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Adaptive robust optimization with applications in inventory and revenue management

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Academic year: 2021

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Figure 2-1: Optimal control law u ⋆ k (x k ) and optimal value function J k ⋆ (x k ) at time k.
Figure 2-2: Zonogon obtained from projecting a hypercube in R 6 .
Figure 2-3: Examples of zonogon hulls for different sets S ∈ R 2 .
Figure 2-4: Trivial cases, when zonogon Θ lies entirely [C1] below, [C2] inside, or [C3]
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