Lyapunov-based model predictive control of stochastic nonlinear systems

In this work, we design a Lyapunov-based model predictive controller (LMPC) for nonlinear systems subject to stochastic uncertainty. The LMPC design provides an explicitly characterized region from where stability can be probabilistically obtained. The key idea is to use stochastic Lyapunov-based feedback controllers, with well characterized stabilization in probability, to design constraints in the LMPC that allow the inheritance of the …