A Convex Optimization Approach to Chance-Constrained Linear Stochastic Drift Counteraction Optimal Control.
Sunbochen TangNan LiIlya V. KolmanovskyRobert A. E. ZidekPublished in: CDC (2021)
Keyphrases
- convex optimization
- optimal control
- chance constrained
- chance constraints
- stochastic programming
- optimal control problems
- linear quadratic
- dynamic programming
- knapsack problem
- robust optimization
- computationally tractable
- multistage
- interior point methods
- infinite horizon
- control strategy
- linear program
- primal dual
- convex sets
- reinforcement learning
- low rank
- total variation
- reverse logistics
- control law
- linear matrix inequality
- production planning
- augmented lagrangian
- linear systems
- particle swarm optimization
- linear programming
- objective function