31 citations · 51 across the 3 of their papers we have counts for
3 papers
On the Stability of Receding Horizon Control for Continuous-Time Stochastic Systems
Fajin Wei, Andrea Lecchini-Visintini
We study the stability of receding horizon control for continuous-time non-linear stochastic differential equations. We illustrate the results with a simulation example in which we…
Stochastic optimization on continuous domains with finite-time guarantees by Markov chain Monte Carlo methods
A. Lecchini-Visintini, J. Lygeros, J. Maciejowski
We introduce bounds on the finite-time performance of Markov chain Monte Carlo algorithms in approaching the global solution of stochastic optimization problems over continuous dom…
Simulated Annealing: Rigorous finite-time guarantees for optimization on continuous domains
A. Lecchini-Visintini, J. Lygeros, J. Maciejowski
Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimizat…