2914 search results - page 12 / 583 » Optimization by Stochastic Continuation |
AUTOMATICA
2006
13 years 7 months ago
2006
This paper considers the robustness of stochastic stability of Markovian jump linear systems in continuous- and discrete-time with respect to their transition rates and probabilit...
AUTOMATICA
2008
13 years 7 months ago
2008
It is well known that stochastic control systems can be viewed as Markov decision processes (MDPs) with continuous state spaces. In this paper, we propose to apply the policy iter...
EMSOFT
2007
Springer
13 years 11 months ago
2007
Springer
This paper deals with energy-aware real-time system scheduling using dynamic voltage scaling (DVS) for energy-constrained embedded systems that execute variable and unpredictable ...
CDC
2009
IEEE
14 years 12 days ago
2009
IEEE
— The moment problem matured from its various special forms in the late 19th and early 20th Centuries to a general class of problems that continues to exert profound influence o...
Lecture Notes
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...