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AAAI
2004
13 years 6 months ago
Dynamic Programming for Partially Observable Stochastic Games
We develop an exact dynamic programming algorithm for partially observable stochastic games (POSGs). The algorithm is a synthesis of dynamic programming for partially observable M...
Eric A. Hansen, Daniel S. Bernstein, Shlomo Zilber...
DAGSTUHL
2007
13 years 6 months ago
Convergence of iterative aggregation/disaggregation methods based on splittings with cyclic iteration matrices
Iterative aggregation/disaggregation methods (IAD) belong to competitive tools for computation the characteristics of Markov chains as shown in some publications devoted to testing...
Ivo Marek, Ivana Pultarová, Petr Mayer
SIAMCO
2002
71views more  SIAMCO 2002»
13 years 4 months ago
Rate of Convergence for Constrained Stochastic Approximation Algorithms
There is a large literature on the rate of convergence problem for general unconstrained stochastic approximations. Typically, one centers the iterate n about the limit point then...
Robert Buche, Harold J. Kushner
EOR
2010
149views more  EOR 2010»
13 years 5 months ago
Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
Outer linearization methods for two-stage stochastic linear programs with recourse, such as the L-shaped algorithm, generally apply a single optimality cut on the nonlinear object...
Svyatoslav Trukhanov, Lewis Ntaimo, Andrew Schaefe...
CVPR
2008
IEEE
14 years 7 months ago
Particle filtering for registration of 2D and 3D point sets with stochastic dynamics
In this paper, we propose a particle filtering approach for the problem of registering two point sets that differ by a rigid body transformation. Typically, registration algorithm...
Romeil Sandhu, Samuel Dambreville, Allen Tannenbau...