917 search results - page 2 / 184 » Generalized Solutions in Nonlinear Stochastic Control Proble... |
CDC
2010
IEEE
13 years 18 days ago
2010
IEEE
The Markov chain approximation method is an effective and widely used approach for computing optimal values and controls for stochastic systems. It was extended to nonlinear (and p...
AUTOMATICA
2006
13 years 5 months ago
2006
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
EOR
2006
13 years 5 months ago
2006
This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment...
COR
2008
13 years 5 months ago
2008
This paper addresses the problem of minimizing the expected cost of locating a number of single product facilities and allocating uncertain customer demand to these facilities. Th...
CDC
2009
IEEE
13 years 9 months ago
2009
IEEE
Abstract— This paper addresses a problem of finding an optimal dynamic quantizer for nonlinear control subject to discretevalued signal constraints. The quantizers to be studied...