A data-driven robust optimization approach to scenario-based stochastic model predictive control.
Chao ShangFengqi YouPublished in: CoRR (2018)
Keyphrases
- robust optimization
- data driven
- model predictive control
- chance constrained
- stochastic programming
- stochastic optimization
- control system
- chance constraints
- predictive control
- mathematical programming
- risk measures
- lot sizing
- semidefinite programming
- control algorithm
- multistage
- control scheme
- multiple models
- combinatorial optimization
- fuzzy sets
- neural network