Robust optimization over time (ROOT) is the combination of robust and dynamic optimization. In ROOT, frequent changes to deployed solutions are undesirable, which can be due high cost switching between solutions, limitations on resources required deploy new and/or system’s inability tolerate in solutions. ROOT dedicated study development algorithms capable dealing with implications deploying or...

This paper studies streaming optimization problems that have objectives of the form $ \sum _{t=1}^{T}f(x_{t-1},x_{t})$. In particular, we are interested in how solution notation="LaTeX">$\hat{x}_{t|T}$ for notation="LaTeX">$t$th frame variables changes as notation="LaTe...