Dual dynamic programming for multi-scale mixed-integer MPC
نویسندگان
چکیده
منابع مشابه
Stochastic Dual Dynamic Integer Programming
Multistage stochastic integer programming (MSIP) combines the difficulty of uncertainty, dynamics, and non-convexity, and constitutes a class of extremely challenging problems. A common formulation for these problems is a dynamic programming formulation involving nested cost-to-go functions. In the linear setting, the cost-to-go functions are convex polyhedral, and decomposition algorithms, suc...
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ژورنال
عنوان ژورنال: Computers & Chemical Engineering
سال: 2021
ISSN: 0098-1354
DOI: 10.1016/j.compchemeng.2021.107265