Abstract— Despite its simplicity (two controllers and otherwise LQG), Witsenhausen’s counterexample is one of the long-standing open problems in stochastic distributed control....
Abstract. This paper considers the Steiner tree problem in the model of twostage stochastic optimization with recourse. This model, the focus of much recent research [1–4], tries...
Global optimization can be used as the main component for reliable decision support systems. In this contribution, we explore numerical solution techniques for nonconvex and nondi...