no code implementations • 11 Aug 2021 • Steven Sachio, Max Mowbray, Maria Papathanasiou, Ehecatl Antonio del Rio-Chanona, Panagiotis Petsagkourakis
For this, one can formulate a bilevel optimization problem, with the design as the outer problem in the form of a mixed-integer nonlinear program (MINLP) and a stochastic optimal control as the inner problem.