On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
- Journal Article
Journal / seriesSystems and Control Letters
Pages / Article No.
SubjectApproximate dynamic programming; Randomized optimization; Scenario approach; Uncertain systems
Organisational unit03751 - Lygeros, John
NotesReceived 10 October 2015, Revised 5 April 2016, Accepted 11 May 2016, Published online 11 June 2016.
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