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» Optimization of Chemical Processes Under Uncertainty
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IJCAI
2007
14 years 11 months ago
A Hybridized Planner for Stochastic Domains
Markov Decision Processes are a powerful framework for planning under uncertainty, but current algorithms have difficulties scaling to large problems. We present a novel probabil...
Mausam, Piergiorgio Bertoli, Daniel S. Weld
CCE
2004
14 years 9 months ago
Retrospective on optimization
In this paper we provide a general classification of mathematical optimization problems, followed by a matrix of applications that shows the areas in which these problems have bee...
Lorenz T. Biegler, Ignacio E. Grossmann
IOR
2006
91views more  IOR 2006»
14 years 10 months ago
Robust One-Period Option Hedging
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
ICASSP
2011
IEEE
14 years 1 months ago
Robust SINR-constrained MISO downlink beamforming: When is semidefinite programming relaxation tight?
We consider the robust beamforming problem under imperfect channel state information (CSI) subject to SINR constraints in a downlink multiuser MISO system. One popular approach to...
Enbin Song, Qingjiang Shi, Maziar Sanjabi, Ruoyu S...
ATAL
2009
Springer
15 years 4 months ago
Lossless clustering of histories in decentralized POMDPs
Decentralized partially observable Markov decision processes (Dec-POMDPs) constitute a generic and expressive framework for multiagent planning under uncertainty. However, plannin...
Frans A. Oliehoek, Shimon Whiteson, Matthijs T. J....