Pick to Learn for Stochastic Economic Model Predictive Control with an Expected Shortfall Constraint
Alireza Arastou · Algo Care' · Ye Wang · M. C. Campi · y 1 más
This paper proposes a method to find probabilistic guarantees for a scenario-based stochastic economic model predictive control (SEMPC) scheme with an empirical expected shortfall (EES) constraint. The objective function includes the minimisation of an average economic cost, desirable from an operational perspective, w...
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