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Implement simple Stochastic MPC #2

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brunomorampc opened this issue May 6, 2022 · 0 comments
Open

Implement simple Stochastic MPC #2

brunomorampc opened this issue May 6, 2022 · 0 comments
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enhancement New feature or request
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@brunomorampc
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brunomorampc commented May 6, 2022

Add simple stochastic MPC as in this paper.

Main idea

First of all we should create a stochastic formulation without considering the GP as in the paper.

  1. Create new class called something like GaussianRandomVariable to define the stochastic variable. This should contain mean and standard deviation
  2. Allow to add (later to multiply) this variable with the model.
  3. The SMPC class should detect the different parts (random variables and non) to be able to do the necessary operations.

Note

At the moment one can sum the GP to the RHS of the model using the '+' operator. This adds the mean of the GP to the model. Think about using another operator to add the mean, while keeping the '+' operator to define a stochastic model.

@brunomorampc brunomorampc added the enhancement New feature or request label May 6, 2022
@brunomorampc brunomorampc self-assigned this May 6, 2022
@brunomorampc brunomorampc added this to the 1.1.X milestone May 20, 2022
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