A distributionally robust optimization approach to two-sided chance constrained stochastic model predictive control with unknown noise distribution.
Yuan TanJun YangWen-Hua ChenShihua LiPublished in: CoRR (2022)
Keyphrases
- chance constrained
- robust optimization
- model predictive control
- stochastic programming
- chance constraints
- mathematical programming
- control system
- decision theory
- semidefinite programming
- multistage
- linear program
- lot sizing
- probability distribution
- decision making
- artificial intelligence
- support vector
- reinforcement learning