329 search results - page 4 / 66 » Distributed solution of stochastic optimal control problems ... |
107
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ASC
2004
15 years 7 days ago
2004
Global optimization can be used as the main component for reliable decision support systems. In this contribution, we explore numerical solution techniques for nonconvex and nondi...
117
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AUTOMATICA
2011
14 years 7 months ago
2011
Previously, idempotent methods have been found to be extremely fast for solution of dynamic programming equations associated with deterministic control problems. The original meth...
CPAIOR
2007
Springer
15 years 6 months ago
2007
Springer
In a facility with front room and back room operations, it is useful to switch workers between the rooms in order to cope with changing customer demand. Assuming stochastic custome...
109
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SIAMCO
2011
14 years 3 months ago
2011
Abstract. We prove a weak version of the dynamic programming principle for standard stochastic control problems and mixed control-stopping problems, which avoids the technical diļ¬...
107
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HYBRID
2005
Springer
15 years 5 months ago
2005
Springer
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 ļ¬nd the least costly feedb...