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» Optimal Transportation Problem by Stochastic Optimal Control
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MP
2006
106views more  MP 2006»
13 years 8 months ago
Worst-case distribution analysis of stochastic programs
We show that for even quasi-concave objective functions the worst-case distribution, with respect to a family of unimodal distributions, of a stochastic programming problem is a u...
Alexander Shapiro
ANOR
2006
133views more  ANOR 2006»
13 years 8 months ago
Horizon and stages in applications of stochastic programming in finance
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacov...
CCE
2007
13 years 8 months ago
Water networks security: A two-stage mixed-integer stochastic program for sensor placement under uncertainty
This work describes a stochastic approach for the optimal placement of sensors in municipal water networks to detect maliciously injected contaminants. The model minimizes the exp...
Vicente Rico-Ramírez, Sergio Frausto-Hern&a...
PIMRC
2008
IEEE
14 years 2 months ago
An optimization framework for the joint routing and scheduling in Wireless Mesh Networks
—In this paper, we address the problem of computing the transport capacity of Wireless Mesh Networks dedicated to Internet access. Routing and transmission scheduling have a majo...
Christelle Molle, Fabrice Peix, Hervé Rivan...
CDC
2009
IEEE
139views Control Systems» more  CDC 2009»
14 years 26 days ago
Congestion control algorithms from optimal control perspective
— This paper is concerned with understanding the connection between the existing Internet congestion control algorithms and the optimal control theory. The available resource all...
Javad Lavaei, John C. Doyle, Steven H. Low