Chance Constrained Stochastic Optimal Control Based on Sample Statistics With Almost Surely Probabilistic Guarantees.

Shawn Priore Meeko Oishi

Published in: CoRR (2023)

Keyphrases

chance constrained
stochastic programming
robust optimization
chance constrained programming
knapsack problem
multistage
bayesian networks
computationally tractable
chance constraints
linear program
reverse logistics
decision making
linear programming
multiple objective linear programming