Stochastic nonlinear model predictive control with probabilistic constraints

Stochastic uncertainties are ubiquitous in complex dynamical systems and can lead to undesired variability of system outputs and, therefore, a notable degradation of closed-loop performance. This paper investigates model predictive control of nonlinear dynamical systems subject to probabilistic parametric uncertainties. A nonlinear model predictive control framework is presented for control of the probability distribution of system states while...