Stochastic Model Predictive Control, Iterated Function Systems, and Stability
Optimization and Control
2022-10-14 v3
Abstract
We present the observation that the process of stochastic model predictive control can be formulated in the framework of iterated function systems. The latter has a rich ergodic theory that can be applied to study the system's long-run behavior. We show how such a framework can be realized for specific problems and illustrate the required conditions for the application of relevant theoretical guarantees.
Cite
@article{arxiv.2112.08138,
title = {Stochastic Model Predictive Control, Iterated Function Systems, and Stability},
author = {Vyacheslav Kungurtsev and Jakub Marecek and Robert Shorten},
journal= {arXiv preprint arXiv:2112.08138},
year = {2022}
}