Chance-constrained model predictive controller synthesis for stochastic max-plus linear systems

Conference paper (2016)

Authors

Vahab Rostampour Team Bart De Schutter - Mechanical, Maritime and Materials Engineering
D. Adzkiya Institut Teknologi Sepuluh Nopember
S. Esmaeil Zadeh Soudjani Max Planck Institute
B.H.K. De Schutter Team Bart De Schutter - Mechanical, Maritime and Materials Engineering
T. Keviczky Team Bart De Schutter - Mechanical, Maritime and Materials Engineering
Research Group
Team Bart De Schutter (Mechanical, Maritime and Materials Engineering) (TU Delft)
Optimization Uncertainty Algebra Stochastic processes Rail transportation Probabilistic logic Multiprotocol label switching
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Published Date

2016

Language

English

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Faculty

Mechanical, Maritime and Materials Engineering

Department

Delft Center for Systems and Control

Research Group

Team Bart De Schutter

Abstract

This paper presents a stochastic model predictive control problem for a class of discrete event systems, namely stochastic max-plus linear systems, which are of wide practical interest as they appear in many application domains for timing
and synchronization studies. The objective of the control problem is to minimize a cost function under constraints on states, inputs and outputs of such a system in a receding horizon fashion. In contrast to the pessimistic view of the robust approach on uncertainty, the stochastic approach interprets the constraints probabilistically, allowing for a sufficiently small violation probability level. In order to address the resulting nonconvex chance-constrained optimization problem, we present two ideas in this paper. First, we employ a scenario-based approach to approximate the problem solution, which optimizes the control inputs over a receding horizon, subject to the constraint satisfaction under a finite number of scenarios of the uncertain parameters. Second, we show that this approximate optimization problem is convex with respect to the decision variables and we provide a-priori probabilistic guarantees for the desired level of
constraint fulfillment. The proposed scheme improves the results in the literature in two distinct directions: we do not require any assumption on the underlying probability distribution of the system parameters; and the scheme is applicable to high dimensional problems, which makes it suitable for real industrial applications. The proposed framework is demonstrated on a twodimensional production system and it is also applied to a subset
of the Dutch railway network in order to show its scalability and study its limitations.