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» New Formulations for Optimization under Stochastic Dominance...
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NIPS
2007
13 years 8 months ago
Sequential Hypothesis Testing under Stochastic Deadlines
Most models of decision-making in neuroscience assume an infinite horizon, which yields an optimal solution that integrates evidence up to a fixed decision threshold; however, u...
Peter Frazier, Angela Yu
DAC
2006
ACM
14 years 8 months ago
An efficient and versatile scheduling algorithm based on SDC formulation
Scheduling plays a central role in the behavioral synthesis process, which automatically compiles high-level specifications into optimized hardware implementations. However, most ...
Jason Cong, Zhiru Zhang
CCE
2008
13 years 7 months ago
Chance constrained programming approach to process optimization under uncertainty
Deterministic optimization approaches have been well developed and widely used in the process industry to accomplish off-line and on-line process optimization. The challenging tas...
Pu Li, Harvey Arellano-Garcia, Günter Wozny
SIAMCO
2008
116views more  SIAMCO 2008»
13 years 7 months ago
Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
Bruno Bouchard
AIPS
2004
13 years 8 months ago
Optimal Resource Allocation and Policy Formulation in Loosely-Coupled Markov Decision Processes
The problem of optimal policy formulation for teams of resource-limited agents in stochastic environments is composed of two strongly-coupled subproblems: a resource allocation pr...
Dmitri A. Dolgov, Edmund H. Durfee