Add to ORKGCover title. "A preliminary version of this paper was presented at the 27th IEEE Conference on decision and control."Includes bibliographical references.Supported by the NSF, with matching funds from Bellcore and Dupont. ECS-8552419 Supported by the ARO. DAAL03-86-K-0171Chee-Seng Chow, John N. Tsitsiklis
Some estimates for the approximation of optimal stochastic control problems by discrete time problem...
The focus of the present volume is stochastic optimization of dynamical systems in discrete time whe...
Optimal control problems are inherently hard to solve as the optimization must be performed simulta...
We consider the numerical solution of discrete-time, stationary, infinite horizon, discounted stocha...
Caption title.Bibliography: p. 13.Supported, in part, by the ARO under grant DAAL03-86-K-0171 Suppor...
AbstractWe provide tight lower bounds on the computational complexity of discretetime, stationary, i...
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer...
Cover title.Includes bibliographical references.Supported by the NSF, with matching funds from Bellc...
International audienceWe consider discrete time optimal control problems with finite horizon involvi...
Multistage stochastic optimization aims at finding optimal decision strategies in situations where t...
Discrete-time stochastic optimal control problems are stated over a finite number of decision stages...
In this work, we consider the time discretization of stochastic optimal control problems. Under gene...
We present a numerical method for finite-horizon stochastic optimal control models. We derive a stoc...
In this thesis, we present some algorithms and numerical results for the solution of large scale zer...
Many iterative algorithms employ operators which are difficult to evaluate exactly, but for which a ...
Some estimates for the approximation of optimal stochastic control problems by discrete time problem...
The focus of the present volume is stochastic optimization of dynamical systems in discrete time whe...
Optimal control problems are inherently hard to solve as the optimization must be performed simulta...
We consider the numerical solution of discrete-time, stationary, infinite horizon, discounted stocha...
Caption title.Bibliography: p. 13.Supported, in part, by the ARO under grant DAAL03-86-K-0171 Suppor...
AbstractWe provide tight lower bounds on the computational complexity of discretetime, stationary, i...
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer...
Cover title.Includes bibliographical references.Supported by the NSF, with matching funds from Bellc...
International audienceWe consider discrete time optimal control problems with finite horizon involvi...
Multistage stochastic optimization aims at finding optimal decision strategies in situations where t...
Discrete-time stochastic optimal control problems are stated over a finite number of decision stages...
In this work, we consider the time discretization of stochastic optimal control problems. Under gene...
We present a numerical method for finite-horizon stochastic optimal control models. We derive a stoc...
In this thesis, we present some algorithms and numerical results for the solution of large scale zer...
Many iterative algorithms employ operators which are difficult to evaluate exactly, but for which a ...
Some estimates for the approximation of optimal stochastic control problems by discrete time problem...
The focus of the present volume is stochastic optimization of dynamical systems in discrete time whe...
Optimal control problems are inherently hard to solve as the optimization must be performed simulta...