Penalty Functions for Handling Large Deviation of Quadrature States in NMPC.

Sebastien Gros Mario Zanon

Published in: IEEE Trans. Autom. Control. (2017)

Keyphrases

penalty functions
large deviations
penalty function
objective function
constrained optimization
importance sampling
state dependent
asymptotically optimal
markov processes
queue length
estimation problems
heavy tailed
generalization bounds
queueing systems
genetic algorithm
machine learning
computer vision