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APJOR
2010
112views more  APJOR 2010»
14 years 9 months ago
Sample Average Approximation Methods for a Class of Stochastic Variational inequality Problems
In this paper we apply the well known sample average approximation (SAA) method to solve a class of stochastic variational inequality problems (SVIPs). We investigate the existenc...
Huifu Xu
73
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SIAMCO
2000
148views more  SIAMCO 2000»
14 years 9 months ago
Pontryagin's Principle For Local Solutions of Control Problems with Mixed Control-State Constraints
This paper deals with optimal control problems of semilinear parabolic equations with pointwise state constraints and coupled integral state-control constraints. We obtain necessar...
E. Casas, J. P. Raymond, H. Zidani
CDC
2008
IEEE
137views Control Systems» more  CDC 2008»
15 years 4 months ago
An approximate dynamic programming approach to probabilistic reachability for stochastic hybrid systems
— This paper addresses the computational overhead involved in probabilistic reachability computations for a general class of controlled stochastic hybrid systems. An approximate ...
Alessandro Abate, Maria Prandini, John Lygeros, Sh...
CCE
2006
14 years 9 months ago
An efficient algorithm for large scale stochastic nonlinear programming problems
The class of stochastic nonlinear programming (SNLP) problems is important in optimization due to the presence of nonlinearity and uncertainty in many applications, including thos...
Y. Shastri, Urmila M. Diwekar
CDC
2010
IEEE
140views Control Systems» more  CDC 2010»
14 years 4 months ago
A design solution to the problem of adaptive output regulation for nonlinear minimum-phase systems
We propose a solution to the problem of adaptive output regulation for nonlinear minimum-phase systems that does not rely upon conventional adaptation schemes to estimate the frequ...
Alberto Isidori, Lorenzo Marconi, Laurent Praly