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MP
2006
175views more  MP 2006»
15 years 6 months ago
Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...
Rüdiger Schultz, Stephan Tiedemann
IGARSS
2010
15 years 3 months ago
New hyperspectral data representation using binary partition tree
The optimal exploitation of the information provided by hyperspectral images requires the development of advanced image processing tools. This paper introduces a new hierarchical ...
Silvia Valero, Philippe Salembier, Jocelyn Chanuss...
CDC
2010
IEEE
103views Control Systems» more  CDC 2010»
15 years 1 months ago
Structural characterization of optimal event-based controllers for linear stochastic systems
Abstract-- Recent results in networked control systems indicate substantial benefits of event-based control compared to conventional designs. This paper identifies structural prope...
Adam Molin, Sandra Hirche
JMLR
2010
189views more  JMLR 2010»
15 years 1 months ago
Adaptive Step-size Policy Gradients with Average Reward Metric
In this paper, we propose a novel adaptive step-size approach for policy gradient reinforcement learning. A new metric is defined for policy gradients that measures the effect of ...
Takamitsu Matsubara, Tetsuro Morimura, Jun Morimot...
ICASSP
2011
IEEE
14 years 10 months ago
Compressed classification of observation sets with linear subspace embeddings
We consider the problem of classification of a pattern from multiple compressed observations that are collected in a sensor network. In particular, we exploit the properties of r...
Dorina Thanou, Pascal Frossard