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ESWA
2010
163views more  ESWA 2010»
13 years 8 months ago
REIT volatility prediction for skew-GED distribution of the GARCH model
This study investigates how specification of return distribution for REIT influences the performance of volatility forecasting using three GARCH models (GARCH-N, GARCH-ST and GARC...
Yen-Hsien Lee, Tung-Yueh Pai
AUTOMATICA
2005
108views more  AUTOMATICA 2005»
13 years 9 months ago
Enlarging the domain of attraction of MPC controllers
This paper presents a method for enlarging the domain of attraction of nonlinear model predictive control (MPC). The usual way of guaranteeing stability of nonlinear MPC is to add...
Daniel Limón, T. Alamo, Eduardo F. Camacho
ICML
2004
IEEE
14 years 10 months ago
Learning low dimensional predictive representations
Predictive state representations (PSRs) have recently been proposed as an alternative to partially observable Markov decision processes (POMDPs) for representing the state of a dy...
Matthew Rosencrantz, Geoffrey J. Gordon, Sebastian...
CORR
2011
Springer
202views Education» more  CORR 2011»
13 years 4 months ago
Network Estimation and Packet Delivery Prediction for Control over Wireless Mesh Networks
: Much of the current theory of networked control systems uses simple point-to-point communiodels as an abstraction of the underlying network. As a result, the controller has very ...
Phoebus Chen, Chithrupa Ramesh, Karl Henrik Johans...
AIPS
2009
13 years 11 months ago
Multi-Agent Online Planning with Communication
We propose an online algorithm for planning under uncertainty in multi-agent settings modeled as DEC-POMDPs. The algorithm helps overcome the high computational complexity of solv...
Feng Wu, Shlomo Zilberstein, Xiaoping Chen