3 papers · 1 filter
ESDIRK-based nonlinear model predictive control for stochastic differential-algebraic equations
Anders Hilmar Damm Christensen, Nicola Cantisani, John Bagterp Jørgensen
In this paper, we present a nonlinear model predictive control (NMPC) algorithm for systems modeled by semi-explicit stochastic differential-algebraic equations (DAEs) of index 1.…
Numerical Discretization Methods for the Discounted Linear Quadratic Control Problem
Zhanhao Zhang, Steen Hørsholt, John Bagterp Jørgensen
This study focuses on the numerical discretization methods for the continuous-time discounted linear-quadratic optimal control problem (LQ-OCP) with time delays. By assuming piecew…
Numerical Discrete-Time Implementation of Continuous-Time Linear-Quadratic Model Predictive Control
Zhanhao Zhang, Anders Hilmar Damm Christensen, Steen Hørsholt +1
This study presents the design, discretization and implementation of the continuous-time linear-quadratic model predictive control (CT-LMPC). The control model of the CT-LMPC is pa…