Now showing items 1-3 of 3
Randomized Difference Two-Timescale Simultaneous Perturbation Stochastic Approximation Algorithms for Simulation Optimization of Hidden Markov Models
We proposetwo finite difference two-timescale simultaneous perturbationstochastic approximation (SPSA)algorithmsfor simulation optimization ofhidden Markov models. Stability and convergence of both thealgorithms is ...
Robot Formations: Learning Minimum-Length Paths on Uneven Terrain
We discuss a prototypeproblem involving terrain exploration and learning by formations ofautonomous vehicles. We investigate an algorithm forcoordinating multiple robots whose task is to find the shortest pathbetween a ...
Generalized Inverses for Finite-Horizon Tracking
Control and communication issues aretraditionally "decoupled" in discussions of decision and controlproblems, as this simplifies the analysis and generally works well forclassical models. This fundamental assumption deserves ...