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CDC
2009
IEEE
135views Control Systems» more  CDC 2009»
13 years 10 months ago
On stochastic receding horizon control with bounded control inputs
This paper is concerned with the problem of receding horizon control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the...
Peter Hokayem, Debasish Chatterjee, John Lygeros
CIE
2009
Springer
14 years 3 months ago
Computable Exchangeable Sequences Have Computable de Finetti Measures
Abstract. We prove a uniformly computable version of de Finetti’s theorem on exchangeable sequences of real random variables. In the process, we develop machinery for computably ...
Cameron E. Freer, Daniel M. Roy
ICML
2010
IEEE
13 years 9 months ago
Efficient Selection of Multiple Bandit Arms: Theory and Practice
We consider the general, widely applicable problem of selecting from n real-valued random variables a subset of size m of those with the highest means, based on as few samples as ...
Shivaram Kalyanakrishnan, Peter Stone
FSTTCS
2006
Springer
14 years 13 days ago
Approximation Algorithms for 2-Stage Stochastic Optimization Problems
Abstract. Stochastic optimization is a leading approach to model optimization problems in which there is uncertainty in the input data, whether from measurement noise or an inabili...
Chaitanya Swamy, David B. Shmoys
WSC
2008
13 years 11 months ago
Discrete stochastic optimization using linear interpolation
We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
Honggang Wang, Bruce W. Schmeiser