Approximate dynamic programming via sum of squares programming
Publications associées (129)
Graph Chatbot
Chattez avec Graph Search
Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.
AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.
Generalized linear models, where a random vector x is observed through a noisy, possibly nonlinear, function of a linear transform z = A x, arise in a range of applications in nonlinear filtering and regression. Approximate message passing (AMP) methods, b ...
Learning Tomography (LT) is a nonlinear optimization algorithm for computationally imaging three-dimensional (3D) distribution of the refractive index in semi-transparent samples. Since the energy function in LT is generally non-convex, the solution it obt ...
A novel trust region method for solving linearly constrained nonlinear programs is presented. The proposed technique is amenable to a distributed implementation, as its salient ingredient is an alternating projected gradient sweep in place of the Cauchy po ...
Adaptive robust optimization problems are usually solved approximately by restricting the adaptive decisions to simple parametric decision rules. However, the corresponding approximation error can be substantial. In this paper we show that two-stage robust ...
We consider control design for positive compartmental systems in which each compartment's outflow rate is described by a concave function of the amount of material in the compartment. We address the problem of determining the routing of material between co ...
Extending a result of Caffarelli, we provide global Lipschitz changes of variables between compactly supported perturbations of log-concave measures. The result is based on a combination of ideas from optimal transportation theory and a new Pogorelov-type ...
Many of the currently best-known approximation algorithms for NP-hard optimization problems are based on Linear Programming (LP) and Semi-definite Programming (SDP) relaxations. Given its power, this class of algorithms seems to contain the most favourable ...
The nonlocal nature of the fractional integral makes the numerical treatment of fractional dierential equations expensive in terms of computational eort and memory requirements. In this paper we propose a method to reduce these costs while controlling the ...
Society for Industrial and Applied Mathematics2017
We propose a computational approach to approximate the value function and control poli- cies for a finite horizon stochastic reach-avoid problem as follows. First, we formulate an infinite dimensional linear program whose solution characterizes the optimal ...
We consider distributed multitask learning problems over a network of agents where each agent is interested in estimating its own parameter vector, also called task, and where the tasks at neighboring agents are related according to a set of linear equalit ...