424 search results - page 3 / 85 » Boosted sampling: approximation algorithms for stochastic op... |
CORR
2012
Springer
12 years 2 months ago
2012
Springer
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
CPAIOR
2008
Springer
13 years 8 months ago
2008
Springer
The one-step anticipatory algorithm (1s-AA) is an online algorithm making decisions under uncertainty by ignoring future non-anticipativity constraints. It makes near-optimal decis...
AAAI
2004
13 years 7 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/...
JMLR
2006
13 years 6 months ago
2006
We give a review of various aspects of boosting, clarifying the issues through a few simple results, and relate our work and that of others to the minimax paradigm of statistics. ...
ICASSP
2008
IEEE
14 years 21 days ago
2008
IEEE
Bayesian estimation in nonlinear stochastic dynamical systems has been addressed for a long time. Among other solutions, Particle Filtering (PF) algorithms propagate in time a Mon...