On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs

DOI10.1016/j.sysconle.2016.05.009zbMath1344.93062OpenAlexW2414860269MaRDI QIDQ313286

Kostas Margellos, John Lygeros, Nikolaos Kariotoglou

Publication date: 9 September 2016

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2016.05.009

zbMATH Keywords

uncertain systemsapproximate dynamic programmingscenario approachrandomized optimization

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Control/observation systems with incomplete information (93C41) Dynamic programming (90C39)

Related Items (2)

Stochastic reachability of a target tube: theory and computation ⋮ Exploiting structure of chance constrained programs via submodularity

Uses Software

• ECOS

Cites Work

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