2354 search results - page 33 / 471 » Randomness, Stochasticity and Approximations |
ORL
2008
13 years 7 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...
CDC
2008
IEEE
14 years 2 months ago
2008
IEEE
— This paper addresses the computational overhead involved in probabilistic reachability computations for a general class of controlled stochastic hybrid systems. An approximate ...
WSC
2004
13 years 9 months ago
2004
The stochastic root-finding problem (SRFP) is that of solving a system of q equations in q unknowns using only an oracle that provides estimates of the function values. This paper...
APPROX
2005
Springer
14 years 1 months ago
2005
Springer
The field of stochastic optimization studies decision making under uncertainty, when only probabilistic information about the future is available. Finding approximate solutions to...
CDC
2008
IEEE
14 years 2 months ago
2008
IEEE
ate Abstractions of Discrete-Time Controlled Stochastic Hybrid Systems Alessandro D’Innocenzo, Alessandro Abate, and Maria D. Di Benedetto — This work proposes a procedure to c...