Lipschitz continuity of the value function in mixed-integer optimal control problems.

Martin Gugat Falk M. Hante

Published in: Math. Control. Signals Syst. (2017)

Keyphrases

mixed integer
optimal control problems
linear program
lot sizing
lipschitz continuity
optimal control
optimal solution
convex hull
feasible solution
continuous variables
linear programming problems
quadratic program
machine learning
decision making
lead time
production planning