91 search results - page 10 / 19 » Optimality of affine policies in multi-stage robust optimiza... |
CORR
2010
Springer
13 years 7 months ago
2010
Springer
This paper studies the optimization of observation channels (stochastic kernels) in partially observed stochastic control problems. In particular, existence, continuity, and convex...
ISDA
2009
IEEE
14 years 2 months ago
2009
IEEE
Recent studies [13, 18] have shown that clearing schemes are efficient multi-modal optimization methods. They efficiently reduce genetic drift which is the direct reason for prema...
ISQED
2007
IEEE
14 years 2 months ago
2007
IEEE
Abstract— Self-calibrating designs have recently gained momentum as an alternative to methods relying on worst-case characterisation of silicon [2], [4], [8]. So far, reliable op...
CDC
2010
IEEE
13 years 2 months ago
2010
IEEE
We consider a manufacturing plant that purchases raw materials for product assembly and then sells the final products to customers. There are M types of raw materials and K types o...
JMLR
2010
13 years 2 months ago
2010
With the goal to generate more scalable algorithms with higher efficiency and fewer open parameters, reinforcement learning (RL) has recently moved towards combining classical tec...