164 search results - page 9 / 33 » Stochastic MINLP optimization using simplicial approximation |
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CDC
2010
IEEE
14 years 6 months ago
2010
IEEE
This paper is concerned with developing an information-theoretic framework to aggregate the state space of a Hidden Markov Model (HMM) on discrete state and observation spaces. The...
ANOR
2006
14 years 12 months ago
2006
Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...
APPROX
2005
Springer
15 years 5 months ago
2005
Springer
A large class of stochastic optimization problems can be modeled as minimizing an objective function f that depends on a choice of a vector x ∈ X, as well as on a random external...
ICASSP
2011
IEEE
14 years 3 months ago
2011
IEEE
Recently there has been much interest in using transmit beamforming to provide multi-antenna physical-layer multicasting. A state of the art in this context is the semidefinite r...
MP
2002
14 years 11 months ago
2002
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...