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CDC '09 Review: Optimality of Affine Policies in Multi‐ Stage Robust Optimization

Author(s):

S. Richter
Conference/Journal:

IfA Internal Seminar Series
Abstract:

This is a CDC '09 review presentation of the paper Dimitris Bertsimas, Dan A Iancu, and Pablo A Parrilo, “Optimality of Affine Policies in Multi-stage Robust Optimization,” 0904.3986 (April 25, 2009), http://arxiv.org/abs/0904.3986.

Year:

2010
Type of Publication:

(06)Talk
Supervisor:

M. Morari

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