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MP
2006
103views more  MP 2006»
13 years 7 months ago
Assessing solution quality in stochastic programs
Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
Güzin Bayraksan, David P. Morton
CDC
2010
IEEE
102views Control Systems» more  CDC 2010»
13 years 2 months ago
Stock market trading via stochastic network optimization
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...
Michael J. Neely
ISLPED
1999
ACM
91views Hardware» more  ISLPED 1999»
14 years 7 days ago
Stochastic modeling of a power-managed system: construction and optimization
-- The goal of a dynamic power management policy is to reduce the power consumption of an electronic system by putting system components into different states, each representing ce...
Qinru Qiu, Qing Wu, Massoud Pedram
CDC
2009
IEEE
157views Control Systems» more  CDC 2009»
14 years 19 days ago
On trajectory optimization for active sensing in Gaussian process models
Abstract— We consider the problem of optimizing the trajectory of a mobile sensor with perfect localization whose task is to estimate a stochastic, perhaps multidimensional fiel...
Jerome Le Ny, George J. Pappas
CDC
2008
IEEE
130views Control Systems» more  CDC 2008»
14 years 2 months ago
Stochastic multiscale approaches to consensus problems
Abstract— While peer-to-peer consensus algorithms have enviable robustness and locality for distributed estimation and computation problems, they have poor scaling behavior with ...
Jong-Han Kim, Matthew West, Sanjay Lall, Eelco Sch...