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» Sampling Bounds for Stochastic Optimization
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AMC
2008
88views more  AMC 2008»
13 years 10 months ago
Stopping rules for box-constrained stochastic global optimization
We present three new stopping rules for Multistart based methods. The first uses a device that enables the determination of the coverage of the bounded search domain. The second i...
Isaac E. Lagaris, Ioannis G. Tsoulos
MOR
2007
149views more  MOR 2007»
13 years 9 months ago
LP Rounding Approximation Algorithms for Stochastic Network Design
Real-world networks often need to be designed under uncertainty, with only partial information and predictions of demand available at the outset of the design process. The field ...
Anupam Gupta, R. Ravi, Amitabh Sinha
CDC
2009
IEEE
149views Control Systems» more  CDC 2009»
14 years 2 months ago
A constant-factor approximately optimal solution to the Witsenhausen counterexample
Abstract— Despite its simplicity (two controllers and otherwise LQG), Witsenhausen’s counterexample is one of the long-standing open problems in stochastic distributed control....
Se Yong Park, Pulkit Grover, Anant Sahai
APPROX
2005
Springer
136views Algorithms» more  APPROX 2005»
14 years 3 months ago
What About Wednesday? Approximation Algorithms for Multistage Stochastic Optimization
The field of stochastic optimization studies decision making under uncertainty, when only probabilistic information about the future is available. Finding approximate solutions to...
Anupam Gupta, Martin Pál, R. Ravi, Amitabh ...
CDC
2010
IEEE
144views Control Systems» more  CDC 2010»
13 years 4 months ago
Robust controller design by convex optimization based on finite frequency samples of spectral models
Abstract-- Some frequency-domain controller design problems are solved using a finite number of frequency samples. Consequently, the performance and stability conditions are not gu...
Gorka Galdos, Alireza Karimi, Roland Longchamp