Stochastic Model Predictive Control: An Overview and Perspectives for Future Research

Model predictive control (MPC) has demonstrated exceptional success for the high-performance control of complex systems. The conceptual simplicity of MPC as well as its ability to effectively cope with the complex dynamics of systems with multiple inputs and outputs, input and state/output constraints, and conflicting control objectives have made it an attractive multivariable constrained control approach. This article gives an overview of the main developments in the area of stochastic model predictive control (SMPC) in the past decade and provides the reader with an impression of the different SMPC algorithms and the key theoretical challenges in stochastic predictive control without undue mathematical…