Abstract. In this article a stochastic particle system approximation to the parametric sensitivity in the Smoluchowski coagulation equation is introduced. The parametric sensitivit...
Abstract. The sub-optimality approximation problem considers an optimization problem O, its optimal solution σ∗ , and a variable x with domain {d1, . . . , dm} and returns appro...
The method of conjugate gradients provides a very effective way to optimize large, deterministic systems by gradient descent. In its standard form, however, it is not amenable to ...
We present a polynomial-time approximation scheme (PTAS) for the Steiner tree problem with polygonal obstacles in the plane with running time O(n log2 n), where n denotes the numb...
The general stochastic optimal control (SOC) problem in robotics scenarios is often too complex to be solved exactly and in near real time. A classical approximate solution is to ...