IEEE - Institute of Electrical and Electronics Engineers, Inc. - Cooperative Data-Driven Distributionally Robust Optimization

Author(s): Ashish Cherukuri ; Jorge Cortes
Sponsor(s): IEEE Control Systems Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1
ISSN (CD): 2334-3303
ISSN (Electronic): 1558-2523
ISSN (Paper): 0018-9286
DOI: 10.1109/TAC.2019.2955031
Regular:

This paper studies a class of multiagent stochastic optimization problems where the objective is to minimize the expected value of a function which depends on a random variable. The probability... View More

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