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ep10 - Stephen Boyd: Linear Matrix Inequalities, Convex Optimization, Disciplined Convex Programming, Rock & Roll

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Convex Optimization Control Policies

NPC model predictive control is simply an instance of a convex optimization control policy. It's a policy where you solve a problem to decide an action and in this case you solve it over a horizon. A lot of these things have parameters in them that you can use to tune right like LQG or approximate dynamic programming. There are even something like 10 or 20 or 30 hyper parameters for COP policies, he says.

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