eprintid: 1030 rev_number: 18 eprint_status: archive userid: 44 dir: disk0/00/00/10/30 datestamp: 2011-12-05 14:19:43 lastmod: 2013-03-12 14:57:38 status_changed: 2013-01-24 09:00:01 type: book_section metadata_visibility: show creators_name: Patrinos, Panagiotis creators_name: Sopasakis, Pantelis creators_name: Sarimveis, Haralambos creators_id: panagiotis.patrinos@imtlucca.it creators_id: pantelis.sopasakis@imtlucca.it creators_id: title: Stochastic model predictive control for constrained networked control systems with random time delay ispublished: pub subjects: QA75 subjects: TJ divisions: CSA full_text_status: public pres_type: paper keywords: Stochastic optimal control problems; Parametric optimization; Control of constrained systems note: 18th IFAC World Congress, 2011 - Università Cattolica del Sacro Cuore, Milano, Italy abstract: In this paper the continuous time stochastic constrained optimal control problem is formulated for the class of networked control systems assuming that time delays follow a discrete-time, finite Markov chain . Polytopic overapproximations of the system's trajectories are employed to produce a polyhedral inner approximation of the non-convex constraint set resulting from imposing the constraints in continuous time. The problem is cast in a Markov jump linear systems (MJLS) framework and a stochastic MPC controller is calculated explicitly, oine, coupling dynamic programming with parametric piecewise quadratic (PWQ) optimization. The calculated control law leads to stochastic stability of the closed loop system, in the mean square sense and respects the state and input constraints in continuous time. date: 2011 date_type: published volume: 18 publisher: IFAC pagerange: 12626-12631 event_title: 18th IFAC World Congress event_location: Milano, Italy event_dates: August 28 - September 2, 2011 event_type: conference id_number: 10.3182/20110828-6-IT-1002.02575 refereed: TRUE isbn: 978-3-902661-93-7 book_title: Proceedings of the 18th IFAC World Congress, 2011 official_url: http://www.ifac-papersonline.net/cgi-bin/links/page.cgi?g=Detailed%2F51617.html;d=1%3E%E2%88%9E%20%3C%2Findex.html;browse=k citation: Patrinos, Panagiotis and Sopasakis, Pantelis and Sarimveis, Haralambos Stochastic model predictive control for constrained networked control systems with random time delay. In: Proceedings of the 18th IFAC World Congress, 2011. IFAC, pp. 12626-12631. ISBN 978-3-902661-93-7 (2011) document_url: http://eprints.imtlucca.it/1030/1/Patrinos_Sopasakis_Sarimveis_2011.pdf