In this paper, we put forward a fundamental question concerning feedback control of quantum systems: Is measurement-based feedback control still better than openloop control? In c...
Techniques for plan recognition under uncertainty require a stochastic model of the plangeneration process. We introduce probabilistic state-dependent grammars (PSDGs) to represen...
In this paper we propose and analyze a Stochastic-Collocation method to solve elliptic Partial Differential Equations with random coefficients and forcing terms (input data of the...
We present a framework for solving multistage pure 0–1 programs for a widely used sequencing and scheduling problem with uncertainty in the objective function coefficients, the...
Antonio Alonso-Ayuso, Laureano F. Escudero, M. Ter...
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...