Sequencing paths of optimal control adjustments determined by the optimal reactive dispatch via Lagrange multiplier sensitivity analysis.
Rafael M. BarrosGuilherme G. LageRicardo de Andrade Lira RabeloPublished in: Eur. J. Oper. Res. (2022)
Keyphrases
- optimal control
- sensitivity analysis
- lagrange multipliers
- dynamic programming
- control problems
- managerial insights
- influence diagrams
- feedback control
- variational inequalities
- control strategy
- reinforcement learning
- infinite horizon
- constrained optimization
- optimal control problems
- objective function
- linear quadratic
- support vector machine svm
- decision variables
- lower bound
- stochastic control
- machine learning