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NIPS
2003
15 years 5 months ago
Robustness in Markov Decision Problems with Uncertain Transition Matrices
Optimal solutions to Markov Decision Problems (MDPs) are very sensitive with respect to the state transition probabilities. In many practical problems, the estimation of those pro...
Arnab Nilim, Laurent El Ghaoui
DCOSS
2006
Springer
15 years 8 months ago
Distributed Optimal Estimation from Relative Measurements for Localization and Time Synchronization
Abstract. We consider the problem of estimating vector-valued variables from noisy "relative" measurements. The measurement model can be expressed in terms of a graph, wh...
Prabir Barooah, Neimar Machado da Silva, Joã...
ICRA
2007
IEEE
111views Robotics» more  ICRA 2007»
15 years 10 months ago
An Indoor Localization Aid for the Visually Impaired
— This paper presents an indoor human localization system for the visually impaired. A prototype portable device has been implemented, consisting of a pedometer and a standard wh...
Joel A. Hesch, Stergios I. Roumeliotis
TWC
2008
145views more  TWC 2008»
15 years 4 months ago
Robust Optimization Models for Energy-Limited Wireless Sensor Networks under Distance Uncertainty
The distance between nodes in a wireless sensor network (WSN) is an important factor in the performance that can be extracted from the network for many tasks. However, the distanc...
Wei Ye, Fernando Ordóñez
ANOR
2010
123views more  ANOR 2010»
15 years 4 months ago
Robust portfolios: contributions from operations research and finance
Abstract In this paper we provide a survey of recent contributions to robust portfolio strategies from operations research and finance to the theory of portfolio selection. Our sur...
Frank J. Fabozzi, Dashan Huang, Guofu Zhou