2914 search results - page 145 / 583 » Optimization by Stochastic Continuation |
144
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AAAI
2004
15 years 5 months ago
2004
We develop an exact dynamic programming algorithm for partially observable stochastic games (POSGs). The algorithm is a synthesis of dynamic programming for partially observable M...
108
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DAGSTUHL
2004
15 years 5 months ago
2004
We study algorithms for approximation of the mild solution of stochastic heat equations on the spatial domain ]0, 1[ d . The error of an algorithm is defined in L2-sense. We derive...
120
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EOR
2006
15 years 4 months ago
2006
This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment...
154
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ORL
2008
15 years 4 months ago
2008
We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio s...
110
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ICASSP
2011
IEEE
14 years 7 months ago
2011
IEEE
The problem of stochastic robust sum mean square error (MSE) minimization transceiver design is addressed for multiple-input multiple-output (MIMO) broadcast channels (BCs). The t...