The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
Noise or uncertainty appear in many optimization processes when there is not a single measure of optimality or fitness but a random variable representing it. These kind of problems have been known for a long time, but there has been no investigation of the statistical distribution those random variables follow, assuming in most cases that it is distributed normally and, thus, it can be modelled via...
This paper is concerned with the verification of convexity for a class of stochastic control problems. In our previous work we proposed a hybrid method for solving the stochastic control problem with uncertainty in both the system and the constraint parameters. Under certain conditions, the optimization program is convex resulting in a drastic reduction in computational complexity over other methods...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.