The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
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...
Abstract. In this paper, we study the problem of controlling the expected exit time from a region for a class of stochastic hybrid systems. That is, we find the least costly feedb...
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
— Modeling robot motion planning with uncertainty in a Bayesian framework leads to a computationally intractable stochastic control problem. We seek hypotheses that can justify a...
Andrea Censi, Daniele Calisi, Alessandro De Luca, ...