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Volumn 4, Issue , 2003, Pages 3602-3607

Stochastic linear model predictive control using nested decomposition

Author keywords

[No Author keywords available]

Indexed keywords

FUNCTIONS; LINEAR SYSTEMS; RANDOM PROCESSES;

EID: 0242334580     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (15)

References (8)
  • 1
    • 0003130576 scopus 로고    scopus 로고
    • A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
    • J. R. Birge, C. J. Donahue, D. F. Holmes, and O. G. Svintsitski. A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs. Mathematical Programming, 75 (2):327-352, 1996.
    • (1996) Mathematical Programming , vol.75 , Issue.2 , pp. 327-352
    • Birge, J.R.1    Donahue, C.J.2    Holmes, D.F.3    Svintsitski, O.G.4
  • 2
    • 0032115323 scopus 로고    scopus 로고
    • Formulation of the Russell-Yasuda Kasai financial planning model
    • July-August
    • D. R. Cariño and W. T. Ziemba. Formulation of the Russell-Yasuda Kasai financial planning model. Operations Research, 46(4):433-449, July-August 1998.
    • (1998) Operations Research , vol.46 , Issue.4 , pp. 433-449
    • Cariño, D.R.1    Ziemba, W.T.2
  • 3
    • 0031124875 scopus 로고    scopus 로고
    • LP methods in MPC of large-scale systems: Application to paper-machine CD control
    • Prashant Dave, Dennis A. Willig, Gautham K. Kudva, Joseph F. Pekny, and Francis J. Doyle. LP methods in MPC of large-scale systems: application to paper-machine CD control. AIChE Journal, 43(4):1016-1031, 1997.
    • (1997) AIChE Journal , vol.3 , Issue.4 , pp. 1016-1031
    • Dave, P.1    Willig, D.A.2    Kudva, G.K.3    Pekny, J.F.4    Doyle, F.J.5
  • 4
    • 34249957971 scopus 로고
    • MSLiP: A computer code for the multistage stochastic linear programming problem
    • H. I. Gassmann. MSLiP: a computer code for the multistage stochastic linear programming problem. Mathematical Programming, 47:407-423, 1990.
    • (1990) Mathematical Programming , vol.47 , pp. 407-423
    • Gassmann, H.I.1
  • 5
    • 0041743300 scopus 로고
    • Sequential decision models for selecting currency options
    • IFSRC No. 133-90. International Financial Services Research Center, Massachusetts Institute of Technology, July
    • P. Klaassen, J. F. Shapiro, and D. E. Spitz. Sequential decision models for selecting currency options. Technical Report IFSRC No. 133-90, International Financial Services Research Center, Massachusetts Institute of Technology, July 1990.
    • (1990) Technical Report IFSRC
    • Klaassen, P.1    Shapiro, J.F.2    Spitz, D.E.3
  • 6
    • 0015759989 scopus 로고
    • Tactical manpower planning via programming under uncertainty
    • A. Martel and A. Al-Nuaimi. Tactical manpower planning via programming under uncertainty. Operations Research Quarterly, 24:571-585, 1973.
    • (1973) Operations Research Quarterly , vol.24 , pp. 571-585
    • Martel, A.1    Al-Nuaimi, A.2
  • 7
    • 0242388935 scopus 로고
    • Stochastic programming models for scheduling airlift operations
    • J. L. Midler and R. D. Wollmer. Stochastic programming models for scheduling airlift operations. Naval Research Logistics Quarterly, 16:315-330, 1969.
    • (1969) Naval Research Logistics Quarterly , vol.16 , pp. 315-330
    • Midler, J.L.1    Wollmer, R.D.2
  • 8
    • 0033896453 scopus 로고    scopus 로고
    • Linear programming and model predictive control
    • Christopher V. Rao and James B. Rawlings. Linear programming and model predictive control. Journal of Process Control, 10:283-289, 2000.
    • (2000) Journal of Process Control , vol.10 , pp. 283-289
    • Rao, C.V.1    Rawlings, J.B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.