A Level-Set Approach for Stochastic Optimal Control Problems Under Controlled-Loss Constraints.
Géraldine BouveretAthena PicarelliPublished in: J. Optim. Theory Appl. (2020)
Keyphrases
- optimal control problems
- optimal control
- solving nonlinear
- production planning
- control theory
- equality constraints
- level set
- differential equations
- control strategy
- real time
- constraint satisfaction
- constrained optimization
- level set method
- mathematical model
- dynamic programming
- optimal solution
- learning algorithm
- genetic algorithm