A hierarchy of policies for adaptive optimization

A hierarchy of policies for adaptive optimization

In this paper, we propose a new tractable framework for dealing with linear dynamical systems affected by uncertainty, applicable to multistage robust optimization and stochastic programming. We introduce a hierarchy of near-optimal polynomial disturbance-feedback control policies, and show how thes...

Full description

Bibliographic Details
Main Authors: Bertsimas, Dimitris J. (Contributor), Iancu, Dan Andrei (Author), Parrilo, Pablo A. (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science (Contributor), Massachusetts Institute of Technology. Laboratory for Information and Decision Systems (Contributor), Massachusetts Institute of Technology. Operations Research Center (Contributor), Sloan School of Management (Contributor)
Format: Article
Language:English
Published: Institute of Electrical and Electronics Engineers (IEEE), 2012-11-08T17:54:54Z.
Subjects:
Article
Online Access:Get fulltext

Internet

Get fulltext

Similar Items