Abstract. We address the problem of continuous stochastic optimal control in the presence of hard obstacles. Due to the non-smooth character of the obstacles, the traditional appro...
We propose a novel stochastic graph matching algorithm based on data-driven Markov Chain Monte Carlo (DDMCMC) sampling technique. The algorithm explores the solution space efficien...
Realistic rendering of participating media is one of the major subjects in computer graphics. Monte Carlo techniques are widely used for realistic rendering because they provide u...
We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situ...
We study rerouting policies in a dynamic round-based variant of a well known game theoretic traffic model due to Wardrop. Previous analyses (mostly in the context of selfish routi...