There are many situations where an agent can perform one of several sets of actions in responses to changes in its environment, and the agent chooses to perform the set of actions...
Bogdan Stroe, V. S. Subrahmanian, Sudeshna Dasgupt...
A linear matrix inequality (LMI) is a condition stating that a symmetric matrix whose entries are affine linear combinations of variables is positive semidefinite. Motivated by th...
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...
Significant advances have been made in the last two decades for the effective solution of mixed integer non-linear programming (MINLP) problems, mainly by exploiting the special s...
In an online convex optimization problem a decision-maker makes a sequence of decisions, i.e., chooses a sequence of points in Euclidean space, from a fixed feasible set. After ea...