—We describe parallel methods for solving large-scale, high-dimensional, sparse least-squares problems that arise in machine learning applications such as document classificatio...
This paper is devoted to sequential decision problems with imprecise probabilities. We study the problem of determining an optimal strategy according to the Hurwicz criterion in de...
Abstract. Concavely-priced probabilistic timed automata, an extension of probabilistic timed automata, are introduced. In this paper we consider expected reachability, discounted, ...
Marcin Jurdzinski, Marta Z. Kwiatkowska, Gethin No...
MINLP problems are hard constrained optimization problems, with nonlinear constraints and mixed discrete continuous variables. They can be solved using a Branch-and-Bound scheme c...
— Optimal control and estimation are dual in the LQG setting, as Kalman discovered, however this duality has proven difficult to extend beyond LQG. Here we obtain a more natural...