نتایج جستجو برای: whitin algorithm robust approach uncertainty non stationary randomness
تعداد نتایج: 3235578 فیلتر نتایج به سال:
The critical node selection problem (CNP) has important applications in telecommunication, supply chain design, and disease propagation prevention. In practice, the weights on the connections are either uncertain or hard to estimate so recently robust optimization approaches have been considered for CNP. In this article, we address very general uncertainty sets, only requiring a linear optimiza...
Robust reinforcement learning aims to produce policies that have strong guarantees even in the face of environments/transition models whose parameters have strong uncertainty. Existing work uses value-based methods and the usual primitive action setting. In this paper, we propose robust methods for learning temporally abstract actions, in the framework of options. We present a Robust Options Po...
A linear description for the economic lot-sizing problem consisting of exponentially many linear inequalities was given by Barany, Van Roy and Wolsey in 1984. Using this formulation we present a dual algorithm for the economic lot-sizing problem, which is of the same complexity as the Wagner and Whitin dynamic programming algorithm. Besides its use in sensitivity analysis the dual algorithm als...
By introducing Colpitts oscillator as a chaotic system, this paper deals with back-stepping control method and investigates the restrictions and problems of the controller where non-existence of a suitable response in the presence of uncertainty is the most important problem to note. In this paper, the back-stepping sliding mode method is introduced as a robust method for controlling nonlinear ...
Robust Reinforcement Learning aims to derive an optimal behavior that accounts for model uncertainty in dynamical systems. However, previous studies have shown that by considering the worst case scenario, robust policies can be overly conservative. Our soft-robust framework is an attempt to overcome this issue. In this paper, we present a novel Soft-Robust ActorCritic algorithm (SR-AC). It lear...
A robust resource allocation (RA) algorithm for cognitive relay networks with multiple primary users considering joint channel uncertainty and interference uncertainty is proposed to maximize the capacity of the networks subject to the interference threshold limitations of primary users’ receivers (PU-RXs) and the total power constraint of secondary user’s transmitter and relays. Ellipsoid set ...
We consider an optimal feedback control approach for multiple nonholonomic vehicles to achieve a distance-based formation with their neighbors using only local observations. Beginning with a non-optimal feedback control for collision-free flocking, each agent determines an additive correction term to its nonoptimal control from an elliptic Hamilton-Jacobi-Bellman equation so that its actions ar...
The accurate detection of static object boundaries such as contours or surfaces and dynamic tunnels of moving objects via deformable models is an ongoing research topic in computer vision. Most deformable models attempt to converge towards a desired solution by minimizing the sum of internal (prior) and external (measurement) energy terms. Such an approach is elegant, but frequently mis-converg...
This paper proposes a method for determining the price bidding strategies of market participants consisting of Generation Companies (GENCOs) and Distribution Companies (DISCOs) in a day-ahead electricity market, while taking into consideration the load forecast uncertainty and demand response programs. The proposed algorithm tries to find a Pareto optimal point for a risk neutral participan...
This paper addresses the conditions for robust stabilization of a class of uncertain switched systems with delay. The system to be considered is autonomous and the state delay is time-varying. Using Lyapunov functional approach, restriction on the derivative of time-delay function is not required to design switching rule for the robust stabilization of switched systems with time-varying delays....
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