Xiu-Zhen Ye

Stochastic MPC under Heavy-Tailed Disturbances: An Extreme Value Theory Approach

Safety-critical control systems must contend with disturbances whose extreme deviations occur far more frequently than classical light-tailed models predict. Existing stochastic MPC (SMPC) formulations tighten constraints using an assumed distribution, a moment bound, or a finite scenario sample, each of which degrades...