Convex approximation of chance-constrained MPC through piecewise affine policies using randomized and robust optimization.
Xiaojing ZhangAngelos GeorghiouJohn LygerosPublished in: CDC (2015)
Keyphrases
- piecewise affine
- chance constrained
- robust optimization
- stochastic programming
- mathematical programming
- chance constraints
- lot sizing
- closed loop
- computationally tractable
- optimal policy
- decision theory
- cost function
- control system
- knapsack problem
- approximation algorithms
- evolutionary algorithm
- semidefinite programming
- particle swarm optimization
- linear programming