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128
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CDC
2009
IEEE
173
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Control Systems
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CDC 2009
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Optimality of affine policies in multi-stage robust optimization
15 years 7 months ago
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www.mit.edu
In this paper, we show the optimality of a certain class of disturbance-affine control policies in the context of one-dimensional, constrained, multi-stage robust optimization. Ou...
Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Par...
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