Concepedia

On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs

Nikolaos Kariotoglou, Kostas Margellos, John Lygeros

Systems & Control Letters · 2016 · 19 citations · 19 references

Concepts

ComputingComputer ScienceAlgorithmsOptimizationTheory Of ComputationComputational ComplexityDynamic ProgrammingInteger ProgrammingLinear ProgrammingModel FormulationScenario AnalysisComputational Complexity Of DecompositionMulti-stage Stochastic ProgrammingMultistage Decision ProblemsScenario OptimizationScenario-based OptimizationTwo-stage Stochastic OptimizationTwo-stage Stochastic Programming

References

19

The Scenario Approach to Robust Control Design

Giuseppe C. Calafiore, Marco C. Campi · IEEE Transactions on Automatic Control · 2006 · 1.1K citations

Natural Sciences, Systems Engineering, Design Optimization +14

ECOS: An SOCP solver for embedded systems

Alexander Domahidi, Eric Chu, Stephen Boyd · 2013 · 728 citations

Engineering, Computer Engineering, Computer Science +14

The Linear Programming Approach to Approximate Dynamic Programming

Daniela Pucci de Farias, Benjamin Van Roy · Operations Research · 2003 · 709 citations

Business, Industrial Engineering, Optimization +16

The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs

Marco C. Campi, Simone Garatti · SIAM Journal on Optimization · 2008 · 560 citations

Natural Sciences, Computer Science, Mathematics +12

The European Control Conference

2013 · 554 citations · Full text

Social Sciences, Administrative Law, Conflict Analysis +1