2958 search results - page 18 / 592 » Optimal Transportation Problem by Stochastic Optimal Control |
COR
2008
13 years 8 months ago
2008
Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic...
CDC
2010
IEEE
13 years 3 months ago
2010
IEEE
This paper is concerned with developing an information-theoretic framework to aggregate the state space of a Hidden Markov Model (HMM) on discrete state and observation spaces. The...
MP
2008
13 years 8 months ago
2008
Robust Optimization is a rapidly developing methodology for handling optimization problems affected by non-stochastic "uncertain-butbounded" data perturbations. In this p...
MP
2008
13 years 8 months ago
2008
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...
AUTOMATICA
2008
13 years 8 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...