73 search results - page 5 / 15 » Stochastic Linear Optimization under Bandit Feedback |
SIAMJO
2008
13 years 7 months ago
2008
We propose a new class of stochastic integer programs whose special features are dominance constraints induced by mixed-integer linear recourse. For these models, we establish clo...
SIAMJO
2008
13 years 7 months ago
2008
We study the quantitative stability of linear multistage stochastic programs under perturbations of the underlying stochastic processes. It is shown that the optimal values behave...
CDC
2010
IEEE
13 years 2 months ago
2010
IEEE
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...
CDC
2009
IEEE
14 years 2 days ago
2009
IEEE
Abstract— In this paper, we consider a discrete-time stochastic system, where sensor measurements are sent over a network to the controller. The design objective is a non-classic...
SIAMNUM
2010
13 years 2 months ago
2010
Semidiscrete finite element approximation of the linear stochastic wave equation with additive noise is studied in a semigroup framework. Optimal error estimates for the determinis...