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» New Formulations for Optimization under Stochastic Dominance...
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NIPS
2007
15 years 1 months ago
Sequential Hypothesis Testing under Stochastic Deadlines
Most models of decision-making in neuroscience assume an infinite horizon, which yields an optimal solution that integrates evidence up to a fixed decision threshold; however, u...
Peter Frazier, Angela Yu
111
Voted
DAC
2006
ACM
16 years 17 days ago
An efficient and versatile scheduling algorithm based on SDC formulation
Scheduling plays a central role in the behavioral synthesis process, which automatically compiles high-level specifications into optimized hardware implementations. However, most ...
Jason Cong, Zhiru Zhang
CCE
2008
14 years 11 months ago
Chance constrained programming approach to process optimization under uncertainty
Deterministic optimization approaches have been well developed and widely used in the process industry to accomplish off-line and on-line process optimization. The challenging tas...
Pu Li, Harvey Arellano-Garcia, Günter Wozny
SIAMCO
2008
116views more  SIAMCO 2008»
14 years 11 months ago
Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
Bruno Bouchard
AIPS
2004
15 years 1 months ago
Optimal Resource Allocation and Policy Formulation in Loosely-Coupled Markov Decision Processes
The problem of optimal policy formulation for teams of resource-limited agents in stochastic environments is composed of two strongly-coupled subproblems: a resource allocation pr...
Dmitri A. Dolgov, Edmund H. Durfee