2914 search results - page 9 / 583 » Optimization by Stochastic Continuation |
ECAI
2010
Springer
15 years 23 days ago
2010
Springer
Abstract. We address the problem of continuous stochastic optimal control in the presence of hard obstacles. Due to the non-smooth character of the obstacles, the traditional appro...
77
Voted
EOR
2010
14 years 11 months ago
2010
ic copy available at: http://ssrn.com/abstract=1115410 Inventory Systems with Stochastic Demand and Supply: Properties and Approximations Amanda J. Schmitt Center for Transportatio...
IROS
2008
IEEE
15 years 6 months ago
2008
IEEE
This paper presents a new method called Transition-based RRT (T-RRT) for path planning problems in continuous cost spaces. It combines the exploration strength of the RRT algorith...
SIAMCO
2008
14 years 11 months ago
2008
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
59
Voted
SIGPRO
2010
14 years 10 months ago
2010
This article considers the application of the unscented transformation to approximate fixed-interval optimal smoothing of continuous-time non-linear stochastic systems. The propo...