eprintid: 728
rev_number: 11
eprint_status: archive
userid: 7
dir: disk0/00/00/07/28
datestamp: 2011-07-28 09:52:43
lastmod: 2011-08-04 07:29:05
status_changed: 2011-07-28 09:52:43
type: article
metadata_visibility: show
item_issues_count: 0
creators_name: Bemporad, Alberto
creators_name: Di Cairano, Stefano
creators_id: alberto.bemporad@imtlucca.it
creators_id: 
title: Model-predictive control of discrete hybrid stochastic automata
ispublished: pub
subjects: QA75
subjects: TJ
divisions: CSA
full_text_status: none
keywords: asymptotic convergence; discrete hybrid stochastic automata; discrete-state transition; finite-time optimal control solution; horizon control; model-predictive control; probability; receding-horizon implementation; stochastic event; stochastic hybrid dynamical control technique; supply chain management; tracking performance; asymptotic stability; optimal control; predictive control; stochastic automata; supply chain management
abstract: This paper focuses on optimal and receding horizon control of a class of hybrid dynamical systems, called Discrete Hybrid Stochastic Automata (DHSA), whose discrete-state transitions depend on both deterministic and stochastic events. A finite-time optimal control approach “optimistically”; determines the trajectory that provides the best tradeoff between tracking performance and the probability of the trajectory to actually execute, under possible chance constraints. The approach is also robustified, less optimistically, to ensure that the system satisfies a set of constraints for all possible realizations of the stochastic events, or alternatively for those having enough probability to realize. Sufficient conditions for asymptotic convergence in probability are given for the receding-horizon implementation of the optimal control solution. The effectiveness of the suggested stochastic hybrid control techniques is shown on a case study in supply chain management.
date: 2011
date_type: published
publication: IEEE Transactions on Automatic Control 
volume: 56
number: 6
publisher: IEEE 
pagerange: 1307 -1321
id_number: 10.1109/TAC.2010.2084810
refereed: TRUE
issn: 0018-9286
official_url: http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=5595489&isnumber=5784391
funders: This work was supported in part by the European Commission under the HYCON Network of Excellence, contract number FP6-IST- 511368, and by the Italian Ministry for Education, University and Research
projects: “Advanced control methodologies for hybrid dynamical systems” (PRIN’2005)
citation:   Bemporad, Alberto and Di Cairano, Stefano  Model-predictive control of discrete hybrid stochastic automata.  IEEE Transactions on Automatic Control , 56 (6).  1307 -1321.  ISSN 0018-9286      (2011)