Conditioning of linear-quadratic two-stage stochastic optimization problems.
Konstantin EmichRené HenrionWerner RömischPublished in: Math. Program. (2014)
Keyphrases
- stochastic optimization problems
- linear quadratic
- optimal control
- random variables
- dynamical systems
- closed loop
- vector valued
- control policies
- gaussian model
- optimization problems
- graphical models
- dynamic programming
- real time
- control strategy
- mobile robot
- probabilistic model
- probability distribution
- control system
- moving objects