Open-Loop Chance Constrained Stochastic Optimal Control via the One-Sided Vysochanskij-Petunin Inequality.
Isabella PaculaMeeko OishiPublished in: IEEE Trans. Autom. Control. (2024)
Keyphrases
- open loop
- chance constrained
- closed loop
- stochastic programming
- robust optimization
- feedback control
- control system
- knapsack problem
- computationally tractable
- chance constraints
- reverse logistics
- control law
- inverted pendulum
- chance constrained programming
- multistage
- control scheme
- linear program
- mathematical programming
- lagrange multipliers
- input output
- dynamic programming
- np hard
- cost function
- inventory control
- linear matrix inequality
- genetic algorithm