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SAGA
2009
Springer
14 years 2 months ago
Scenario Reduction Techniques in Stochastic Programming
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
Werner Römisch
INFOCOM
2009
IEEE
14 years 2 months ago
Decentralized Stochastic Control of Delay Tolerant Networks
—We study in this paper optimal stochastic control issues in delay tolerant networks. We first derive the structure of optimal two-hop forwarding policies. In order to be implem...
Eitan Altman, Giovanni Neglia, Francesco De Pelleg...
CDC
2009
IEEE
149views Control Systems» more  CDC 2009»
14 years 19 days ago
A constant-factor approximately optimal solution to the Witsenhausen counterexample
Abstract— Despite its simplicity (two controllers and otherwise LQG), Witsenhausen’s counterexample is one of the long-standing open problems in stochastic distributed control....
Se Yong Park, Pulkit Grover, Anant Sahai
AAAI
2007
13 years 10 months ago
Solving a Stochastic Queueing Design and Control Problem with Constraint Programming
A facility with front room and back room operations has the option of hiring specialized or, more expensive, cross-trained workers. Assuming stochastic customer arrival and servic...
Daria Terekhov, J. Christopher Beck, Kenneth N. Br...
CDC
2009
IEEE
139views Control Systems» more  CDC 2009»
13 years 11 months ago
Optimal filtering for uncertain linear stochastic systems
— This paper presents the optimal joint filtering and parameter identification problem for uncertain linear stochastic systems with unknown parameters in both state and observa...
Michael V. Basin, Alexander G. Loukianov, Miguel H...