A tractable approximation of chance constrained stochastic MPC based on affine disturbance feedback.
Frauke OldewurtelColin N. JonesManfred MorariPublished in: CDC (2008)
Keyphrases
- chance constrained
- computationally tractable
- stochastic programming
- chance constraints
- robust optimization
- knapsack problem
- multistage
- chance constrained programming
- np hard
- reverse logistics
- linear program
- approximation algorithms
- dynamic model
- computational complexity
- optimal control
- decision making
- optimization problems
- worst case
- special case
- optimal solution