AbstractWe provide tight lower bounds on the computational complexity of discretetime, stationary, infinite horizon, discounted stochastic control problems, for the case where the state space is continuous and the problem is to be solved approximately, within a specified accuracy. We study the dependence of the complexity on the desired accuracy and on the discount factor
International audienceThis paper deals with the stochastic control of nonlinear systems in the prese...
peer reviewedWe show that the problem of finding an optimal stochastic 'blind' controller in a Marko...
We consider a nonlinear discrete stochastic control system, and our goal is to design a feedback con...
Cover title.Includes bibliographical references.Supported by the NSF, with matching funds from Bellc...
AbstractWe provide tight lower bounds on the computational complexity of discretetime, stationary, i...
Caption title.Bibliography: p. 13.Supported, in part, by the ARO under grant DAAL03-86-K-0171 Suppor...
Cover title. "A preliminary version of this paper was presented at the 27th IEEE Conference on decis...
We consider the numerical solution of discrete-time, stationary, infinite horizon, discounted stocha...
Caption title.Includes bibliographical references (leaf [7]).Supported by NSF. ECS 9216531 Supported...
International audienceIn this work we consider the time discretization of stochastic optimal control...
Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We co...
Abstract. This paper is an attempt to understand the apparent intractability of problems in decentra...
In this work, we consider the time discretization of stochastic optimal control problems. Under gene...
The discrete-time stochastic optimal control problem is approximated by a variation of differential ...
Some estimates for the approximation of optimal stochastic control problems by discrete time problem...
International audienceThis paper deals with the stochastic control of nonlinear systems in the prese...
peer reviewedWe show that the problem of finding an optimal stochastic 'blind' controller in a Marko...
We consider a nonlinear discrete stochastic control system, and our goal is to design a feedback con...
Cover title.Includes bibliographical references.Supported by the NSF, with matching funds from Bellc...
AbstractWe provide tight lower bounds on the computational complexity of discretetime, stationary, i...
Caption title.Bibliography: p. 13.Supported, in part, by the ARO under grant DAAL03-86-K-0171 Suppor...
Cover title. "A preliminary version of this paper was presented at the 27th IEEE Conference on decis...
We consider the numerical solution of discrete-time, stationary, infinite horizon, discounted stocha...
Caption title.Includes bibliographical references (leaf [7]).Supported by NSF. ECS 9216531 Supported...
International audienceIn this work we consider the time discretization of stochastic optimal control...
Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We co...
Abstract. This paper is an attempt to understand the apparent intractability of problems in decentra...
In this work, we consider the time discretization of stochastic optimal control problems. Under gene...
The discrete-time stochastic optimal control problem is approximated by a variation of differential ...
Some estimates for the approximation of optimal stochastic control problems by discrete time problem...
International audienceThis paper deals with the stochastic control of nonlinear systems in the prese...
peer reviewedWe show that the problem of finding an optimal stochastic 'blind' controller in a Marko...
We consider a nonlinear discrete stochastic control system, and our goal is to design a feedback con...
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