Adaptive Scenario Generation for Multistage NMPC with Shrinking Horizons
نویسندگان
چکیده
منابع مشابه
Scenario generation for multistage models
∃ many models suitable for exploitation of financial time series and stochastic models with continuous time ∃ various specific problems, e.g. – various levels of information on various sources of uncertainty – demographic data, economic factors – correlations of stock market and bond returns – problem specific additional random factors (prepayment rates, defaults ...) – difficulties to model il...
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ژورنال
عنوان ژورنال: IFAC-PapersOnLine
سال: 2019
ISSN: 2405-8963
DOI: 10.1016/j.ifacol.2019.06.126