Direct Model-Predictive Control

نویسندگان

  • Jean-Joseph Christophe
  • Jérémie Decock
  • Olivier Teytaud
چکیده

Due to simplicity and convenience, Model Predictive Control, which consists in optimizing future decisions based on a pessimistic deterministic forecast of the random processes, is one of the main tools for stochastic control. Yet, it suffers from a large computation time, unless the tactical horizon (i.e. the number of future time steps included in the optimization) is strongly reduced, and lack of real stochasticity handling. We here propose a combination between Model Predictive Control and Direct Policy Search.

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تاریخ انتشار 2014