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CDC
2008
IEEE
137views Control Systems» more  CDC 2008»
14 years 3 months ago
An approximate dynamic programming approach to probabilistic reachability for stochastic hybrid systems
— This paper addresses the computational overhead involved in probabilistic reachability computations for a general class of controlled stochastic hybrid systems. An approximate ...
Alessandro Abate, Maria Prandini, John Lygeros, Sh...
CDC
2010
IEEE
102views Control Systems» more  CDC 2010»
13 years 3 months ago
Stock market trading via stochastic network optimization
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
Michael J. Neely
CDC
2009
IEEE
143views Control Systems» more  CDC 2009»
13 years 12 months ago
Parameter approximate dynamic optimization for PSO systems
— This paper presents a novel swarm approximate dynamic programming method (swarm-ADP) for parameter optimization of PSO systems, from the perspective of optimal control. Based o...
Qi Kang, Lei Wang, Derong Liu, Qidi Wu
CPAIOR
2007
Springer
14 years 2 months ago
Solving a Stochastic Queueing Control Problem with Constraint Programming
In a facility with front room and back room operations, it is useful to switch workers between the rooms in order to cope with changing customer demand. Assuming stochastic custome...
Daria Terekhov, J. Christopher Beck
INFOCOM
2005
IEEE
14 years 2 months ago
Energy optimal control for time varying wireless networks
Abstract— We develop a dynamic control strategy for minimizing energy expenditure in a time varying wireless network with adaptive transmission rates. The algorithm operates with...
Michael J. Neely