas Website

 
 
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Location

 

538Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inproceedings{Siva:2009,
author = {Siva, E and Goulart, P and Maciejowski, JM and Kantas, N},
pages = {2851--2856},
publisher = {IEEE},
title = {Stability of model predictive control using Markov Chain Monte Carlo optimisation},
url = {http://ieeexplore.ieee.org/document/7074840/},
year = {2009}
}
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RIS format (EndNote, RefMan)

TY  - CPAPER
AB  - We apply stochastic Lyapunov theory to perform stability analysis of MPC controllers for nonlinear deterministic systems where the underlying optimisation algorithm is based on Markov Chain Monte Carlo (MCMC) or other stochastic methods. We provide a set of assumptions and conditions required for employing the approximate value function obtained as a stochastic Lyapunov function, thereby providing almost sure closed loop stability. We demonstrate convergence of the system state to a target set on an example, in which simulated annealing with finite time stopping is used to control a nonlinear system with non-convex constraints.
AU  - Siva,E
AU  - Goulart,P
AU  - Maciejowski,JM
AU  - Kantas,N
EP  - 2856
PB  - IEEE
PY  - 2009///
SP  - 2851
TI  - Stability of model predictive control using Markov Chain Monte Carlo optimisation
UR  - http://ieeexplore.ieee.org/document/7074840/
UR  - http://hdl.handle.net/10044/1/40804
ER  -
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