On the stability of receding horizon control for continuous-time stochastic systems

Fajin Wei, Andrea Lecchini-Visintini*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

8 Citations (Scopus)

Abstract

We study the stability of receding horizon control for continuous-time non-linear stochastic differential equations. We illustrate the results with a simulation example in which we employ receding horizon control to design an investment strategy to repay a debt.

Original languageEnglish
Pages (from-to)43-49
Number of pages7
JournalSystems and Control Letters
Volume63
Issue number1
DOIs
Publication statusPublished - Jan 2014
Externally publishedYes

Keywords

  • Hamilton-Jacobi-Bellman equations
  • Itô's formula
  • Lyapunov functions
  • Optimal investment
  • Receding horizon control
  • Stochastic differential equations
  • Stochastic optimal control

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