A novel approach to chance constrained optimal control problems.
Zinan ZhaoFengjin LiuMrinal KumarAnil V. RaoPublished in: ACC (2015)
Keyphrases
- chance constrained
- optimal control problems
- optimal control
- production planning
- knapsack problem
- stochastic programming
- robust optimization
- solving nonlinear
- computationally tractable
- reverse logistics
- control theory
- dynamic programming
- differential equations
- linear program
- optimization problems
- third party
- control strategy
- multistage
- optimization algorithm
- lot sizing
- convex optimization
- simulated annealing
- np hard