Joint Chance Constrained Optimal Control via Linear Programming.
Niklas SchmidMarta FochesatoTobias SutterJohn LygerosPublished in: IEEE Control. Syst. Lett. (2024)
Keyphrases
- optimal control
- chance constrained
- linear programming
- dynamic programming
- stochastic programming
- linear program
- knapsack problem
- robust optimization
- multistage
- mathematical programming
- semidefinite programming
- infinite horizon
- control law
- computationally tractable
- chance constraints
- reverse logistics
- control strategy
- integer programming
- np hard
- optimal solution
- primal dual
- network flow
- average cost
- linear matrix inequality
- reinforcement learning
- third party
- markov decision processes
- state space
- evolutionary algorithm
- objective function
- genetic algorithm