Venktesh Pandey, Julien Monteil, et al.
Transp. Res. Part C Emerg. Technol.
We study the solution of a time-varying optimization problem which is observed, i.e., it is known, only intermittently. We propose three approaches based on the prediction-correction scheme for solving this problem by exploiting splitting methods. We present convergence results in mean to a bounded asymptotical error, and showcase them in a numerical example featuring a regression problem.
Venktesh Pandey, Julien Monteil, et al.
Transp. Res. Part C Emerg. Technol.
Elif Eser, Julien Monteil, et al.
IFAC CTS 2018
Andrea Simonetto, Emiliano Dall'Anese
IEEE TSP
Andrea Simonetto
ACC 2018