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UAI
2003
15 years 1 months ago
Monte-Carlo optimizations for resource allocation problems in stochastic network systems
Real-world distributed systems and networks are often unreliable and subject to random failures of its components. Such a stochastic behavior affects adversely the complexity of o...
Milos Hauskrecht, Tomás Singliar
CCE
2004
15 years 7 days ago
Stochastic maximum principle for optimal control under uncertainty
Optimal control problems involve the difficult task of determining time-varying profiles through dynamic optimization. Such problems become even more complex in practical situatio...
Vicente Rico-Ramírez, Urmila M. Diwekar
SAGA
2009
Springer
15 years 7 months ago
Scenario Reduction Techniques in Stochastic Programming
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
Werner Römisch
CDC
2009
IEEE
285views Control Systems» more  CDC 2009»
14 years 10 months ago
Adaptive randomized algorithm for finding eigenvector of stochastic matrix with application to PageRank
Abstract-- The problem of finding the eigenvector corresponding to the largest eigenvalue of a stochastic matrix has numerous applications in ranking search results, multi-agent co...
Alexander V. Nazin, Boris T. Polyak
CDC
2008
IEEE
130views Control Systems» more  CDC 2008»
15 years 16 days ago
Optimal stopping for event-triggered sensing and actuation
Novel event-triggered sensing and actuation strategies are presented for networked control systems with limited communication resources. Two architectures are considered: one with ...
Maben Rabi, Karl Henrik Johansson, Mikael Johansso...