On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
DOI10.1016/j.sysconle.2016.05.009zbMath1344.93062OpenAlexW2414860269MaRDI QIDQ313286
Kostas Margellos, John Lygeros, Nikolaos Kariotoglou
Publication date: 9 September 2016
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2016.05.009
Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Control/observation systems with incomplete information (93C41) Dynamic programming (90C39)
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