A stochastic MPC scheme using online-optimized affine disturbance feedback achieves recursive feasibility and closed-loop chance constraint satisfaction for linear Gaussian systems.
Stochastic tubes in model predictive control with probabilistic constraints,
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Stochastic MPC with Online-optimized Policies and Closed-loop Guarantees
A stochastic MPC scheme using online-optimized affine disturbance feedback achieves recursive feasibility and closed-loop chance constraint satisfaction for linear Gaussian systems.