This paper considers additive factorial hidden Markov models, an extension to HMMs where the state factors into multiple independent chains, and the output is an additive function...
Various algorithms can compute approximate feasible points or approximate solutions to equality and bound constrained optimization problems. In exhaustive search algorithms for gl...
An algorithm for the construction of an explicit piecewise linear state feedback approximation to nonlinear constrained receding horizon control is given. It allows such controlle...
A weakness of classical Markov decision processes (MDPs) is that they scale very poorly due to the flat state-space representation. Factored MDPs address this representational pro...
Necessary first-order sequential optimality conditions provide adequate theoretical tools to justify stopping criteria for nonlinear programming solvers. These conditions are sati...