Results 261 to 270 of about 2,459,786 (308)
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A Stochastic Control Model with Chance Constraints
SIAM Journal on Control and Optimization, 1978In this paper a control system governed by a linear stochastic differential equation is considered. In the class of all feedback controls which are linear in the state the expected value of an integral performance index is to be minimized subject to the additional condition that with a prescribed minimum probability the terminal point lies in some ...
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Journal of Dynamic Systems Measurement, and Control, 2019
This paper describes a stochastic predictive control algorithm for partially observable Markov decision processes (POMDPs) with time-joint chance constraints. We first present the algorithm as a general tool to treat finite space POMDP problems with time-
Nan I. Li, A. Girard, I. Kolmanovsky
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This paper describes a stochastic predictive control algorithm for partially observable Markov decision processes (POMDPs) with time-joint chance constraints. We first present the algorithm as a general tool to treat finite space POMDP problems with time-
Nan I. Li, A. Girard, I. Kolmanovsky
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Convex Optimization over Sequential Linear Feedback Policies with Continuous-time Chance Constraints
IEEE Conference on Decision and Control, 2019The present paper extends the classically studied chance-constrained optimal control to incorporate continuous-time chance constraints. While the classical approaches provide risk guarantees only at discretized epochs, it is essential for most physical ...
K. Oguri, M. Ono, J. McMahon
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A branch-and-price approach for airport gate assignment problem with chance constraints
Transportation Research Part B: Methodological, 2023Junyoung Kim +4 more
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Chance Constraints and Normal Deviates
Journal of the American Statistical Association, 1962Abstract Linear programming as a problem in optimizing a linear functional subject to linear inequality constraints is first discussed along with possible uses of the resulting duality relations. Various approaches to dealing with such problems when parts of the data are subject to error are briefly reviewed.
A. Charnes, W. W. Cooper
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International Journal of Production Research, 2018
In this paper, we study production planning models for semiconductor wafer fabrication facilities (wafer fabs) that consider both safety stocks at the finished goods inventory level and workload-dependent lead times.
Timm Ziarnetzky, L. Mönch, R. Uzsoy
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In this paper, we study production planning models for semiconductor wafer fabrication facilities (wafer fabs) that consider both safety stocks at the finished goods inventory level and workload-dependent lead times.
Timm Ziarnetzky, L. Mönch, R. Uzsoy
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Optimal Bayesian experiment design for nonlinear dynamic systems with chance constraints
Journal of Process Control, 2019The optimal design of experiments is crucial for maximizing the information content of data across a wide-range of experimental goals. This paper presents a Bayesian approach to optimal experiment design (OED) for parameter inference in constrained ...
J. Paulson, Marc Martin-Casas, A. Mesbah
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Uncertain Variational Inequalities Based on Chance Constraints
Journal of Optimization Theory and ApplicationszbMATH Open Web Interface contents unavailable due to conflicting licenses.
Qiqiong Chen +3 more
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General sum games with joint chance constraints
Operations Research Letters, 2018zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shen Peng +2 more
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Introducing statistical consistency for infinite chance constraints
Annals of Mathematics and Artificial Intelligence, 2018zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Imen Zghidi +2 more
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