A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization

DOI10.1109/TAC.2011.2162878zbMath1368.93336OpenAlexW2072180977MaRDI QIDQ5347915

Dan Andrei Iancu, Pablo A. Parrilo, Dimitris J. Bertsimas

Publication date: 25 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2011.2162878

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Discrete-time control/observation systems (93C55) Dynamic programming (90C39)

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