A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization

Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Parrilo. A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization. IEEE Trans. Automat. Contr., 56(12):2809-2824, 2011. [doi]

Abstract

Abstract is missing.