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SODA
2008
ACM
138views Algorithms» more  SODA 2008»
13 years 9 months ago
Fully polynomial time approximation schemes for stochastic dynamic programs
We develop a framework for obtaining Fully Polynomial Time Approximation Schemes (FPTASs) for stochastic univariate dynamic programs with either convex or monotone single-period c...
Nir Halman, Diego Klabjan, Chung-Lun Li, James B. ...
AI
2000
Springer
13 years 7 months ago
Stochastic dynamic programming with factored representations
Markov decisionprocesses(MDPs) haveproven to be popular models for decision-theoretic planning, but standard dynamic programming algorithms for solving MDPs rely on explicit, stat...
Craig Boutilier, Richard Dearden, Moisés Go...
AMC
2008
86views more  AMC 2008»
13 years 8 months ago
Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems
This paper discusses the infinite horizon stochastic Nash games with state-dependent noise. After establishing the asymptotic structure along with the positive semidefiniteness for...
Muneomi Sagara, Hiroaki Mukaidani, Toru Yamamoto
CDC
2010
IEEE
13 years 2 months ago
Stochastic approximation for consensus with general time-varying weight matrices
This paper considers consensus problems with delayed noisy measurements, and stochastic approximation is used to achieve mean square consensus. For stochastic approximation based c...
Minyi Huang
JACIII
2008
148views more  JACIII 2008»
13 years 7 months ago
Optimal Route Based on Dynamic Programming for Road Networks
Abstract. One of the main functions of the traffic navigation systems is to find the optimal route to the destination. In this paper, we propose an iterative Q value updating algor...
Manoj Kanta Mainali, Kaoru Shimada, Shingo Mabu, K...