Statistical Learning for Probability-Constrained Stochastic Optimal Control

Balata, A, Ludkovski, M, Maheshwari, A et al. (1 more author) (2021) Statistical Learning for Probability-Constrained Stochastic Optimal Control. European Journal of Operational Research, 290 (2). pp. 640-656. ISSN 0377-2217



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Keywords: Machine learning; Microgrid control; Probabilistic constraints; Regression Monte Carlo; Stochastic optimal control
  • Accepted: 22 August 2020
  • Published (online): 27 August 2020
  • Published: 16 April 2021
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 02 Sep 2020 14:44
Last Modified: 27 Aug 2022 00:13
Status: Published
Publisher: Elsevier
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