2958 search results - page 45 / 592 » Optimal Transportation Problem by Stochastic Optimal Control |
ECAI
2010
Springer
13 years 9 months ago
2010
Springer
In the last decades enormous advances have been made possible for modelling complex (physical) systems by mathematical equations and computer algorithms. To deal with very long run...
ICINCO
2004
13 years 9 months ago
2004
: We introduce a class of quasi-linear models for stochastic dynamics, called moment-linear stochastic systems (MLSS). We formulate MLSS and analyze their dynamics, as well as disc...
SIAMCO
2000
13 years 7 months ago
2000
The aim of this paper is to present a new approach to the filtering problem for the class of bilinear stochastic multivariable systems, consisting in searching for suboptimal state...
WSC
2001
13 years 9 months ago
2001
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
NETWORKS
2010
13 years 6 months ago
2010
This paper considers a minimum cost flow problem where arc costs are uncertain, and the decision maker wishes to minimize both the expected flow cost and the variance of this co...