We propose axiomatizing some stochastic games, in a continuous state space setting, using continuous belief functions, resp. plausibilities, instead of measures. Then, stochastic g...
In this work, we explore the idea that parameter setting of stochastic metaheuristics should be considered as a multiobjective problem. The so-called “performance fronts” pres...
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
Recently, a convergence proof of stochastic search algorithms toward finite size Pareto set approximations of continuous multi-objective optimization problems has been given. The...
This work investigates some of the computational issues involved in the solution of probabilistic reachability problems for discretetime, controlled stochastic hybrid systems. It i...
Alessandro Abate, Saurabh Amin, Maria Prandini, Jo...