44 search results - page 6 / 9 » Sequential sampling for solving stochastic programs |
CDC
2009
IEEE
13 years 8 months ago
2009
IEEE
Classification problems in critical applications such as health care or security often require very high reliability because of the high costs of errors. In order to achieve this r...
JAIR
2008
13 years 7 months ago
2008
Probabilistic planning problems are typically modeled as a Markov Decision Process (MDP). MDPs, while an otherwise expressive model, allow only for sequential, non-durative action...
SIAMJO
2008
13 years 7 months ago
2008
We study approximations of optimization problems with probabilistic constraints in which the original distribution of the underlying random vector is replaced with an empirical dis...
TASLP
2002
13 years 7 months ago
2002
This paper applies time-varying autoregressive (TVAR) models with stochastically evolving parameters to the problem of speech modeling and enhancement. The stochastic evolution mod...
WCE
2007
13 years 8 months ago
2007
—Multistage stochastic programs are effective for solving long-term planning problems under uncertainty. Such programs are usually based on scenario generation model about future...