Trajectory Optimization for Chance-Constrained Nonlinear Stochastic Systems.
Yashwanth Kumar NakkaSoon-Jo ChungPublished in: CDC (2019)
Keyphrases
- chance constrained
- stochastic systems
- stochastic programming
- robust optimization
- chance constraints
- multistage
- stochastic models
- optimization problems
- optimization algorithm
- linear program
- knapsack problem
- mathematical programming
- reverse logistics
- computationally tractable
- stochastic model
- reinforcement learning
- steady state
- linear programming
- special case