Modelling of cost function with Stochastic NonLinear MPC

MPC Discussions
1

Hey guys!

Has anyone modelled a non linear stochastic MPC with chance constraints or polynomial chaos? I am trying to model the cost function in terms of the fitted coefficients by the polynomial chaos expansion, but it is not working. I would appreciate a lot a change of experience!

Best regards

2

Hi Joao,

here is an example of a stocastic nonlinear MPC formulation with acados.

I am not sure if this helps and not really familiar with polynomial chaos expansion.

Best!

3

Thanks! I will definitively read it!