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Decentralized Stochastic Decision Problems and Polynomial Optimization
Decision Problems Polynomial Optimization
2015/6/19
In this paper we consider the problem of computing decentralized control policies in a discrete stochastic decision problem. For the problem we consider, computation of optimal decentralized policies ...
Decentralized Stochastic Decision Problems and Polynomial Optimization
Decision Problems Polynomial Optimization
2015/6/19
In this paper we consider the problem of determining optimal decentralized decision rules in discrete stochastic decision problems. Here we consider a static single-stage problem. It has been shown in...
A new look at nonnegativity on closed sets and polynomial optimization
closed sets nonnegative functions nonnegative polynomials semidefinite
2010/11/26
We first show that a continuous function f is nonnegative on a closed set K Rn if and only if (countably many) moment matrices of some signed measure d = fdμ with supp μ = K, are all positive semid...