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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
HYBRID
2005
Springer
13 years 11 months ago
Optimal Control of Discrete Hybrid Stochastic Automata
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...
Alberto Bemporad, Stefano Di Cairano
HYBRID
2005
Springer
13 years 11 months ago
Adjoint-Based Optimal Control of the Expected Exit Time for Stochastic Hybrid Systems
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...
Robin L. Raffard, Jianghai Hu, Claire Tomlin
CORR
2012
Springer
235views Education» more  CORR 2012»
12 years 1 months ago
An Incremental Sampling-based Algorithm for Stochastic Optimal Control
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
Vu Anh Huynh, Sertac Karaman, Emilio Frazzoli
ICRA
2008
IEEE
197views Robotics» more  ICRA 2008»
14 years 6 days ago
A Bayesian framework for optimal motion planning with uncertainty
— 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, ...