Robust finite-horizon MPC using optimal worst-case closed-loop predictions.
Bert PluymersJohan A. K. SuykensBart De MoorPublished in: CDC (2004)
Keyphrases
- closed loop
- finite horizon
- worst case
- optimal stopping
- open loop
- infinite horizon
- optimal policy
- feedback control
- control system
- inventory control
- markov decision processes
- control law
- control scheme
- single product
- parameter identification
- average cost
- optimal control
- lower bound
- multistage
- upper bound
- dynamic programming
- approximation algorithms
- inventory policy
- asymptotic stability
- linear quadratic
- non stationary
- np hard
- markov decision process
- optimal solution
- lot size