98 search results - page 3 / 20 » A Class of stochastic programs with decision dependent uncer... |
AOR
2010
13 years 4 months ago
2010
We show how a technique from signal processing known as zero-delay convolution can be used to develop more efficient dynamic programming algorithms for a broad class of stochastic...
SIAMJO
2002
13 years 6 months ago
2002
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
CCE
2004
13 years 6 months ago
2004
Optimal control problems involve the difficult task of determining time-varying profiles through dynamic optimization. Such problems become even more complex in practical situatio...
CDC
2008
IEEE
14 years 1 months ago
2008
IEEE
Abstract— This paper is concerned with the robust stabilization of a class of stochastic large-scale systems. The uncertainties satisfy integral quadratic constraints. The random...
AAAI
2000
13 years 8 months ago
2000
Models for sequential decision making under uncertainty (e.g., Markov decision processes,or MDPs) have beenstudied in operations research for decades. The recent incorporation of ...