164 search results - page 9 / 33 » Stochastic MINLP optimization using simplicial approximation |
CDC
2010
IEEE
13 years 3 months ago
2010
IEEE
This paper is concerned with developing an information-theoretic framework to aggregate the state space of a Hidden Markov Model (HMM) on discrete state and observation spaces. The...
ANOR
2006
13 years 8 months ago
2006
Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...
APPROX
2005
Springer
14 years 2 months ago
2005
Springer
A large class of stochastic optimization problems can be modeled as minimizing an objective function f that depends on a choice of a vector x ∈ X, as well as on a random external...
ICASSP
2011
IEEE
13 years 16 days ago
2011
IEEE
Recently there has been much interest in using transmit beamforming to provide multi-antenna physical-layer multicasting. A state of the art in this context is the semidefinite r...
MP
2002
13 years 8 months ago
2002
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...