Preprint
Aug 2026
Control-Oriented Scenario Tree Construction through Reinforcement Learning
Multistage stochastic model predictive control (MPC) handles uncertainty by optimizing over a scenario tree, a finite branching approximation of future outcomes constructed from sampled forecasts. To build such a tree, conventional methods focus on matching the underlying probability distribution---e.g., via Wasserstei...
Fabio Pavirani, Bert Claessens, Pierre Pinson et al.
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