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137
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CSCLP
2005
Springer
15 years 9 months ago
A Hybrid Benders' Decomposition Method for Solving Stochastic Constraint Programs with Linear Recourse
Abstract. We adopt Benders’ decomposition algorithm to solve scenariobased Stochastic Constraint Programs (SCPs) with linear recourse. Rather than attempting to solve SCPs via a ...
Armagan Tarim, Ian Miguel
111
Voted
NIPS
2007
15 years 4 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
AAAI
1994
15 years 4 months ago
Acting Optimally in Partially Observable Stochastic Domains
In this paper, we describe the partially observable Markov decision process pomdp approach to nding optimal or near-optimal control strategies for partially observable stochastic ...
Anthony R. Cassandra, Leslie Pack Kaelbling, Micha...
99
Voted
TIT
1998
77views more  TIT 1998»
15 years 3 months ago
Detection of Stochastic Processes
— This paper reviews two streams of development, from the 1940’s to the present, in signal detection theory: the structure of the likelihood ratio for detecting signals in nois...
Thomas Kailath, H. Vincent Poor
147
Voted
CDC
2010
IEEE
148views Control Systems» more  CDC 2010»
14 years 10 months ago
Convergence rates of consensus algorithms in stochastic networks
Abstract-- We study the convergence rate of average consensus algorithms in networks with stochastic communication failures. We show how the system dynamics can be modeled by a dis...
Stacy Patterson, Bassam Bamieh