Real-Time Optimization in Complex Stochastic Environments.

摘要

The research pursued under grant FA9550-09-1-0095 has been aimed at enabling a systematic on-line use of optimization for real-time applications in stochastic environments. In stochastic settings with complex system dynamics, optimization is largely used as an off-line methodology since it requires intensive computation and often time-consuming simulation. This work seeks to develop an optimization framework that addresses this limitation while recognizing requirements for new generations of systems critical to the national infrastructure and consistent with the emerging information-based, network-centric view of warfare.