Using stochastic programming to train neural network approximation of nonlinear MPC laws.
Yun LiKaixun HuaYankai CaoPublished in: Autom. (2022)
Keyphrases
- stochastic programming
- neural network
- multistage
- linear program
- chance constrained
- linear quadratic
- robust optimization
- risk averse
- asset liability management
- decision making under uncertainty
- mpc algorithm
- approximation algorithms
- fault diagnosis
- closed loop
- dynamic model
- linear programming
- genetic algorithm
- optimal control
- supply chain
- np hard
- support vector
- machine learning