Two general-purpose metaheuristic algorithms for solving multiobjective stochastic combinatorial optimization problems are introduced: SP-ACO (based on the Ant Colony Optimization ...
We address the consensus-based distributed linear filtering problem, where a discrete time, linear stochastic process is observed by a network of sensors. We assume that the consen...
To model combinatorial decision problems involving uncertainty and probability, we introduce stochastic constraint programming. Stochastic constraint programs contain both decision...
This paper investigates the rate of convergence of an alternative approximation method for stochastic differential equations. The rates of convergence of the one-step and multi-st...
Abstract. We study the interaction between non-deterministic and probabilistic behaviour in systems with continuous state spaces, arbitrary probability distributions and uncountabl...
Stefano Cattani, Roberto Segala, Marta Z. Kwiatkow...