448 search results - page 2 / 90 » Optimal Control under Stochastic Target Constraints |
ISIPTA
2005
IEEE
13 years 10 months ago
2005
IEEE
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...
HYBRID
2005
Springer
13 years 10 months ago
2005
Springer
This paper focuses on hybrid systems whose discrete state transitions depend on both deterministic and stochastic events. For such systems, after introducing a suitable hybrid mod...
SIAMJO
2008
13 years 5 months ago
2008
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
ANOR
2010
13 years 3 months ago
2010
This paper considers online stochastic optimization problems where uncertainties are characterized by a distribution that can be sampled and where time constraints severely limit t...
AAAI
2004
13 years 6 months ago
2004
This paper considers online stochastic optimization problems where time constraints severely limit the number of offline optimizations which can be performed at decision time and/...