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Improving Scenario Decomposition for Multistage MPC Using a Sensitivity-Based Path-Following Algorithm.

Krishnamoorthy DineshEka SuwartadiBjarne FossSigurd SkogestadJohannes Jäschke
Published in: IEEE Control. Syst. Lett. (2018)
Keyphrases
  • multistage
  • production system
  • lot sizing
  • dynamic programming
  • stochastic programming
  • single stage
  • optimal policy
  • dynamic model
  • stochastic optimization
  • multistage stochastic
  • machine learning
  • lot size