We study approximations of optimization problems with probabilistic constraints in which the original distribution of the underlying random vector is replaced with an empirical dis...
Abstract. There is currently a large interest in relational probabilistic models. While the concept of context-specific independence (CSI) has been well-studied for models such as ...
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-d...
Point estimates of the parameters in real world models convey valuable information about the actual system. However, parameter comparisons and/or statistical inference requires de...
The general stochastic optimal control (SOC) problem in robotics scenarios is often too complex to be solved exactly and in near real time. A classical approximate solution is to ...