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...
| Main Authors: | , , |
|---|---|
| Other Authors: | , , , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Electrical and Electronics Engineers (IEEE),
2012-11-08T17:54:54Z.
|
| Subjects: | |
| Online Access: | Get fulltext |