@article{hahn2023reference, abstract = {This paper addresses model predictive control of a class of linear systems subject to additive stochastic disturbances and constraints. The underlying stochastic optimal control problem combines inverse cumulative distribution functions with ellipsoid-in-polyhedron formulations to reduce the conservatism induced by constraint satisfaction. By use of terminal constraints and time-varying weights within the cost functional, the presented control scheme satisfies criteria for mean-square stability and can be adapted to reference-tracking problems for arbitrary reference signals.}, author = {Hahn, J. and Stursberg, O.}, doi = {https://doi.org/10.1016/j.ifacol.2023.10.1057}, interhash = {593a63dbd657431e96daf77e254c3fab}, intrahash = {85b51c4012a40e108c91329908c89917}, journal = {Proc. of the 22nd IFAC World Congress}, number = 2, pages = {10421-10427}, title = {Reference Tracking for Constrained Uncertain Linear Systems by Stochastic MPC}, url = {https://www.sciencedirect.com/science/article/pii/S2405896323014593}, volume = 56, year = 2023 }