A dual Newton strategy for scenario decomposition in robust multistage MPC
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DOI: 10.1002/rnc.4019
Abstract: This paper considers the solution of tree-structured quadratic programs as they may arise in multistage model predictive control. In this context, sampling the uncertainty on prescribed decision points gives rise to different scenarios that are… read more here.
Keywords: newton strategy; dual newton; multistage; strategy scenario ... See more keywords