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A transformation-proximal bundle algorithm for multistage adaptive robust optimization and application to constrained robust optimal control.
Chao Ning
Fengqi You
Published in:
Autom. (2020)
Keyphrases
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dynamic programming
multistage
optimal control
stochastic programming
robust optimization
learning algorithm
cost function
search space
objective function
stochastic optimization
np hard
knapsack problem
optimal solution
lot sizing
data mining
evolutionary algorithm
max min
single stage