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    CDC
    2009
    IEEE
    173views Control Systems» more  CDC 2009»
    Optimality of affine policies in multi-stage robust optimization
    14 years 4 months ago
    Optimality of affine policies in multi-stage robust optimization
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    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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