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Close-Loop Stochastic Dynamic Optimization Under Probabilistic Output-Constraints - MaRDI portal

Close-Loop Stochastic Dynamic Optimization Under Probabilistic Output-Constraints (Q5198747)

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scientific article; zbMATH DE number 5937487
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Close-Loop Stochastic Dynamic Optimization Under Probabilistic Output-Constraints
scientific article; zbMATH DE number 5937487

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    Close-Loop Stochastic Dynamic Optimization Under Probabilistic Output-Constraints (English)
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    9 August 2011
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    nonlinear MPC scheme
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    closed-loop stochastic dynamic optimization
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    wait-and-see strategy
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    nonlinear chance-constrained dynamic optimization problems
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