Near-optimal performance of stochastic economic MPC
arxiv(2024)
摘要
This paper presents first results for near optimality in expectation of the
closed-loop solutions for stochastic economic MPC. The approach relies on a
recently developed turnpike property for stochastic optimal control problems at
an optimal stationary process, combined with techniques for analyzing
time-varying economic MPC schemes. We obtain near optimality in finite time as
well as overtaking and average near optimality on infinite time horizons.
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