Output details
11 - Computer Science and Informatics
Imperial College London
Article title
A constraint sampling approach for multi-stage robust optimization
Type
D - Journal article
Title of journal
Automatica
Article number
-
Volume number
48
Issue number
3
First page of article
459
ISSN of journal
0005-1098
Year of publication
2012
URL
-
Number of additional authors
2
Additional information
<12>
This paper considers a computationally tractable approximation scheme for convex multi-stage robust optimization problems. This is the first paper to use a sampling approach to handle uncertainty and decision rules to address the multi-stage optimisation problem. This is based on the thesis of recent graduate PhD Phebe Vayanos. On the strength of this paper, P. Vayanos was offered a post-doctoral research position at MIT (with Profs Barton and Bertsimas). Automatica is one of the very top journals in the area of systems and control. The research that led to this paper also resulted in EPSRC Grant EP/I014640/1.
Interdisciplinary
-
Cross-referral requested
-
Research group
D - Quantitative Analysis and Decision Science
Citation count
0
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
