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CDC
2009
IEEE
106views Control Systems» more  CDC 2009»
15 years 11 months ago
Gradient methods for iterative distributed control synthesis
— In this paper we present a gradient method to iteratively update local controllers of a distributed linear system driven by stochastic disturbances. The control objective is to...
Karl Martensson, Anders Rantzer
MOR
2006
94views more  MOR 2006»
15 years 6 months ago
Conditional Risk Mappings
We introduce an axiomatic definition of a conditional convex risk mapping and we derive its properties. In particular, we prove a representation theorem for conditional risk mappi...
Andrzej Ruszczynski, Alexander Shapiro
IJON
2007
118views more  IJON 2007»
15 years 6 months ago
CATS benchmark time series prediction by Kalman smoother with cross-validated noise density
This article presents the winning solution to the CATS time series prediction competition. The solution is based on classical optimal linear estimation theory. The proposed method...
Simo Särkkä, Aki Vehtari, Jouko Lampinen
WSC
2007
15 years 9 months ago
A simulation-based algorithm for supply chain optimization
In a supply chain, there are wide variety of problems, such as transportation scheduling problems and warehouse location problems. These problems are independently defined as opt...
Takayuki Yoshizumi, Hiroyuki Okano
GECCO
2010
Springer
253views Optimization» more  GECCO 2010»
15 years 8 months ago
Comparison of G3PCX and Rosenbrock's algorithms on the BBOB noiseless testbed
Generalized generation gap algorithm with parent centric crossover is compared with Rosenbrock’s optimization algorithm. Both algorithms were already presented at the BBOB 2009 ...
Petr Posík