Risk-averse model predictive control.
Pantelis SopasakisDomagoj HercegAlberto BemporadPanagiotis PatrinosPublished in: Autom. (2019)
Keyphrases
- model predictive control
- risk averse
- control system
- predictive control
- risk neutral
- decision makers
- utility function
- risk aversion
- stochastic programming
- portfolio management
- expected utility
- control scheme
- multistage
- closed loop
- control strategy
- decision trees
- artificial intelligence
- learning algorithm
- decision making