Lagrangean decomposition for integer programming : theory and applications
Least regret control, virtual control and decomposition methods
Least regret control, virtual control and decomposition methods
"Least regret control" consists in trying to find a control which "optimizes the situation" with the constraint of not making things too worse with respect to a known reference control, in presence of more or less significant perturbations. This notion was introduced in [7]. It is recalled on a simple example (an elliptic system, with distributed control and boundary perturbation) in Section 2. We show that the problem reduces to a standard optimal control problem for augmented state equations. On...