A data-driven robust optimization approach to scenario-based stochastic model predictive control

•A novel data-driven approach is proposed for stochastic model predictive control.•Support vector clustering is adopted to learn an uncertainty set from scenarios.•A calibration procedure is developed to provide desirable probabilistic guarantees.•Finally, an uncertainty set-induced robust optimizat...

Full description

Bibliographic Details

Published in:	Journal of process control Vol. 75; pp. 24 - 39
Main Authors:	Shang, Chao, You, Fengqi
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 01.03.2019
Subjects:	Chance constraints Machine learning Robust model predictive control Scenario programs Stochastic model predictive control Chance constraints Stochastic model predictive control Robust model predictive control Scenario programs Machine learning
ISSN:	0959-1524, 1873-2771
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!