Randomized methods based on new Monte Carlo schemes for control and optimization
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Cites work
- scientific article; zbMATH DE number 2117227 (Why is no real title available?)
- scientific article; zbMATH DE number 849920 (Why is no real title available?)
- scientific article; zbMATH DE number 3248677 (Why is no real title available?)
- scientific article; zbMATH DE number 3347549 (Why is no real title available?)
- A cone complementarity linearization algorithm for static output-feedback and related problems
- A randomized cutting plane method with probabilistic geometric convergence
- Direction choice for accelerated convergence in hit-and-run sampling
- Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
- Hit-and-run mixes fast
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Linear Matrix Inequalities in System and Control Theory
- Location of the Maximum on Unimodal Surfaces
- Mixed Deterministic/Randomized Methods for Fixed Order Controller Design
- Nonlinear Control of Mismatched Uncertain Linear Systems and Application to Control of Aircraft
- On a New Variant of the Monte Carlo Method
- On simulation of random vectors by given densities in regions and on their boundaries
- On the Computation of Multidimensional Integrals by the Monte-Carlo Method
- Probability and Computing
- Randomized algorithms for analysis and control of uncertain systems. With a foreword by M. Vidyasagar
- Robust stabilization against structured perturbations
- Simulation and the Monte Carlo Method
- Solving convex programs by random walks
- Stability regions in the parameter space: \(D\)-decomposition revisited
- The Markov chain Monte Carlo revolution
- The \(D\)-decomposition technique for linear matrix inequalities
Cited in
(7)- A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty
- Investigation of feasible and marginal operating regimes of electric power systems
- Random sampling: billiard walk algorithm
- An efficient algorithm for stochastic optimal control problems by means of a least-squares Monte-Carlo method
- Monte Carlo, Control Variates, and Stochastic Ordering
- Measuring exposure to dependence risk with random Bernstein copula scenarios
- Monte Carlo methods via a dual approach for some discrete time stochastic control problems
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