521 search results - page 16 / 105 » Approximation Algorithms for Stochastic Inventory Control Mo... |
CDC
2009
IEEE
14 years 3 days ago
2009
IEEE
Abstract— Q-learning is a technique used to compute an optimal policy for a controlled Markov chain based on observations of the system controlled using a non-optimal policy. It ...
DATE
2007
IEEE
14 years 1 months ago
2007
IEEE
In this paper we introduce a new algorithm for model order reduction in the presence of parameter or process variation. Our analysis is performed using a graph interpretation of t...
AUTOMATICA
2006
13 years 7 months ago
2006
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
ICML
2006
IEEE
14 years 8 months ago
2006
IEEE
We introduce the controlled predictive linearGaussian model (cPLG), a model that uses predictive state to model discrete-time dynamical systems with real-valued observations and v...
AUTOMATICA
2005
13 years 7 months ago
2005
Model predictive control (MPC) is of interest because it is one of the few control design methods which preserves standard design variables and yet handles constraints. MPC is nor...