478 search results - page 18 / 96 » Optimal Control in Large Stochastic Multi-agent Systems |
AUTOMATICA
2008
13 years 9 months ago
2008
It is well known that stochastic control systems can be viewed as Markov decision processes (MDPs) with continuous state spaces. In this paper, we propose to apply the policy iter...
CDC
2010
IEEE
13 years 3 months ago
2010
IEEE
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
ICANN
2001
Springer
14 years 1 months ago
2001
Springer
The method of conjugate gradients provides a very effective way to optimize large, deterministic systems by gradient descent. In its standard form, however, it is not amenable to ...
DAC
2000
ACM
14 years 9 months ago
2000
ACM
In this paper, we introduce a new technique for modeling and solving the dynamic power management (DPM) problem for systems with complex behavioral characteristics such as concurr...
ASC
2004
13 years 8 months ago
2004
Global optimization can be used as the main component for reliable decision support systems. In this contribution, we explore numerical solution techniques for nonconvex and nondi...