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CDC
2009
IEEE
124views Control Systems» more  CDC 2009»
13 years 6 months ago
Optimal control in two-hop relay routing
We study the optimal control of propagation of packets in delay tolerant mobile ad-hoc networks. We consider a two-hop forwarding policy under which the expected number of nodes ca...
Eitan Altman, Tamer Basar, Francesco De Pellegrini
CCE
2010
13 years 5 months ago
A simple heuristic for reducing the number of scenarios in two-stage stochastic programming
In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approx...
Ramkumar Karuppiah, Mariano Martín, Ignacio...
WSC
2007
13 years 10 months ago
Kriging metamodeling in constrained simulation optimization: an explorative study
This paper describes two experiments exploring the potential of the Kriging methodology for constrained simulation optimization. Both experiments study an (s, S) inventory system ...
William E. Biles, Jack P. C. Kleijnen, Wim C. M. V...
CDC
2010
IEEE
139views Control Systems» more  CDC 2010»
13 years 3 months ago
Q-learning and enhanced policy iteration in discounted dynamic programming
We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-facto...
Dimitri P. Bertsekas, Huizhen Yu
SIAMMA
2011
87views more  SIAMMA 2011»
13 years 3 months ago
Barycenters in the Wasserstein Space
In this paper, we introduce a notion of barycenter in the Wasserstein space which generalizes McCann’s interpolation to the case of more than two measures. We provide existence,...
Martial Agueh, Guillaume Carlier