Biased Kernel Density Estimators for Chance Constrained Optimal Control Problems.

Rachel E. Keil Alexander Miller Mrinal Kumar Anil V. Rao

Published in: ACC (2020)

Keyphrases

chance constrained
optimal control problems
optimal control
stochastic programming
production planning
knapsack problem
robust optimization
multistage
linear program
optimal solution
dynamic programming
control strategy
np hard
training set
infinite horizon