As shown in [7], optimal control problems with either ODE or PDE dynamics can be solved efficiently using a setting of consistent approximations obtained by numerical discretizati...
We consider the problem of computing market equilibria and show three results. (i) For exchange economies satisfying weak gross substitutability we analyze a simple discrete versi...
Bruno Codenotti, Benton McCune, Kasturi R. Varadar...
Point-based algorithms have been surprisingly successful in computing approximately optimal solutions for partially observable Markov decision processes (POMDPs) in high dimension...
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...