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» Learning for stochastic dynamic programming
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91
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CDC
2009
IEEE
123views Control Systems» more  CDC 2009»
15 years 25 days ago
Dealing with stochastic reachability
Abstract— For stochastic hybrid systems, stochastic reachability is very little supported mainly because of complexity and difficulty of the associated mathematical problems. In...
Manuela L. Bujorianu
105
Voted
NN
2010
Springer
225views Neural Networks» more  NN 2010»
14 years 8 months ago
Learning to imitate stochastic time series in a compositional way by chaos
This study shows that a mixture of RNN experts model can acquire the ability to generate sequences that are combination of multiple primitive patterns by means of self-organizing ...
Jun Namikawa, Jun Tani
94
Voted
IOR
2008
105views more  IOR 2008»
14 years 9 months ago
The Stochastic Knapsack Revisited: Switch-Over Policies and Dynamic Pricing
The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variat...
Grace Y. Lin, Yingdong Lu, David D. Yao
ICTAI
2009
IEEE
14 years 7 months ago
Stochastic Offline Programming
We propose a framework which we call stochastic offline programming (SOP). The idea is to embed the development of combinatorial algorithms in an off-line learning environment whi...
Yuri Malitsky, Meinolf Sellmann
SIAMCO
2011
14 years 10 days ago
Weak Dynamic Programming Principle for Viscosity Solutions
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 di...
Bruno Bouchard, Nizar Touzi