Composite dynamic and steady-state approach to stochastic optimising control of steady-state systems with output dependent constraints

A stochastic formulation for steady-state optimising control problems with output dependent constraints is proposed and analysed. In this formulation, the output dependent inequality constraints, which become stochastic due to the randomness of the output vector, are characterised by their mean values. A novel approach, that makes full use of dynamic and steady-state information on the process when solving such problems is presented. In this approach, the uncertainty of the performance index is removed, without affecting the true optimum, by use of a fixed steady-state model and a modifier in the model-based optimisation