Joint Chance Constrained Optimal Control via Linear Programming.
Niklas SchmidMarta FochesatoTobias SutterJohn LygerosPublished in: CoRR (2024)
Keyphrases
- optimal control
- chance constrained
- linear programming
- dynamic programming
- stochastic programming
- linear program
- knapsack problem
- robust optimization
- mathematical programming
- multistage
- chance constraints
- computationally tractable
- objective function
- semidefinite programming
- infinite horizon
- control strategy
- np hard
- average cost
- optimal solution
- reverse logistics
- reinforcement learning
- primal dual
- control law
- state space
- special case
- markov decision processes
- integer programming
- production planning
- multi objective