NMPC based on Huber penalty functions to handle large deviations of quadrature states.

Sebastien Gros Moritz Diehl

Published in: ACC (2013)

Keyphrases

penalty functions
large deviations
penalty function
objective function
constrained optimization
state dependent
queueing systems
queue length
neural network
asymptotically optimal
markov processes
estimation problems
bayesian networks
steady state
importance sampling