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CDC
2008
IEEE
137views Control Systems» more  CDC 2008»
13 years 11 months ago
An approximate dynamic programming approach to probabilistic reachability for stochastic hybrid systems
— This paper addresses the computational overhead involved in probabilistic reachability computations for a general class of controlled stochastic hybrid systems. An approximate ...
Alessandro Abate, Maria Prandini, John Lygeros, Sh...
SIAMCO
2010
124views more  SIAMCO 2010»
12 years 11 months ago
Reachability and Minimal Times for State Constrained Nonlinear Problems without Any Controllability Assumption
We consider a target problem for a nonlinear system under state constraints. We give a new continuous level-set approach for characterizing the optimal times and the backward-reach...
Olivier Bokanowski, Nicolas Forcadel, Hasnaa Zidan...
ANOR
2007
165views more  ANOR 2007»
13 years 5 months ago
Financial scenario generation for stochastic multi-stage decision processes as facility location problems
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
Ronald Hochreiter, Georg Ch. Pflug
SADM
2008
178views more  SADM 2008»
13 years 4 months ago
Fast Projection-Based Methods for the Least Squares Nonnegative Matrix Approximation Problem
: Nonnegative matrix approximation (NNMA) is a popular matrix decomposition technique that has proven to be useful across a diverse variety of fields with applications ranging from...
Dongmin Kim, Suvrit Sra, Inderjit S. Dhillon
CDC
2008
IEEE
111views Control Systems» more  CDC 2008»
13 years 7 months ago
A Hamiltonian approximation method for the reduction of controlled systems
Abstract-- This paper considers the problem of model reduction for controlled systems. The paper considers a dual/adjoint formulation of the general optimization problem to minimiz...
Siep Weiland