Keyphrases
- constrained optimization
- long run
- short run
- constrained optimization problems
- expected cost
- online convex optimization
- infinite horizon
- optimal policy
- unconstrained optimization
- objective function
- penalty function
- online learning
- augmented lagrangian
- control policy
- average reward
- interval analysis
- constraint handling
- heavy traffic
- penalty functions
- average cost
- queueing networks
- exchange rate
- lagrange multipliers
- iterative methods