Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
—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...
Abstract— Despite its simplicity (two controllers and otherwise LQG), Witsenhausen’s counterexample is one of the long-standing open problems in stochastic distributed control....
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...
— 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...