Optimality of affine policies in multi-stage robust optimization

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2009, Pages 1131-1138

  Bertsimas, Dimitris ^a   Iancu, Dan A ^b   Parrilo, Pablo A ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

LINEAR CONTROL SYSTEMS; LINEAR PROGRAMMING;

CONTROL POLICY; FINITE HORIZONS; LINEAR CONTROLS; LINEAR PROGRAMS; MULTI STAGE; PIECEWISE AFFINES; POLYHEDRAL GEOMETRIES; ROBUST OPTIMIZATION;

PIECEWISE LINEAR TECHNIQUES;

EID: 77950845908     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2009.5399533     Document Type: Conference Paper

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